# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0000777535-26-000072
**Filing Date:** 2026-5
**Character Count:** 774885
**Document Hash:** 2c1bc7ce3133c2f3cbfd960c83a1afe9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000777535-26-000072.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000777535-26-000072

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535

**ORGANIZATION NAME:**
- **EIN:** 136022042
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 261028738

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $12754537707.00

**Total Liabilities:** $162599931.00

**Net Assets:** $12591937776.00

**Delayed Delivery Securities:** $29178529.00

**Cash Not Reported:** $110420647.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23203.83000000 | **1-Year:** -308123.81000000 | **5-Year:** -1160553.20000000 | **10-Year:** -2155686.55000000 | **30-Year:** -3205440.47000000

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

- **3-Month:** -9819.82000000 | **1-Year:** -14680.75000000 | **5-Year:** -44636.01000000 | **10-Year:** -60698.54000000 | **30-Year:** -66653.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234675 | 0.32%                | 1.57%                | -1.77%               |
| Class ID C000154486 | 0.31%                | 1.56%                | -1.79%               |
| Class ID C000154485 | 0.30%                | 1.54%                | -1.80%               |
| Class ID C000154487 | 0.31%                | 1.56%                | -1.78%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4630291.81              | $-4070035.73                               |
| Month 2  | $-309765.23              | $144175288.83                              |
| Month 3  | $-6732544.71             | $-263299548.75                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1220000 | PA      | $1513204.28   | 0.01%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   244330000 | PA      | $242783850.44 | 1.93%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7501665.05   | 0.06%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | Avantor Funding, Inc                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1464020.18   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1512051 | PA      | $1524363.70   | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                           | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313385VJ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9990027.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19515133 | PA      | $19656307.68  | 0.16%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                         | Capital Automotive REIT                                                         | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4162144 | PA      | $4112596.80   | 0.03%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4344087.75   | 0.03%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5510000 | PA      | $5533621.98   | 0.04%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12514MBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8797054.50   | 0.07%             | 2049-08-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                             | Klabin Austria GmbH                                                             | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3000000 | PA      | $3011700.00   | 0.02%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2246948.23   | 0.02%             | 2048-09-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2818410.25   | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4319788.90   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21631406 | PA      | $131821.79    | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42100000 | PA      | $41087381.33  | 0.33%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $6087852.00   | 0.05%             | 2042-04-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2725000 | PA      | $2640797.50   | 0.02%             | 2034-01-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    15467350 | PA      | $12024014.35  | 0.10%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13535000 | PA      | $13372157.03  | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1067340 | PA      | $988910.90    | 0.01%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | HUF260408                                                                       | CUSIP: HUF260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $949.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12545000 | PA      | $12473454.36  | 0.10%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                   | Telecomunicaciones Digitales S.A.                                               | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      900000 | PA      | $847440.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4856559.89   | 0.04%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CitiBank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    22100000 | PA      | $22444531.27  | 0.18%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                            | Paraguay Government International Bond                                          | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2825000 | PA      | $2478937.50   | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $703165.31    | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $601.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3133460 | PA      | $3101194.17   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8709274.18   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                | SpringCastle America Funding LLC                                                | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9021000 | PA      | $7317740.48   | 0.06%             | 2037-09-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond                                                           | CUSIP: YT3047206<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    47200000 | PA      | $6990474.21   | 0.06%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada, Term Loan B                                                         | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      200901 | PA      | $199645.69    | 0.00%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government International Bond                                 | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      725000 | PA      | $742048.37    | 0.01%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     4973891 | PA      | $4664178.00   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                                         | Thermo Fisher Scientific Finance I BV                                           | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $824994.66    | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | JPY260408                                                                       | CUSIP: JPY260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $514247.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                        | Turk Telekomunikasyon AS.                                                       | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     4725000 | PA      | $4601234.63   | 0.04%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YS4433282<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $2056568.61   | 0.02%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15250000 | PA      | $14295203.14  | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                           | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5774236.07   | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                                               | Verus Securitization Trust                                                      | CUSIP: 92541JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1878771.11   | 0.01%             | 2071-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3193148.38   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                       | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3018204.77   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P2R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3730000 | PA      | $3365731.56   | 0.03%             | 2037-10-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co                                                            | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      690000 | PA      | $769639.95    | 0.01%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184763 | PA      | $172242.98    | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1946036.20   | 0.02%             | 2050-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $2470372.52   | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3658512.40   | 0.03%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                       | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4461704.52   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2365732.50   | 0.02%             | 2048-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $2933028.54   | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                          | US 5YR NOTE (CBT) Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        3555 | NC      | $384578790.84 | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $676009.35    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    94232796 | PA      | $95015262.07  | 0.75%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5779591.20   | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      590000 | PA      | $675348.74    | 0.01%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $555334.89    | 0.00%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24402283 | PA      | $20650316.99  | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA ProLogis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1950000 | PA      | $1854917.81   | 0.01%             | 2038-01-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2615250.00   | 0.02%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2946052.50   | 0.02%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                            | Sitios Latinoamerica SAB de C.V.                                                | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     3300000 | PA      | $3218514.09   | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: EJ8738761<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      700000 | PA      | $938468.66    | 0.01%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   365000000 | PA      | $183524.20    | 0.00%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government International Bond                                | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5650000 | PA      | $1558707.73   | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $186067.55    | 0.00%             | 2050-02-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2025000 | PA      | $1529922.36   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92270000 | PA      | $91974448.12  | 0.73%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                        | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $111138.75    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| BOEING CO                                                                       | Boeing Co                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $27793384.00  | 0.22%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     6800000 | PA      | $7079602.40   | 0.06%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                         | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |      790000 | PA      | $817286.76    | 0.01%             | 2043-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    99125000 | PA      | $99550928.23  | 0.79%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                      | Navient Student Loan Trust                                                      | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420566 | PA      | $420326.91    | 0.00%             | 2059-12-15      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                  | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231210.68    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      937284 | PA      | $830873.33    | 0.01%             | 2050-05-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4152751.88   | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2250000 | PA      | $1792766.43   | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8750247.36   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       25183 | PA      | $24906.60     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2321413.50   | 0.02%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | Jordan Government International Bond                                            | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1000000 | PA      | $962395.40    | 0.01%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2581094.33   | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes                                              | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313313VH8<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9991025.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                        | DK Trust                                                                        | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3705720.94   | 0.03%             | 2037-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4428483 | PA      | $3662232.78   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                            | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8016231.28   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                   | Sequoia Mortgage Trust                                                          | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369598 | PA      | $310194.16    | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110034 | PA      | $1739620.90   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $681938.90    | 0.01%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   121618000 | PA      | $122454123.75 | 0.97%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2665000 | PA      | $2533785.70   | 0.02%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1296776.10   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    17400000 | PA      | $17485772.95  | 0.14%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1618918 | PA      | $1527956.35   | 0.01%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $911340.41    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union, LLC, Term Loan B9                                                  | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2085246 | PA      | $2077301.16   | 0.02%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7414996.65   | 0.06%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BS3661698<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2015000 | PA      | $2172992.63   | 0.02%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4331051 | PA      | $4098790.52   | 0.03%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    27955000 | PA      | $23985460.17  | 0.19%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1576121.60   | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                        | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $189474.72    | 0.00%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                                             | Coca-Cola Icecek AS.                                                            | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2872466.04   | 0.02%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government International Bond                                             | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $751853.96    | 0.01%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1770600 | PA      | $1894213.73   | 0.02%             | 2043-05-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                  | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772ECR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $951471.80    | 0.01%             | 2034-09-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                  | Alpek SAB de C.V.                                                               | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2181395.11   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                           | One Bryant Park Trust                                                           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11190000 | PA      | $10347926.76  | 0.08%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                           | China Government Bond                                                           | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1713988.88   | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     9302437 | PA      | $1718297.78   | 0.01%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-MED1                                                | Sequoia Mortgage Trust                                                          | CUSIP: 816940AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      985000 | PA      | $968062.63    | 0.01%             | 2056-04-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3215000 | PA      | $3350375.93   | 0.03%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                               | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1025000 | PA      | $1007799.67   | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower, LP, Term Loan B                                               | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       93801 | PA      | $94047.03     | 0.00%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                           | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2000000 | PA      | $1960000.00   | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $546851.45    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                               | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      136479 | PA      | $138655.84    | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7237516 | PA      | $6007986.08   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                            | NYC Trust                                                                       | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5015300.00   | 0.04%             | 2029-08-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM2                                          | Imperial Fund Mortgage Trust                                                    | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6438570 | PA      | $6147482.66   | 0.05%             | 2067-03-25      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                   | CUSIP: 02079KBR7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      350000 | PA      | $455312.52    | 0.00%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3188839.92   | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                          | Millicom International Cellular S.A.                                            | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1375000 | PA      | $1253243.32   | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                         | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     2909748 | PA      | $2598853.07   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                                    | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1135689 | PA      | $1143639.17   | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12413504 | PA      | $10520433.57  | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                        | ORLEN S.A.                                                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1275000 | PA      | $1296630.43   | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166081 | PA      | $155352.68    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                           | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313385ZR0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    11000000 | PA      | $10875700.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70450000 | PA      | $70593101.56  | 0.56%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      173925 | NS      | $4325514.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp, Term Loan                                                  | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |      678363 | PA      | $678838.21    | 0.01%             | 2032-11-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8708905 | PA      | $8429034.28   | 0.07%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2807973 | PA      | $2761991.86   | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   780000000 | PA      | $865899.43    | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10691439 | PA      | $10902963.64  | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                           | Banco Santander Chile                                                           | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     3500000 | PA      | $3454080.00   | 0.03%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      400000 | PA      | $429942.99    | 0.00%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX Trust                                                                        | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3499806.10   | 0.03%             | 2039-06-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $980566.90    | 0.01%             | 2058-07-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1529747 | PA      | $1520415.87   | 0.01%             | 2048-10-26      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                   | New Residential Mortgage Loan Trust                                             | CUSIP: 64831DBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1612916 | PA      | $1315484.38   | 0.01%             | 2052-03-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1243290.28   | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3001000 | PA      | $2909919.65   | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9784092.50   | 0.08%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   561000000 | PA      | $2551368.90   | 0.02%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10632680 | PA      | $9802393.82   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GM Financial Automobile Leasin                                                  | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $6964610.80   | 0.06%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                                                                      | MSDB Trust                                                                      | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2902979.10   | 0.02%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      550000 | PA      | $624427.45    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2211047 | PA      | $233004.80    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                            | NYC Trust                                                                       | CUSIP: 62956HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3801345.96   | 0.03%             | 2029-08-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    30728983 | PA      | $28458559.32  | 0.23%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                            | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5379576.80   | 0.04%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP                                                              | Oregon Tool, Inc., First Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       42026 | PA      | $42761.78     | 0.00%             | 2029-10-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1150000 | PA      | $974525.26    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                           | Bank of Ireland Group plc                                                       | CUSIP: ZJ3118511<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $609097.87    | 0.00%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      915000 | PA      | $1017424.55   | 0.01%             | 2043-06-25      | Variable      | 10.51%                | Yes           |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                                                | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                      | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     1600000 | PA      | $1473761.41   | 0.01%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | SGD260410                                                                       | CUSIP: SGD260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10242.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                     | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2820752.16   | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113120000 | PA      | $111396686.93 | 0.88%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5575000 | PA      | $5498982.98   | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                             | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2708561 | PA      | $2417704.14   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      497751 | PA      | $485432.87    | 0.00%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235855 | PA      | $233798.37    | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2727420.58   | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    31104534 | PA      | $5212774.56   | 0.04%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    13250000 | PA      | $13170669.20  | 0.10%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                          | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1350000 | PA      | $1513066.50   | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2380000000 | PA      | $1324654.62   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government International Bond                                 | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1250000 | PA      | $1357859.26   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                         | Lineage Europe Finco BV                                                         | CUSIP: DF5951986<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $560427.46    | 0.00%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22250000 | PA      | $22928266.11  | 0.18%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | S.A. Global Sukuk Ltd                                                           | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $3860766.32   | 0.03%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      165000 | PA      | $164513.25    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                  | OneMain Financial Issuance Trust                                                | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      153040 | PA      | $153055.74    | 0.00%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     5788000 | PA      | $4764508.37   | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13369000 | PA      | $12868791.78  | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $48765625.00  | 0.39%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     7571588 | PA      | $6766225.16   | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                    | Les Schwab Tire Centers, Term Loan B                                            | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      401769 | PA      | $401266.44    | 0.00%             | 2031-04-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16720000 | PA      | $16731103.08  | 0.13%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                           | Sociedad Quimica y Minera de Chile S.A.                                         | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     3875000 | PA      | $4106647.50   | 0.03%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358370 | PA      | $353110.96    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                  | DBJPM Mortgage Trust                                                            | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7737500 | PA      | $6873479.68   | 0.05%             | 2053-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                         | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2739432 | PA      | $2263793.78   | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52791000 | PA      | $52129050.48  | 0.41%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | Sirius XM Radio, Inc                                                            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2504675.26   | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4805508.93   | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | Serbia Government International Bond                                            | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1250000 | PA      | $1320389.88   | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                           | China Government Bond                                                           | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $851404.19    | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2773470.90   | 0.02%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3687112.24   | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    19370107 | PA      | $14355860.27  | 0.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8205548.69   | 0.07%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $15982917.49  | 0.13%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1447798.85   | 0.01%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                    | Connecticut Avenue Securities Trust                                             | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3844000 | PA      | $4003920.39   | 0.03%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6107672 | PA      | $5249504.57   | 0.04%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Trust                                                                     | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9555000 | PA      | $9266351.09   | 0.07%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23242563 | PA      | $23039129.04  | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     1525000 | PA      | $1399816.47   | 0.01%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4829492.58   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13830000 | PA      | $14104898.91  | 0.11%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: QZ5541813<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      575000 | PA      | $382210.04    | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uganda Government Bonds                                             | Republic of Uganda Government Bonds                                             | CUSIP: YW1784167<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  1900000000 | PA      | $496919.67    | 0.00%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5080258 | PA      | $5022526.17   | 0.04%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12125000 | PA      | $12217832.03  | 0.10%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                                           | OSD CLO Ltd.                                                                    | CUSIP: 67570KAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     7050000 | PA      | $7056880.80   | 0.06%             | 2038-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3440683.55   | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    16207166 | PA      | $11236672.67  | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2938726.68   | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                          | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26399775 | PA      | $25804911.51  | 0.20%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                            | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4493660.70   | 0.04%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                            | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7000000 | PA      | $5327251.37   | 0.04%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                             | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    12150000 | PA      | $11919654.23  | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1176187 | PA      | $1039050.41   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 16 Ltd                                                                | AIMCO CLO 16 Ltd                                                                | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-O            | CORP              | KY        |    15000000 | PA      | $15023055.00  | 0.12%             | 2037-07-17      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2204.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXP Trust                                                                       | BXP Trust                                                                       | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1642287.80   | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4608953.36   | 0.04%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29505000 | PA      | $28003241.53  | 0.22%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA REDEV AGY SUCCESSO                                                  | San Jose Redevelopment Agency Successor Agency                                  | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6360000 | PA      | $5963668.33   | 0.05%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4546623 | PA      | $3759931.58   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6635000 | PA      | $6539189.27   | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4063254.58   | 0.03%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6436951 | PA      | $6243042.02   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | KRW260410                                                                       | CUSIP: KRW260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8788.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| India Government Bond                                                           | India Government International Bond                                             | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    43000000 | PA      | $455411.52    | 0.00%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $3499684.01   | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3384266 | PA      | $615611.21    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7903536.15   | 0.06%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                     | Pfizer Netherlands International Finance BV                                     | CUSIP: 71708LAA7<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $571323.22    | 0.00%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                        | Tesco Corporate Treasury Services plc                                           | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $600469.06    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101950000 | PA      | $101125638.42 | 0.80%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd                                                        | OHA Credit Funding 6 Ltd                                                        | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    10000000 | PA      | $10013810.00  | 0.08%             | 2037-10-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08160KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $2376044.44   | 0.02%             | 2072-12-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                                        | Credit Agricole Assurances S.A.                                                 | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $305905.50    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $12467077.76  | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $971815.28    | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                                           | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              |  | KY        |      780000 | PA      | $781999.37    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                          | Power Finance Corp Ltd                                                          | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3350000 | PA      | $3235771.06   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5921570.88   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      925000 | PA      | $1063123.90   | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6146442 | PA      | $5290190.68   | 0.04%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5895273 | PA      | $4967550.07   | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: ZD8242046<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $693756.43    | 0.01%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1031762.21   | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      142574 | PA      | $149874.65    | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20294845 | PA      | $20094965.61  | 0.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1850000 | PA      | $1667312.50   | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: G4R49GBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      725000 | PA      | $807046.06    | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     7672006 | PA      | $7652896.18   | 0.06%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6255898.51   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $356131.29    | 0.00%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6072786 | PA      | $5346085.15   | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4774471.85   | 0.04%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12150000 | PA      | $12195728.83  | 0.10%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $1626754.77   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                          | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5035855.13   | 0.04%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                          | CEZ AS.                                                                         | CUSIP: ZQ7313468<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      350000 | PA      | $399367.25    | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    79381778 | PA      | $646127.98    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                   | BLP Commercial Mortgage Trust                                                   | CUSIP: 05556WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11000000 | PA      | $11017087.40  | 0.09%             | 2042-12-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                     | BMO Mortgage Trust                                                              | CUSIP: 096920AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4950661 | PA      | $5115949.32   | 0.04%             | 2057-11-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | RON260408                                                                       | CUSIP: RON260408<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3598.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2096406 | PA      | $1814344.88   | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30589998 | PA      | $28207991.95  | 0.22%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                   | MTN Commercial Mortgage Trust                                                   | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2249353.58   | 0.02%             | 2039-03-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co                                                               | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      500000 | PA      | $576962.29    | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                          | Fairfax Financial Holdings Ltd                                                  | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $283449.27    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     3081825 | PA      | $3035321.94   | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-III Ltd                                                       | CIFC Funding Ltd                                                                | CUSIP: 12554VBA3<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-O            | CORP              | KY        |    25000000 | PA      | $25014425.00  | 0.20%             | 2038-01-16      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | KRW260410                                                                       | CUSIP: KRW260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $207273.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      675000 | PA      | $700245.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7270879 | PA      | $6892443.63   | 0.05%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2832822 | PA      | $3335980.84   | 0.03%             | 2053-08-20      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56397138 | PA      | $55889031.71  | 0.44%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2197255 | PA      | $2029257.06   | 0.02%             | 2050-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $94408.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZM3378175<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      425000 | PA      | $501905.01    | 0.00%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $1802510.13   | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      732072 | PA      | $738638.09    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8427694 | PA      | $245594.79    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                          | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3883690 | PA      | $3246822.40   | 0.03%             | 2052-03-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV3                                                        | PMT Loan Trust                                                                  | CUSIP: 69383WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5500000 | PA      | $5512675.85   | 0.04%             | 2057-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     3900000 | PA      | $3909456.10   | 0.03%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10248267 | PA      | $9183329.04   | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZH4376393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   445000000 | PA      | $2727507.95   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                               | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1261085 | PA      | $1210133.13   | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland                                                      | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1750000 | PA      | $1589217.72   | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                         | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60057 | PA      | $56435.90     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6587270 | PA      | $6183402.68   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2312500 | PA      | $2319816.89   | 0.02%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33312.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    22408000 | PA      | $21218507.17  | 0.17%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                   | Bank Hapoalim BM                                                                | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     5000000 | PA      | $4930602.50   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1549343.45   | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Niagara Energy SAC                                                              | Niagara Energy SAC                                                              | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1994130.76   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08160BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3442124.40   | 0.03%             | 2051-07-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14443591.50  | 0.11%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8375000 | PA      | $8371446.99   | 0.07%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                             | DBWF Mortgage Trust                                                             | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9817500 | PA      | $9400771.67   | 0.07%             | 2034-06-10      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | Bath & Body Works, Inc                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $933715.35    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       54601 | PA      | $52025.15     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3134526.01   | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    72076503 | PA      | $63451445.31  | 0.50%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2795157 | PA      | $2342044.80   | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5625000 | PA      | $5688565.43   | 0.05%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      875000 | PA      | $853972.00    | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5104648 | PA      | $4824094.99   | 0.04%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5869316 | PA      | $5510409.28   | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $270592.59    | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | Electricite de France S.A.                                                      | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $542315.54    | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1450000 | PA      | $1437861.88   | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14850000 | PA      | $15139943.28  | 0.12%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                  | New York State Dormitory Authority                                              | CUSIP: 64990GJY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    10605000 | PA      | $9267765.71   | 0.07%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      598261 | PA      | $586918.38    | 0.00%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |     9000000 | PA      | $502991.69    | 0.00%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1525000 | PA      | $1601707.50   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       73700 | PA      | $33680.90     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    22150000 | PA      | $21591664.51  | 0.17%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2827972.93   | 0.02%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      960000 | PA      | $478521.97    | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | Springleaf Finance Corp                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $530372.15    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9965770.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE                                                  | City of Los Angeles CA Wastewater System Revenue                                | CUSIP: 53945CHK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3995000 | PA      | $3682235.84   | 0.03%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                              | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1348206.67   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $459805.02    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                               | Flagstar Mortgage Trust                                                         | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2424136 | PA      | $2003376.21   | 0.02%             | 2051-07-25      | Variable      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-PURE                                          | BX Commercial Mortgage Trust                                                    | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | CA        |      671469 | PA      | $485492.99    | 0.00%             | 2041-11-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $7032931.49   | 0.06%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2246418 | PA      | $2158948.57   | 0.02%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                             | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2494692.25   | 0.02%             | 2035-06-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Commercial Mortgage Trust                                                    | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4234084 | PA      | $4231222.34   | 0.03%             | 2038-12-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8984149.20   | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91758000 | PA      | $76643020.31  | 0.61%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                  | Cantor Commercial Real Estate Lending                                           | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1664317.60   | 0.01%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                                                        | Grifols Worldwide Operations USA, Inc., Term Loan B                             | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       96705 | PA      | $96724.64     | 0.00%             | 2027-11-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 101B.C. Unlimited Liability Company, Term Loan B6                               | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      404637 | PA      | $404234.21    | 0.00%             | 2030-09-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      939812 | PA      | $927181.09    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust              | Legends Outlets Kansas City KS Mortgage Secured Trust                           | CUSIP: 524947AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5009717.00   | 0.04%             | 2039-11-05      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                        | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1289569.77   | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                           | Intercorp Financial Services, Inc                                               | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     2125000 | PA      | $2100158.11   | 0.02%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $5270041.92   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57151000 | PA      | $57521588.80  | 0.46%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9714541 | PA      | $8027837.47   | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                  | Sequoia Mortgage Trust                                                          | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8014464 | PA      | $7444812.84   | 0.06%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2086925 | PA      | $2056307.95   | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                        | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $808547.03    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1834942 | PA      | $1667336.90   | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1750000 | PA      | $1725107.95   | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                            | Cornerstone Building Brands, Inc., Term Loan B                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      406570 | PA      | $232470.73    | 0.00%             | 2028-04-12      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | Petronas Capital Ltd                                                            | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      360000 | PA      | $369543.72    | 0.00%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5650000 | PA      | $5752185.56   | 0.05%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                    | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $432056.85    | 0.00%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                   | Alen Mortgage Trust                                                             | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2220937.50   | 0.02%             | 2034-04-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68980000 | PA      | $66501031.25  | 0.53%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2255000 | PA      | $2340055.67   | 0.02%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2902170.60   | 0.02%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                               | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7350000 | PA      | $7474959.85   | 0.06%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21852375 | PA      | $18709227.30  | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     3737340 | PA      | $3456004.33   | 0.03%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | Adobe, Inc                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6794729.70   | 0.05%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6403815.33   | 0.05%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1325000 | PA      | $1451298.63   | 0.01%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO Distribution, Inc                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301636.06    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                        | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     8125000 | PA      | $8061649.38   | 0.06%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                      | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12311922.24  | 0.10%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government International Bond                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1041639.89   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas S.A.                                                                | CUSIP: ZL1224167<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $816351.45    | 0.01%             | 2029-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   164405639 | PA      | $165318663.68 | 1.31%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25175000 | PA      | $25609790.12  | 0.20%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3707891.01   | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                         | ZAR260408                                                                       | CUSIP: ZAR260408<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8710.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings, Inc                                                         | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      450000 | PA      | $466854.18    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                | SLG Office Trust                                                                | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17215000 | PA      | $14986251.42  | 0.12%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11121571 | PA      | $11403502.47  | 0.09%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90291JAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7665000 | PA      | $7290702.72   | 0.06%             | 2051-03-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1793573.53   | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2195937.11   | 0.02%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     8500000 | PA      | $1376812.73   | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $8082199.81   | 0.06%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28280000 | PA      | $29062043.81  | 0.23%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     6600000 | PA      | $6750551.81   | 0.05%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      769119 | PA      | $665535.27    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                               | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6482746.81   | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | Petrobras Global Finance BV                                                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2450000 | PA      | $2393258.00   | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $8341066.50   | 0.07%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | Open Text Holdings, Inc                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $491440.40    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39286179 | PA      | $38944340.17  | 0.31%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3284374.93   | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                         | Capital Automotive REIT                                                         | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5624515 | PA      | $5552590.28   | 0.04%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20504900.00  | 0.16%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                        | Sociedad Quimica y Minera de Chile S.A.                                         | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $1936380.00   | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $557855.05    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1250000 | PA      | $1159054.24   | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     9787428 | PA      | $1751932.88   | 0.01%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                   | ELP Commercial Mortgage Trust                                                   | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $11375287.10  | 0.09%             | 2042-11-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW Owner Trust                                                                 | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1531685 | PA      | $1529673.24   | 0.01%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P4L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3940000 | PA      | $3923727.41   | 0.03%             | 2026-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4907466.80   | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1940370.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6803867.40   | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                                  | Merrill Lynch Mortgage Investors Trust                                          | CUSIP: 59020U4M4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      328004 | PA      | $314722.34    | 0.00%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2855875.80   | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                           | Grupo Bimbo SAB de C.V.                                                         | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2126415.60   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1809219.75   | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                          | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3198888.86   | 0.03%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | Bidvest Group UK plc                                                            | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2450000 | PA      | $2439560.21   | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3750000 | PA      | $3671550.53   | 0.03%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    14260000 | PA      | $14707985.03  | 0.12%             | 2042-07-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | Indiana Michigan Power Co                                                       | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2122045.68   | 0.02%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp, Term Loan B                                                   | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      345940 | PA      | $345507.81    | 0.00%             | 2030-12-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                        | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     3815000 | PA      | $3861461.63   | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4563515.64   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     3925000 | PA      | $4019582.30   | 0.03%             | 2042-02-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      400000 | PA      | $468948.25    | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    11482685 | PA      | $9574263.07   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                    | Olympic Tower Mortgage Trust                                                    | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8234000 | PA      | $7894904.94   | 0.06%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2287096.98   | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                 | Sable International Finance Ltd                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      295000 | PA      | $291393.30    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    15150000 | PA      | $15725369.73  | 0.12%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                             | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12207051 | PA      | $10094893.33  | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                              | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      852000 | PA      | $847483.54    | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                         | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     3440000 | PA      | $3573387.72   | 0.03%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                  | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4244232.44   | 0.03%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government International Bond                          | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2183072.89   | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2569056 | PA      | $2542508.78   | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7177698.50   | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1085798 | PA      | $1097357.23   | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6340291 | PA      | $5666894.50   | 0.05%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                           | Rackspace Finance, LLC, First Lien Second Out Term Loan                         | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |      342564 | PA      | $161861.36    | 0.00%             | 2028-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                           | University of New Mexico                                                        | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    18740000 | PA      | $18304285.63  | 0.15%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     8425000 | PA      | $8406567.79   | 0.07%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas S.A.                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5600000 | PA      | $5383686.50   | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1125000 | PA      | $1269069.98   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3300000 | PA      | $2124910.79   | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | Gen Digital Inc., Term Loan B                                                   | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     1222039 | PA      | $1211780.15   | 0.01%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                        | Octane Receivables Trust                                                        | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4200000 | PA      | $4194114.96   | 0.03%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1393820 | PA      | $1373371.97   | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $452969.22    | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                            | CUSIP: ZH4396912<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $851769.57    | 0.01%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      787146 | PA      | $795343.39    | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2232574 | PA      | $1826958.10   | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123617 | PA      | $122953.28    | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | Brazilian Government International Bond                                         | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      600000 | PA      | $587700.00    | 0.00%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                        | Asplundh Tree Expert, LLC, Term Loan B                                          | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1165934 | PA      | $1168486.91   | 0.01%             | 2027-09-07      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31097091 | PA      | $405363.02    | 0.00%             | 2051-03-27      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | ProLogis International Funding II S.A.                                          | CUSIP: BU4887453<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $342034.24    | 0.00%             | 2032-02-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                            | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3100000 | PA      | $1999237.93   | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YJ9955677<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $902432.17    | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                      | Camelot U.S. Acquisition LLC, Term Loan B                                       | CUSIP: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      754708 | PA      | $655810.79    | 0.01%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $34506059.00  | 0.27%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    36375000 | PA      | $36174607.94  | 0.29%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2026-RISE                                                              | BX Trust                                                                        | CUSIP: 05595AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2002500.00   | 0.02%             | 2041-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4359462.50   | 0.03%             | 2050-05-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5893126 | PA      | $5079517.43   | 0.04%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Corp Trust                                               | CUSIP: 36254JAG0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2401570.50   | 0.02%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      775000 | PA      | $688666.40    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    13640000 | PA      | $14313900.57  | 0.11%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo S.p.A                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $187074.36    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic Government International Bond                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1575000 | PA      | $1449630.00   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                      | Navient Private Education Refi Loan Trust                                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2554974 | PA      | $2339081.13   | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | Ellucian Holdings, Inc., First Lien Term Loan B                                 | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1217914 | PA      | $1186448.77   | 0.01%             | 2029-10-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6975313 | PA      | $6607257.30   | 0.05%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | Xcel Energy, Inc                                                                | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $1979152.02   | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                             | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1718617 | PA      | $1414771.63   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $10815407.35  | 0.09%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $300662.40    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                             | 20 Times Square Trust                                                           | CUSIP: 90137LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $10977000.00  | 0.09%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                             | BWAY Mortgage Trust                                                             | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $1932894.99   | 0.02%             | 2044-02-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14052885 | PA      | $12489461.97  | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1225000000 | PA      | $743044.79    | 0.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                 | Antofagasta plc                                                                 | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2027828.00   | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                          | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2050000 | PA      | $1768052.55   | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                        | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1950000 | PA      | $1709955.57   | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497666 | PA      | $462480.85    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                      | RCKT Mortgage Trust                                                             | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2231656 | PA      | $1809966.81   | 0.01%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      848962 | PA      | $820044.29    | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP S.A.                                                                        | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1000000 | PA      | $1015674.36   | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc                                                                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3255953.58   | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5121085 | PA      | $5107735.56   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20120000 | PA      | $15766692.14  | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14121400 | PA      | $12149770.02  | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7800000 | PA      | $2058841.98   | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                               | J.P. Morgan Mortgage Trust                                                      | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1095004 | PA      | $877783.26    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2778946 | PA      | $2298041.48   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175601000 | PA      | $172198730.63 | 1.37%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Banco Internacional del Peru SAA Interbank                                      | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     2675000 | PA      | $2629792.50   | 0.02%             | 2031-07-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                          | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1979670 | PA      | $1756239.16   | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                            | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      849375 | PA      | $845660.79    | 0.01%             | 2050-02-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ARES Trust 2025-IND3                                                            | ARES Trust                                                                      | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1465000 | PA      | $1466985.51   | 0.01%             | 2042-04-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $5379437.54   | 0.04%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $1978789.29   | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $2949317.78   | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                             | MRCD Mortgage Trust                                                             | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2238750.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | Kazakhstan Government International Bond                                        | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1250000 | PA      | $1256143.98   | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5078824 | PA      | $4872427.34   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                  | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27789188 | PA      | $26294873.96  | 0.21%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8757795.98   | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3515000 | PA      | $957943.04    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: YR8283321<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      600000 | PA      | $485245.41    | 0.00%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | GBP260408                                                                       | CUSIP: GBP260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14804.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13727275 | PA      | $13312346.05  | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group, Inc                                                           | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    21075000 | PA      | $20649915.14  | 0.16%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18512284 | PA      | $16523669.99  | 0.13%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6147288.03   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                        | Pattern Energy Operations LP                                                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $585872.58    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                        | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    17045000 | PA      | $15672108.77  | 0.12%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                   | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1915016.43   | 0.02%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12479697 | PA      | $12374307.44  | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225941 | PA      | $222625.84    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1925000 | PA      | $1927556.63   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70560000 | PA      | $70808062.15  | 0.56%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                            | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1086516.50   | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3932068.72   | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                                                      | RCKT Mortgage Trust                                                             | CUSIP: 74938GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      766918 | PA      | $704750.30    | 0.01%             | 2052-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25125000 | PA      | $25222697.81  | 0.20%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG                                                   | University of Massachusetts Building Authority                                  | CUSIP: 914437UR7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     7620000 | PA      | $6732799.59   | 0.05%             | 2035-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                      | Navient Private Education Refi Loan Trust                                       | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1092430 | PA      | $1038015.47   | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | Liberty Mutual Group, Inc                                                       | CUSIP: ZN5738366<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      400000 | PA      | $480649.75    | 0.00%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                        | Saudi Government International Bond                                             | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4200000 | PA      | $2845432.46   | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBQ6<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      600000 | PA      | $666078.08    | 0.01%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6042563.62   | 0.05%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14430.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                   | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $563139.91    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                          | Oman Government International Bond                                              | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2250000 | PA      | $2312075.32   | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4307844.80   | 0.03%             | 2051-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $5104940.57   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                                                                  | Canal Barge Co, Inc                                                             | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |     2184253 | PA      | $2151578.91   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                          | CHL Mortgage Pass-Through Trust                                                 | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84945 | PA      | $84902.14     | 0.00%             | 2035-02-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    54547708 | PA      | $54061867.69  | 0.43%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | Antofagasta plc                                                                 | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1375000 | PA      | $1358428.83   | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2325000 | PA      | $2141868.91   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1959370.02   | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                    | WinWater Mortgage Loan Trust                                                    | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      247062 | PA      | $211122.94    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                        | United Overseas Bank Ltd                                                        | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3200000 | PA      | $3156711.97   | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118500000 | PA      | $454689.42    | 0.00%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1734473.65   | 0.01%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | Becton Dickinson Euro Finance Sarl                                              | CUSIP: BQ9087645<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $539193.84    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $793359.68    | 0.01%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2000228.04   | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1084939 | PA      | $1096463.22   | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    20060000 | PA      | $17433789.94  | 0.14%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No                                                         | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $779251.67    | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                         | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11368346.00  | 0.09%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    12725000 | PA      | $12609027.40  | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      277200 | PA      | $276665.59    | 0.00%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                          | BBVA Bancomer S.A.                                                              | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1400000 | PA      | $1505455.00   | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Cassia S.r.l.                                                                   | Cassia SRL                                                                      | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      573942 | PA      | $667060.20    | 0.01%             | 2034-05-22      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | Tesco Corporate Treasury Services plc                                           | CUSIP: YO0374547<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $677974.40    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                  | CUSIP: YJ1825134<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226409.32    | 0.00%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | Antofagasta plc                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1200832.30   | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12500000 | PA      | $12439500.00  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3682520 | PA      | $3170110.86   | 0.03%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2590771.01   | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      861740 | PA      | $905868.20    | 0.01%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                  | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7575000 | PA      | $6239341.16   | 0.05%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3846019 | PA      | $3874429.51   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                        | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4920000 | PA      | $3923004.80   | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5106113 | PA      | $4791328.25   | 0.04%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romanian Government International Bond                                          | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5655000 | PA      | $1323871.33   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9511641.46   | 0.08%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp Discount Notes                               | Federal Agricultural Mort 0 05                                                  | CUSIP: 31315LXB9<br>LEI: 549300MS654K78GYF580 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4974429.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   449600000 | PA      | $2619588.13   | 0.02%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                | ENA Master Trust                                                                | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     3800000 | PA      | $2982430.00   | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $502463.50    | 0.00%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1441464.35   | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10239919.94  | 0.08%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond                                           | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2758000 | PA      | $2813573.70   | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      725000 | PA      | $824248.35    | 0.01%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6085205 | PA      | $5543979.92   | 0.04%             | 2048-06-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | Banco Nacional de Comercio Exterior SNC                                         | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2146620.00   | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                                 | Impac CMB Trust                                                                 | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189404 | PA      | $179988.25    | 0.00%             | 2035-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                          | Emirate of Dubai Government International Bonds                                 | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     1425000 | PA      | $975630.91    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                    | Japan Treasury Discount Bill                                                    | CUSIP: YI3460197<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   468000000 | PA      | $2946733.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                        | Morgan Stanley Capital I Trust                                                  | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23143442 | PA      | $22851792.70  | 0.18%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      179782 | PA      | $178177.39    | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      844730 | PA      | $769493.18    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | Alfa Desarrollo S.p.A                                                           | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     3923461 | PA      | $2982724.00   | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16633630 | PA      | $14050282.18  | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   126225000 | PA      | $126274306.01 | 1.00%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                          | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3300000 | PA      | $2807349.73   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1025000 | PA      | $1023598.63   | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CHF260408                                                                       | CUSIP: CHF260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37192.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                  | PKHL Commercial Mortgage Trust                                                  | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2369703.00   | 0.02%             | 2038-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      700000 | PA      | $812578.63    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8452000 | PA      | $7978275.54   | 0.06%             | 2048-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE                                                    | Illinois Finance Authority                                                      | CUSIP: 45204ED47<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     5080000 | PA      | $4108049.19   | 0.03%             | 2047-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3267051.93   | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | Lithia Motors, Inc                                                              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      875000 | PA      | $863422.44    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                 | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $16775441.25  | 0.13%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX Trust                                                                       | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      363791 | PA      | $311429.25    | 0.00%             | 2052-08-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                        | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3900000 | PA      | $3994089.76   | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                        | Banque Ouest Africaine de Developpement                                         | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     3650000 | PA      | $3520215.03   | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5225495.29   | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                      | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      500000 | PA      | $543335.67    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR Securitized Participation Interests Trust                     | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       29416 | PA      | $28808.68     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    17800000 | PA      | $17114491.74  | 0.14%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                           | Guatemala Government International Bond                                         | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $417095.00    | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6387188 | PA      | $5992945.91   | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1885208 | PA      | $1854045.72   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      675000 | PA      | $809489.91    | 0.01%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $3956904.49   | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC                                                       | CSC ServiceWorks East LLC                                                       | CUSIP: BL5524097<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104326 | PA      | $106695.58    | 0.00%             | 2030-09-04      | Fixed         | 9.11%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                         | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1137935 | PA      | $1099931.27   | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3011481 | PA      | $2988097.20   | 0.02%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26721000 | PA      | $22017686.62  | 0.17%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ilpt Commercial Mortgage Trust 2022-Lpfx                                        | Ilpt Commercial Mortgage Trust                                                  | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1825048.20   | 0.01%             | 2032-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1683436 | PA      | $1602963.43   | 0.01%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | Serbia Government International Bond                                            | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3450000 | PA      | $2975309.43   | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                               | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      467674 | PA      | $470597.07    | 0.00%             | 2030-01-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                 | BANK                                                                            | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12000000 | PA      | $12199176.00  | 0.10%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                           | Rio Oil Finance Trust                                                           | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1151425 | PA      | $1183204.33   | 0.01%             | 2028-04-06      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6581280 | PA      | $5880777.45   | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                                     | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     6150000 | PA      | $6053100.60   | 0.05%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                          | Export-Import Bank of India                                                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1976323.66   | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte S.A.                                                  | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $190550.98    | 0.00%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                         | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3506830.92   | 0.03%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                               | CIM Trust                                                                       | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      349275 | PA      | $287609.47    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                         | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7874619 | PA      | $6512288.63   | 0.05%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                           | Jamaica Government International Bond                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      900000 | PA      | $1034550.00   | 0.01%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                          | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003FBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1207151 | PA      | $1017295.18   | 0.01%             | 2051-09-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE                                                   | State of Illinois                                                               | CUSIP: 452227GG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    10500000 | PA      | $10479045.15  | 0.08%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $175000.00    | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                          | Cia Cervecerias Unidas S.A.                                                     | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     3875000 | PA      | $3474678.79   | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      425982 | PA      | $417732.46    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2174824 | PA      | $1967107.11   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $2629725.00   | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | AUD260408                                                                       | CUSIP: AUD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-190588.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $12575011.21  | 0.10%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30710000 | PA      | $21661346.41  | 0.17%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16712874 | PA      | $15341839.60  | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $7890961.81   | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                  | DBJPM Mortgage Trust                                                            | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2042765 | PA      | $2029076.87   | 0.02%             | 2050-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                 | Gruma SAB de C.V.                                                               | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     2975000 | PA      | $2956259.26   | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5244328.83   | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6155000 | PA      | $4631877.91   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-1                           | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 617956AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1518000 | PA      | $1505369.78   | 0.01%             | 2056-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                             | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    25000000 | PA      | $24570885.00  | 0.20%             | N/A             | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4294452.50   | 0.03%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5232662 | PA      | $4634631.16   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                       | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3345120.13   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6998990.63   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $4302037.65   | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      315329 | PA      | $319080.09    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9540445.66   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $12677851.81  | 0.10%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   161343360 | PA      | $162239379.93 | 1.29%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | Coty, Inc                                                                       | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      267857 | PA      | $309573.51    | 0.00%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $81772.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14294496.20  | 0.11%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4476626 | PA      | $2727079.02   | 0.02%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2099427 | PA      | $1730305.77   | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                         | Montego Bay Airport Revenue Finance Ltd                                         | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     4600000 | PA      | $4416782.00   | 0.04%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZF8346032<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      850000 | PA      | $966379.39    | 0.01%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                  | Grupo Aval Ltd                                                                  | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     3325000 | PA      | $3107037.41   | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                             | Senegal Government International Bond                                           | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $505980.17    | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                                                  | BRE Grand Islander Timeshare Issuer LLC                                         | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580726 | PA      | $578656.33    | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      955140 | PA      | $949142.70    | 0.01%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                           | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19046926.77  | 0.15%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1893069.24   | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                           | CUSIP: BJ8146422<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1370397.16   | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale S.A.                                                           | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $604335.36    | 0.00%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                      | Navient Student Loan Trust                                                      | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      881186 | PA      | $868024.34    | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                           | Federal Home Loan Bank                                                          | CUSIP: 313385VY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9976066.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5515000 | PA      | $5526572.90   | 0.04%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                         | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2870067.57   | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                        | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAL6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $3002763.87   | 0.02%             | 2029-11-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      148826 | PA      | $158905.57    | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1008926 | PA      | $909482.73    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government International Bond                                             | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1475000 | PA      | $1581681.92   | 0.01%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | ProLogis Euro Finance LLC                                                       | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $389212.69    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC                                                                 | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1825155.93   | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                             | EQT Trust                                                                       | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10638334 | PA      | $10767931.83  | 0.09%             | 2041-07-05      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $4175699.31   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                     | ICNQ Mortgage Trust                                                             | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3844814.25   | 0.03%             | 2034-12-10      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    33409894 | PA      | $241864.24    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5990000000 | PA      | $518154.97    | 0.00%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3273186.05   | 0.03%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2795555.93   | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2026-OPTM                                                              | BX Trust                                                                        | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3978389.20   | 0.03%             | 2039-03-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FNA VI LLC                                                                      | FNA VI LLC                                                                      | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1745515 | PA      | $1624106.68   | 0.01%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $594001.15    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YP9354505<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2995000000 | PA      | $1765905.93   | 0.01%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd                                                                 | SNB Funding Ltd                                                                 | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $395365.24    | 0.00%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17374719 | PA      | $122999.11    | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1537500.00   | 0.01%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                    | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262QBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      841438 | PA      | $714871.03    | 0.01%             | 2051-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | Serbia Government International Bond                                            | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      560000 | PA      | $584344.57    | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $632203.57    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                  | Shellpoint Co-Originator Trust                                                  | CUSIP: 82280RAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      317047 | PA      | $290507.95    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                               | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      591348 | PA      | $601184.14    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $600214.80    | 0.00%             | 2049-11-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   120097265 | PA      | $116417420.07 | 0.92%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corporati                                                  | Asset Backed Funding Corp NIM Trust                                             | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       74236 | PA      | $0.74         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445357 | PA      | $411124.24    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      275000 | PA      | $210187.99    | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9590255.71   | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4898584 | PA      | $3983897.10   | 0.03%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6774256 | PA      | $5602121.95   | 0.04%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      340000 | PA      | $351508.39    | 0.00%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1825.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6244516 | PA      | $5166536.19   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5505000 | PA      | $5486936.72   | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4844000 | PA      | $4447837.34   | 0.04%             | 2050-11-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      545000 | PA      | $543147.00    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    12968000 | PA      | $12359819.34  | 0.10%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7016169.21   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51995000 | PA      | $38159455.47  | 0.30%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                              | Morocco Government International Bond                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     4050000 | PA      | $3713633.77   | 0.03%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                                   | Sequoia Mortgage Trust                                                          | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3967039 | PA      | $3816717.15   | 0.03%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7061908.90   | 0.06%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                              | Fiserv Funding ULC                                                              | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $454838.67    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | Costa Rica Government International Bond                                        | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $595953.92    | 0.00%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | The Procter & Gamble Company                                                    | CUSIP: AV2317205<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      400000 | PA      | $375286.74    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                  | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6980573.25   | 0.06%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                               | CUSIP: 3620A56P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      319525 | PA      | $323485.27    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |      405000 | PA      | $422750.18    | 0.00%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                           | Hanwha Life Insurance Co Ltd                                                    | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $2960171.34   | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2474900.31   | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1872726 | PA      | $1709044.23   | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                                         | CITIGROUP MORTGAGE LOAN TRUST                                                   | CUSIP: 17329PDT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1948941 | PA      | $1598286.85   | 0.01%             | 2051-05-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4752745.00   | 0.04%             | 2036-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                                                                      | Akbank T.A.S.                                                                   | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $1991442.82   | 0.02%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530450 | PA      | $2497893.99   | 0.02%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     9795968 | PA      | $9258715.05   | 0.07%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic Government International Bond                                | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3050000 | PA      | $2545835.00   | 0.02%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46653TBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9010369 | PA      | $209956.92    | 0.00%             | 2051-12-25      | Variable      | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3921092 | PA      | $3240285.36   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3750000 | PA      | $4843758.54   | 0.04%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    40013738 | PA      | $241338.86    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR Securitized Participation Interests Trust                     | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      140861 | PA      | $138020.15    | 0.00%             | 2048-02-25      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      879130 | PA      | $716150.22    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1000000 | PA      | $878128.53    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                          | Windfall Mining Group, Inc                                                      | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3047745.57   | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10456562 | PA      | $8641023.84   | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $1048060.65   | 0.01%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6243157.95   | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     6000000 | PA      | $6664912.86   | 0.05%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44786000 | PA      | $35944263.68  | 0.29%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      860000 | PA      | $442679.77    | 0.00%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     5000000 | PA      | $3420858.00   | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18615024 | PA      | $15382959.14  | 0.12%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                        | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $976198.49    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40810.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850601 | PA      | $3316582.02   | 0.03%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                                  | BHG Securitization Trust                                                        | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1137643 | PA      | $1131223.53   | 0.01%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3452143 | PA      | $3378446.65   | 0.03%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $627924.00    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    26300000 | PA      | $26156160.57  | 0.21%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    97957900 | PA      | $96741078.72  | 0.77%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                        | Children's Hospital Medic                                                       | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    19230000 | PA      | $16526426.80  | 0.13%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16223000 | PA      | $14619713.36  | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc., Term Loan K                                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      952218 | PA      | $953298.35    | 0.01%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | Pacific Life Global Funding II                                                  | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      300000 | PA      | $399232.01    | 0.00%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                             | Select Medical Corporation, Term Loan B                                         | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      373241 | PA      | $371375.23    | 0.00%             | 2031-12-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Discount Notes                                                       | Federal National Mortgage Association (FNMA)                                    | CUSIP: 313589WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9961894.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3281465 | PA      | $2958173.48   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9977818.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7738027 | PA      | $7497763.06   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    10075000 | PA      | $9957097.72   | 0.08%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities                                                        | Atom Mortgage Securities DAC                                                    | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      420888 | PA      | $510667.04    | 0.00%             | 2031-07-22      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567WAD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1471920.12   | 0.01%             | 2030-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41710000 | PA      | $30968045.81  | 0.25%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $260547.41    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1503815 | PA      | $1534577.07   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    17479437 | PA      | $12739461.22  | 0.10%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17580824.48  | 0.14%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                          | BX Commercial Mortgage Trust                                                    | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $9982246.00   | 0.08%             | 2041-10-15      | Variable      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                               | ASGN, Inc                                                                       | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $314628.76    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas S.A.                                                                | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6550000 | PA      | $6404726.76   | 0.05%             | 2034-01-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     6580891 | PA      | $6482610.09   | 0.05%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      868186 | PA      | $865985.55    | 0.01%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     2988800 | PA      | $3054152.20   | 0.02%             | 2042-05-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                        | New South Wales Treasury Corp                                                   | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $344871.44    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2225000 | PA      | $1603872.32   | 0.01%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106219 | PA      | $97015.28     | 0.00%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10602562.00  | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $954243.10    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1250000 | PA      | $1234667.98   | 0.01%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8467629 | PA      | $8625552.07   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5666882 | PA      | $4766467.11   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                        | Oceanview Mortgage Trust                                                        | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2066186 | PA      | $1968617.49   | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MUNICH RE                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                      | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     8200000 | PA      | $8379542.53   | 0.07%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2479771.00   | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                           | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    28342000 | PA      | $26684004.34  | 0.21%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31425000 | PA      | $31316461.19  | 0.25%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                          | Oman Government International Bond                                              | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1000000 | PA      | $1004383.93   | 0.01%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | Amcor UK Finance plc                                                            | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $456397.84    | 0.00%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1211733.60   | 0.01%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384CK24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5717698 | PA      | $4601990.35   | 0.04%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6468965.44   | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     9425000 | PA      | $9527952.01   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2684235.80   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      491640 | PA      | $442273.13    | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7567980 | PA      | $6775309.69   | 0.05%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                             | CUSIP: 29429CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1923475 | PA      | $1904822.74   | 0.02%             | 2049-04-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    10346000 | PA      | $10675462.16  | 0.08%             | 2042-09-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4325000 | PA      | $4541111.17   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $4261494.80   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                | El Puerto de Liverpool SAB de C.V.                                              | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     4200000 | PA      | $3969035.49   | 0.03%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                           | BAMLL Trust                                                                     | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6910000 | PA      | $6900968.63   | 0.05%             | 2042-02-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    14250000 | PA      | $12576978.75  | 0.10%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                             | DBGS Mortgage Trust                                                             | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $9435216.65   | 0.07%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                    | Connecticut Avenue Securities Trust                                             | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1635000 | PA      | $1637737.32   | 0.01%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3208039.53   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                             | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5985979.20   | 0.05%             | 2035-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     1947000 | PA      | $1922702.41   | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19475000 | PA      | $19538597.95  | 0.16%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12050000 | PA      | $11044578.13  | 0.09%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9460981 | PA      | $6659848.71   | 0.05%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4752824 | PA      | $4088283.22   | 0.03%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      620268 | PA      | $626086.67    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                      | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7400000 | PA      | $4883852.00   | 0.04%             | 2032-11-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $5200946.67   | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1195000 | PA      | $1019753.25   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial, Inc                                                       | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $4046174.60   | 0.03%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                          | Treasury Corp of Victoria                                                       | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4650000 | PA      | $2489359.59   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2936040.84   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                                            | Canada Housing Trust No                                                         | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1525000 | PA      | $1106044.32   | 0.01%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                | Bank Hapoalim BM                                                                | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     1450000 | PA      | $1430420.88   | 0.01%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government International Bond                                 | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      750000 | PA      | $900485.40    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK Elevator Midco GmbH, Term Loan B                                             | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1235829 | PA      | $1239863.96   | 0.01%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9998335.01   | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                          | Potomac Electric Power Co                                                       | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      750000 | PA      | $920690.94    | 0.01%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                                                   | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     6520000 | PA      | $6562928.98   | 0.05%             | 2029-05-14      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2125000 | PA      | $1888550.83   | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287632 | PA      | $285218.19    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    35906250 | PA      | $35346037.10  | 0.28%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31287NMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        3010 | PA      | $3163.94      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                     | SREIT Trust                                                                     | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2998760.40   | 0.02%             | 2036-11-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140J9FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291291 | PA      | $257339.38    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10011450 | PA      | $8613146.64   | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $1834275.66   | 0.01%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2850000 | PA      | $3263458.26   | 0.03%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8875000 | PA      | $7865138.51   | 0.06%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZB4289912<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2150000 | PA      | $2467104.18   | 0.02%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $10408112.40  | 0.08%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                            | Egypt Treasury Bills                                                            | CUSIP: YP6730806<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    30900000 | PA      | $559544.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4195421.50   | 0.03%             | 2036-07-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15102428 | PA      | $12462195.56  | 0.10%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                           | BX Commercial Mortgage Trust                                                    | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4957663.50   | 0.04%             | 2034-04-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: ZM2756512<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 20900000000 | PA      | $1240895.22   | 0.01%             | 2028-01-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1340000000 | PA      | $840005.82    | 0.01%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $1041881.85   | 0.01%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49620000 | PA      | $43977663.16  | 0.35%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                         | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     3800000 | PA      | $3804339.60   | 0.03%             | 2030-07-18      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12959132 | PA      | $12841711.50  | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                         | ONNI Commerical Mortgage Trust                                                  | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7180000 | PA      | $7274058.00   | 0.06%             | 2039-07-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1104841.89   | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic International Bond                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2225000 | PA      | $1890805.00   | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                         | VZ Secured Financing BV                                                         | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $719055.72    | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1432100 | PA      | $1219686.62   | 0.01%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    38484386 | PA      | $219268.64    | 0.00%             | 2051-11-25      | Variable      | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19862207.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $3869719.64   | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                       | IP Mortgage Trust                                                               | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5182000 | PA      | $5228360.76   | 0.04%             | 2042-06-10      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      925000 | PA      | $1035589.78   | 0.01%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $16869408.92  | 0.13%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                             | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13060000 | PA      | $13215369.60  | 0.10%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                            | Last Mile Securities                                                            | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      599877 | PA      | $693705.76    | 0.01%             | 2031-08-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9354162 | PA      | $8048129.04   | 0.06%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5642820 | PA      | $5038052.48   | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10666039 | PA      | $9478018.22   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                        | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: YI3062209<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     4500000 | PA      | $4434569.82   | 0.04%             | 2031-01-28      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   408000000 | PA      | $1095892.11   | 0.01%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9160000 | PA      | $8357509.80   | 0.07%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc., Term Loan J                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      885659 | PA      | $886774.63    | 0.01%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $199422.76    | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                  | LCCM                                                                            | CUSIP: 50190DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      924122 | PA      | $919618.46    | 0.01%             | 2050-07-12      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     2425000 | PA      | $2177916.58   | 0.02%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5056543 | PA      | $4305961.68   | 0.03%             | 2051-08-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BG2593013<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1875000 | PA      | $1979886.91   | 0.02%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5030000 | PA      | $5038841.78   | 0.04%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                  | Ziff Davis, Inc                                                                 | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1332271.04   | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland                                                      | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1569715.46   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $999867.72    | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH                                                        | New York State Thruway Authority                                                | CUSIP: 650009S38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4750000 | PA      | $4701471.15   | 0.04%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                  | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1609818.60   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      902610 | PA      | $885130.06    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                  | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     7916667 | PA      | $7867112.30   | 0.06%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8425000 | PA      | $8571320.77   | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                        | Community Preservation Corp                                                     | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5811962.69   | 0.05%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: JV3198662<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1550000 | PA      | $1037928.29   | 0.01%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | Sierra Pacific Power Co                                                         | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    14640000 | PA      | $14520364.85  | 0.12%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2858397.24   | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas S.A.                                                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $4710285.35   | 0.04%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7601996.59   | 0.06%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    17646145 | PA      | $13340508.45  | 0.11%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                                  | CFCRE Commercial Mortgage Trust                                                 | CUSIP: 12531YAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316990 | PA      | $316233.79    | 0.00%             | 2058-05-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                  | Bayview Opportunity Master Fund VI Trust                                        | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5477804 | PA      | $4712990.14   | 0.04%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                        | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2861733.90   | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $10099996.24  | 0.08%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1675000 | PA      | $1841310.49   | 0.01%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5058511 | PA      | $4762728.17   | 0.04%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194645 | PA      | $183884.84    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1075000 | PA      | $798943.35    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    14380000 | PA      | $14368462.49  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1500000 | PA      | $1532122.37   | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $598644.81    | 0.00%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15677734 | PA      | $15759215.47  | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3229646 | PA      | $2668893.11   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2100000 | PA      | $2007627.78   | 0.02%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39797621 | PA      | $40109841.27  | 0.32%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4422486 | PA      | $4350290.99   | 0.03%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6332601.41   | 0.05%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1541519.26   | 0.01%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9905441.10   | 0.08%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $210505.43    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                   | Tesla Auto Lease Trust                                                          | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100075 | PA      | $100160.75    | 0.00%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    44700000 | PA      | $1135856.56   | 0.01%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $585300.00    | 0.00%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6970000 | PA      | $4638298.30   | 0.04%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      115246 | PA      | $109187.86    | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25000000 | PA      | $19216431.50  | 0.15%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government International Bond                                          | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      750000 | PA      | $776700.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1522343 | PA      | $1369647.96   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $8645584.65   | 0.07%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $209723.35    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5760306.86   | 0.05%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2495878 | PA      | $2359204.36   | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                                         | PLYM Commercial Mortgage Trust                                                  | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4966125.00   | 0.04%             | 2043-03-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2245000 | PA      | $2078070.56   | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                              | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4489519.19   | 0.04%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5269341 | PA      | $5761048.77   | 0.05%             | 2053-08-20      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                                 | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3254317.78   | 0.03%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                           | China Government Bond                                                           | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16100000 | PA      | $2537166.12   | 0.02%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1597161.44   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | Avantor Funding, Inc                                                            | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573171.29    | 0.00%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573906.24    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                   | DBSG Mortgage Trust                                                             | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4215000 | PA      | $4256182.24   | 0.03%             | 2037-06-10      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9725000 | PA      | $9755010.77   | 0.08%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4557273.00   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG.                                                                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3065000 | PA      | $2250750.41   | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4850817 | PA      | $4562683.91   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                      | MIRA Trust                                                                      | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1687000 | PA      | $1733132.36   | 0.01%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P5G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4382289.40   | 0.03%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3498959.36   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Samsonite IP Holdings Sarl                                                      | Samsonite International S.A., Term Loan B                                       | CUSIP: N/A<br>LEI: 222100XV7DJLCY8IA009       | Long             | LON              | CORP              | LU        |      164824 | PA      | $165441.93    | 0.00%             | 2032-11-08      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                       | SLG Office Trust                                                                | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $13052826.80  | 0.10%             | 2041-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2137945 | PA      | $2025343.96   | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2650000 | PA      | $2684470.70   | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $17418255.40  | 0.14%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7026927 | PA      | $6045473.48   | 0.05%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                         | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7602305.92   | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                       | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6322708.30   | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5283606 | PA      | $4475555.92   | 0.04%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                                              | Elmwood CLO 14 Ltd                                                              | CUSIP: 29003WAQ8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-O            | CORP              | KY        |     7000000 | PA      | $7014238.00   | 0.06%             | 2038-10-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2514456.58   | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40800000 | PA      | $1274497.63   | 0.01%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1602601 | PA      | $1411156.88   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                          | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6823544.78   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1412444 | PA      | $1339210.06   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $883242.10    | 0.01%             | 2050-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13380789 | PA      | $12015314.20  | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                         | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1800000 | PA      | $1581962.96   | 0.01%             | 2043-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                  | SMB Private Education Loan Trust                                                | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |       75582 | PA      | $75529.04     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $371642.87    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                   | Agate Bay Mortgage Trust                                                        | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      821505 | PA      | $765063.97    | 0.01%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                         | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2016671 | PA      | $1842279.98   | 0.01%             | 2047-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4900000 | PA      | $4912824.23   | 0.04%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $2829305.98   | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG                                                   | University of Massachusetts Building Authority                                  | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    13000000 | PA      | $11039574.00  | 0.09%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | CAD260408                                                                       | CUSIP: CAD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170959.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                  | Flagstar Mortgage Trust                                                         | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      752293 | PA      | $620282.94    | 0.00%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4830811 | PA      | $4560658.24   | 0.04%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YX8917420<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   191000000 | PA      | $1168624.86   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94645000 | PA      | $94960175.42  | 0.75%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1700000 | PA      | $1607303.05   | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Tru                                                  | CIT Group Home Equity Loan Trust (Step Bond)                                    | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         479 | PA      | $478.02       | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7400000 | PA      | $7713551.10   | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      128778 | PA      | $128641.31    | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274772 | PA      | $258080.11    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2868450.56   | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works, Inc                                                        | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $347009.86    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                                      | Fixed Income Clearing Corp (FICC)                                               | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    15354000 | PA      | $15354000.00  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6019140 | PA      | $5432359.53   | 0.04%             | 2050-06-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4655062.51   | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1208979.00   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    17250000 | PA      | $17947082.85  | 0.14%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG.                                                                         | CUSIP: BO7978899<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $400456.09    | 0.00%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust                                                        | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5176000 | PA      | $3850747.83   | 0.03%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government International Bond                                 | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      390000 | PA      | $426869.83    | 0.00%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $5091918.37   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8433652 | PA      | $7255720.06   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX Trust                                                                        | CUSIP: 90216DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3508293.25   | 0.03%             | 2039-06-15      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3672088 | PA      | $3627284.96   | 0.03%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      375000 | PA      | $390749.67    | 0.00%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3871000 | PA      | $1446598.23   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2141580 | PA      | $2115453.13   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | Danske Bank A.S.                                                                | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $777205.32    | 0.01%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-LVL                           | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2624323.05   | 0.02%             | 2038-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                       | BXP Trust                                                                       | CUSIP: 05607CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1325000 | PA      | $1252786.71   | 0.01%             | 2037-08-13      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust 2024-HT2                                          | KSL Commercial Mortgage Trust                                                   | CUSIP: 500937AE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3119234 | PA      | $3119455.81   | 0.02%             | 2039-12-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST DEPT OF ADMIN SVCS C                                                  | State of Oregon Department of Administrative Services                           | CUSIP: 68608VEE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9700000 | PA      | $8976397.46   | 0.07%             | 2039-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                            | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2500000 | PA      | $2256148.50   | 0.02%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5075000 | PA      | $3595130.00   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $10043456.96  | 0.08%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6776129.13   | 0.05%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2898362.68   | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    75477294 | PA      | $713834.05    | 0.01%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                | CUSIP: BO1991161<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $561540.00    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4055000 | PA      | $3733397.14   | 0.03%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1920500 | PA      | $1627009.99   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P2S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3900000 | PA      | $3396627.39   | 0.03%             | 2041-10-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $980093.93    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland                                                      | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4515000 | PA      | $4532814.74   | 0.04%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2108228.25   | 0.02%             | 2050-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5025762.90   | 0.04%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: EK8211675<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $753811.28    | 0.01%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                 | BANK                                                                            | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8128456.00   | 0.06%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2130450 | PA      | $2194030.57   | 0.02%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | Duke University                                                                 | CUSIP: 26442TAD9<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1636679.98   | 0.01%             | 2038-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1771315.00   | 0.01%             | 2049-03-17      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7125000 | PA      | $6531346.07   | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6271419 | PA      | $5898425.30   | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6869285 | PA      | $6415979.70   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3965103 | PA      | $3549218.96   | 0.03%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   256002000 | PA      | $154281205.31 | 1.23%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                             | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3600000 | PA      | $3143861.64   | 0.02%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23700000 | PA      | $23083156.78  | 0.18%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                               | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     8171817 | PA      | $7938517.95   | 0.06%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1706582.04   | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10471092 | PA      | $9357739.75   | 0.07%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                            | Colombian TES                                                                   | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3300000000 | PA      | $722332.29    | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   103279072 | PA      | $100082721.88 | 0.79%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4801716.62   | 0.04%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2100000 | PA      | $2115735.30   | 0.02%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4742262 | PA      | $4661597.55   | 0.04%             | 2049-02-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5815568.75   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1523357.15   | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC                                                       | Spin Holdco Inc., First Lien Second Out Term Loan                               | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      607727 | PA      | $480104.00    | 0.00%             | 2030-09-04      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9558799 | PA      | $1182845.01   | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     8000000 | PA      | $8337600.00   | 0.07%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1005399 | PA      | $983395.73    | 0.01%             | 2048-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                        | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5779760 | PA      | $979816.13    | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                         | CIP Commercial Mortgage Trust                                                   | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3302639.67   | 0.03%             | 2037-10-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6721322.54   | 0.05%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                             | Bangkok Bank PCL                                                                | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     3010000 | PA      | $2706243.62   | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust                                                   | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7520595 | PA      | $102968.98    | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15925000 | PA      | $16296492.03  | 0.13%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4609728 | PA      | $4351575.10   | 0.03%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond                                                           | CUSIP: YR4041897<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    43850000 | PA      | $6264068.86   | 0.05%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd                                       | Neuberger Berman Loan Advisers CLO 48 Ltd                                       | CUSIP: 64135GAQ1<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |    15000000 | PA      | $15007605.00  | 0.12%             | 2036-04-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    10260000 | PA      | $10570048.99  | 0.08%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                   | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    21450000 | PA      | $21300944.81  | 0.17%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                        | Israel Electric Corp Ltd                                                        | CUSIP: YI2581605<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2150000 | PA      | $2122609.00   | 0.02%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                  | DBJPM Mortgage Trust                                                            | CUSIP: 23312VAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3447082.10   | 0.03%             | 2049-08-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2403679.36   | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                            | CUSIP: 07336DAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4591949 | PA      | $4711743.87   | 0.04%             | 2056-07-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6075000 | PA      | $4515250.01   | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                          | New Zealand Government Bond                                                     | CUSIP: ZR6098787<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      925000 | PA      | $465179.15    | 0.00%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9848140 | PA      | $8774995.84   | 0.07%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                             | Bayview MSR Opportunity Master Fund Trust                                       | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1994403 | PA      | $1649316.19   | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9366838 | PA      | $7740505.23   | 0.06%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33877447 | PA      | $32075871.43  | 0.25%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      725385 | PA      | $677268.48    | 0.01%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: ZQ2789928<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   190000000 | PA      | $866003.49    | 0.01%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $11295.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6312177.60   | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7334317 | PA      | $5021179.18   | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-INV1                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36263KBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1149272 | PA      | $956575.41    | 0.01%             | 2051-12-25      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REVENUE                                                   | State of Illinois                                                               | CUSIP: 452227GH8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    12500000 | PA      | $12386670.00  | 0.10%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                   | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    95677725 | NS      | $95677724.77  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3658286 | PA      | $3257650.82   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                      | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6504508.23   | 0.05%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                           | Houston Galleria Mall Trust                                                     | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14690000 | PA      | $15039281.19  | 0.12%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | GBP260408                                                                       | CUSIP: GBP260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3847.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP Finance BV                                                                  | CUSIP: BZ5052106<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $584724.95    | 0.00%             | 2030-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                         | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $8969113.76   | 0.07%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                 | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    17000000 | PA      | $169545.19    | 0.00%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    41560211 | PA      | $36586870.33  | 0.29%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government International Bond                                             | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      475000 | PA      | $559860.10    | 0.00%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                                            | Japan Government Five Year Bond                                                 | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   277000000 | PA      | $1737892.48   | 0.01%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24425000 | PA      | $24920447.69  | 0.20%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                  | Structured Asset Investment Loan Trust                                          | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      173689 | PA      | $167094.99    | 0.00%             | 2034-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78232000 | PA      | $77425232.50  | 0.61%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11790981 | PA      | $9743752.23   | 0.08%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-NYCH                                 | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95004KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3974737.20   | 0.03%             | 2042-06-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   122940991 | PA      | $116520579.54 | 0.93%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7765000 | PA      | $7554904.72   | 0.06%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2700000 | PA      | $2369016.59   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1025000 | PA      | $1023598.63   | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4308832.87   | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                                  | State of Wisconsin                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9900000 | PA      | $9824990.67   | 0.08%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                        | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     7125000 | PA      | $7042713.16   | 0.06%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                       | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9548820 | PA      | $7890890.22   | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | Credit Suisse Group AG.                                                         | CUSIP: BJ8145408<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $640476.01    | 0.01%             | 2028-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   415000000 | PA      | $1530369.15   | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2642484.83   | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        3826 | PA      | $3884.18      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $391718.64    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    16150147 | PA      | $15706109.72  | 0.12%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      550000 | PA      | $558064.25    | 0.00%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      921603 | PA      | $830720.91    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18490625 | PA      | $14873387.19  | 0.12%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10978554 | PA      | $9309416.78   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1641000 | PA      | $1323778.13   | 0.01%             | 2072-12-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2141344.78   | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6278462.23   | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95003DCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1488947.72   | 0.01%             | 2054-08-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2789514.13   | 0.02%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                                | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10000948.00  | 0.08%             | 2042-08-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $370297.79    | 0.00%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                             | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4994905.00   | 0.04%             | 2035-06-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $3021413.13   | 0.02%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                       | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $18759895.29  | 0.15%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6130952 | PA      | $5349171.53   | 0.04%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                      | Public Finance Authority                                                        | CUSIP: 74442PGN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     1910000 | PA      | $1746181.21   | 0.01%             | 2040-07-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     6943520 | PA      | $6195642.24   | 0.05%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                         | Ford Otomotiv Sanayi AS.                                                        | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |     3500000 | PA      | $3512392.35   | 0.03%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $4469400.88   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7129830 | PA      | $547218.77    | 0.00%             | 2053-05-20      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                                  | World Omni Auto Receivables Tr                                                  | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14425000 | PA      | $14302726.49  | 0.11%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $75131.25     | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2425000 | PA      | $1594057.04   | 0.01%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33518.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                            | GCAT Trust                                                                      | CUSIP: 36168YBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6009131 | PA      | $5170132.99   | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4848212 | PA      | $4209469.98   | 0.03%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      526798 | PA      | $496177.85    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                             | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       99120 | PA      | $87243.44     | 0.00%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5929927.80   | 0.05%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                        | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $160335.20    | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1715000 | PA      | $1721174.00   | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                         | THB260410                                                                       | CUSIP: THB260410<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $64259.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government International Bond                                             | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      900000 | PA      | $1036388.68   | 0.01%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC INC                                                                     | Hologic, Inc                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3493918.75   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9552871.64   | 0.08%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                           | Federal Home Loan Bank                                                          | CUSIP: 313385VW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9978061.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25131000 | PA      | $24375138.93  | 0.19%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    96975000 | PA      | $94910493.41  | 0.75%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX                                                                             | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4909948 | PA      | $4224173.82   | 0.03%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP S.A.                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2150000 | PA      | $2236681.68   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $559748.29    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                  | Ladder Capital Commercial Mortgage Securities                                   | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1084949 | PA      | $1060077.83   | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America, Inc                                               | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    10950000 | PA      | $11123221.66  | 0.09%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust                                                   | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    67077311 | PA      | $586356.31    | 0.00%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                 | BMS Ireland Capital Funding DAC                                                 | CUSIP: 05594KAA4<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $453186.47    | 0.00%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                               | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1019463 | PA      | $838047.29    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | NOK260408                                                                       | CUSIP: NOK260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21313.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3649157 | PA      | $359274.51    | 0.00%             | 2043-09-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO Series 2017-A                                                         | AIMCO CLO Series                                                                | CUSIP: 00900CAY0<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |    26600000 | PA      | $26569888.80  | 0.21%             | 2038-01-20      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | GBP260408                                                                       | CUSIP: GBP260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $573247.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2741393.70   | 0.02%             | 2062-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85325800 | PA      | $62177843.92  | 0.49%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8963961 | PA      | $8011577.49   | 0.06%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                           | Bahamas Government International Bond                                           | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     1000000 | PA      | $1066830.00   | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    24268521 | PA      | $3319086.77   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10432.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9125000 | PA      | $7572622.97   | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust 2026-AZURE                                       | ARES Commercial Mortgage Trust                                                  | CUSIP: 03990QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5006248.50   | 0.04%             | 2038-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2026-XL6                                           | BX Commercial Mortgage Trust                                                    | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9350000 | PA      | $9339479.38   | 0.07%             | 2043-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                                             | Momentive Performance Materials, Inc                                            | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3968931.52   | 0.03%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4548264 | PA      | $3958289.21   | 0.03%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                                  | LSTAR Commercial Mortgage Trust                                                 | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4892392.50   | 0.04%             | 2050-03-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      432441 | PA      | $424066.56    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                        | Oceanview Mortgage Trust                                                        | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2845491 | PA      | $2351438.04   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      443721 | PA      | $435128.75    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                              | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    18774831 | PA      | $17364298.96  | 0.14%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    58040730 | PA      | $49310276.18  | 0.39%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22925000 | PA      | $23878339.33  | 0.19%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8238008.00   | 0.07%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $7681611.12   | 0.06%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                  | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2840000 | PA      | $2800519.17   | 0.02%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1250000 | PA      | $1317285.00   | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4068854.56   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6536047 | PA      | $6340794.08   | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      700000 | PA      | $839110.57    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government International Bond                                             | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      845000 | PA      | $948885.02    | 0.01%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                           | Wynnton Funding Trust                                                           | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9191181.37   | 0.07%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | CZK260408                                                                       | CUSIP: CZK260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $16757.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3754962.96   | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3375816.59   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    30200000 | PA      | $29410902.39  | 0.23%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700383 | PA      | $639826.70    | 0.01%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $423276.90    | 0.00%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                          | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      675000 | PA      | $613503.56    | 0.00%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    14339076 | PA      | $10556483.50  | 0.08%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2241765 | PA      | $2041037.23   | 0.02%             | 2048-05-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Trust                            | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3155000 | PA      | $2570446.33   | 0.02%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   205303000 | PA      | $196160600.78 | 1.56%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust                                                      | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1362593 | PA      | $1206998.80   | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON DC CONVENTION & SPO                                                  | Washington Convention & Sports Authority                                        | CUSIP: 93878LBE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $384487.55    | 0.00%             | 2030-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1580000 | PA      | $1591171.09   | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                                                     | MYR260410                                                                       | CUSIP: MYR260410<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $57389.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250902 | PA      | $1235746.76   | 0.01%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                          | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2910000 | PA      | $2918148.00   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $5135639.28   | 0.04%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      650000 | PA      | $638625.00    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    46670000 | PA      | $30352405.27  | 0.24%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3516285.26   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Trust                                                                     | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4696619.00   | 0.04%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                             | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4440000 | PA      | $4406295.96   | 0.03%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                  | KFC Holding Co., Term Loan B                                                    | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      915623 | PA      | $920201.41    | 0.01%             | 2028-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                               | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1000000 | PA      | $1027237.31   | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $592982.88    | 0.00%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1850000 | PA      | $1882089.34   | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-3                                                 | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034446 | PA      | $2466659.17   | 0.02%             | 2052-08-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17120000 | PA      | $16821737.41  | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                | Arcos Dorados BV                                                                | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2568750.00   | 0.02%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    13950000 | PA      | $13602261.10  | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                               | MF1 LLC                                                                         | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3508086.75   | 0.03%             | 2042-05-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24785222 | PA      | $180017.55    | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | Unilever Finance Netherlands BV                                                 | CUSIP: AR1039361<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $570929.63    | 0.00%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8804385 | PA      | $8173436.43   | 0.06%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      704069 | PA      | $670414.84    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: ZK4366397<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $468853.19    | 0.00%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      290000 | PA      | $365491.26    | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1250000 | PA      | $1105575.00   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                          | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1700000 | PA      | $1592546.59   | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5285178 | PA      | $4853325.49   | 0.04%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8257026 | PA      | $7081817.49   | 0.06%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6025000 | PA      | $6032954.87   | 0.05%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YN9615702<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2575000 | PA      | $2917065.37   | 0.02%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45169532 | PA      | $42684600.18  | 0.34%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | Petronas Capital Ltd                                                            | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3500000 | PA      | $3577177.73   | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                              | HERO Funding Trust                                                              | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312229 | PA      | $294953.30    | 0.00%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                               | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6675000 | PA      | $6692067.98   | 0.05%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Benchmark 2019-B14 Mortgage Trust                                               | Benchmark Mortgage Trust                                                        | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1636663.80   | 0.01%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1110273.98   | 0.01%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24012170 | PA      | $21360128.50  | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust 2026-GATE3                                       | CSTL Commercial Mortgage Trust                                                  | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3325000 | PA      | $3293160.13   | 0.03%             | 2043-02-10      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5426179 | PA      | $4484049.40   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8860945.81   | 0.07%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                                            | UltraTech Cement Ltd                                                            | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $182430.72    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    69311897 | PA      | $65692324.15  | 0.52%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 Mortgage Trust                                                     | BMO Mortgage Trust                                                              | CUSIP: 05615DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2644295.50   | 0.02%             | 2058-06-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   370000000 | PA      | $1060000.49   | 0.01%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                     | BNG Bank NV                                                                     | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     8000000 | PA      | $7969536.64   | 0.06%             | 2026-05-18      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | ProLogis Euro Finance LLC                                                       | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      400000 | PA      | $458306.01    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1868461 | PA      | $1754445.10   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      864678 | PA      | $853058.01    | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10765025.28  | 0.09%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4446897 | PA      | $4229198.00   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                       | BXP Trust                                                                       | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $5894083.30   | 0.05%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                         | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |     5035000 | PA      | $5260386.74   | 0.04%             | 2043-05-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                           | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1925000 | PA      | $2220888.55   | 0.02%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                                         | Morgan Stanley Capital I Trust                                                  | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3362717 | PA      | $3359111.96   | 0.03%             | 2050-10-12      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                              | LEX Trust                                                                       | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3988783.20   | 0.03%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                  | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4739791.30   | 0.04%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14053434 | PA      | $13628644.77  | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1956352.60   | 0.02%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $6233984.40   | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                                   | Sequoia Mortgage Trust                                                          | CUSIP: 81750KAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6468239 | PA      | $6420787.58   | 0.05%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5230391.88   | 0.04%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2790985.19   | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1834848.24   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2571094.47   | 0.02%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $822827.97    | 0.01%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163095 | PA      | $162514.47    | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9359214 | PA      | $8688922.72   | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $429250.00    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146151 | PA      | $146136.86    | 0.00%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11377298 | PA      | $10714813.01  | 0.09%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2551772.08   | 0.02%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      760000 | PA      | $998319.80    | 0.01%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                      | Bangkok Bank PCL                                                                | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2400000 | PA      | $2349151.73   | 0.02%             | 2035-11-26      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government International Bond                                            | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7000000 | PA      | $616042.06    | 0.00%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                      | RCKT Mortgage Trust                                                             | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350480 | PA      | $295331.16    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                               | Banco de Credito e Inversiones S.A.                                             | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      700000 | PA      | $735791.00    | 0.01%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                            | CUSIP: BY5760339<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $526213.51    | 0.00%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                                  | BOI Finance BV                                                                  | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $880376.81    | 0.01%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1040000 | PA      | $1001260.00   | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                              | Flagstar Mortgage Trust                                                         | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3263373 | PA      | $2707491.48   | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10504.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                     | SMR Mortgage Trust                                                              | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9559042 | PA      | $9540197.28   | 0.08%             | 2039-02-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $4690500.00   | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16852943 | PA      | $14120240.32  | 0.11%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3355266.64   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                          | Pertamina Persero PT                                                            | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $191612.53    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: —       |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20935000 | PA      | $20162204.15  | 0.16%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                            | OI European Group BV                                                            | CUSIP: ZK6018079<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $289698.50    | 0.00%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                            | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $4302693.20   | 0.03%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12703918 | PA      | $11185505.93  | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24522394 | PA      | $25083490.38  | 0.20%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                          | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     2600000 | PA      | $2375207.04   | 0.02%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                    | CUSIP: RPEP19139<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |     5250000 | PA      | $5250000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3987438.49   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                               | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2743015.94   | 0.02%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20802942 | PA      | $20105403.72  | 0.16%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2190000 | PA      | $1923861.13   | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52140000 | PA      | $35821809.38  | 0.28%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    42733566 | PA      | $43101454.95  | 0.34%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      400000 | PA      | $394451.85    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                    | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3010354.59   | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1652812.00   | 0.01%             | 2057-08-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: DF8148838<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      425000 | PA      | $473001.52    | 0.00%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2026-2                                 | Chase Home Lending Mortgage Trust Series                                        | CUSIP: 16160EBQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2953168 | PA      | $2938540.81   | 0.02%             | 2056-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3348167.72   | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $8447462.15   | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3167992 | PA      | $2580447.06   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      750000 | PA      | $966913.69    | 0.01%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408365 | PA      | $360760.70    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $4187581.06   | 0.03%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LSTR Trust                                                                      | LSTR Trust                                                                      | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10750000 | PA      | $10724026.93  | 0.09%             | 2040-12-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2399701 | PA      | $1977317.11   | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3641464.89   | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $7665977.24   | 0.06%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3284615 | PA      | $2828048.95   | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bruegel                                                                         | Bruegel 2021 DAC                                                                | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |      663424 | PA      | $763693.11    | 0.01%             | 2031-05-22      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   143672000 | PA      | $141427125.00 | 1.12%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | Iron Mountain, Inc                                                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3918866.30   | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                        | New South Wales Treasury Corp                                                   | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2690000 | PA      | $1760420.87   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   153000000 | PA      | $703835.80    | 0.01%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                               | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     8531960 | PA      | $7921383.59   | 0.06%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                    | CUSIP: ZI1321820<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $599694.45    | 0.00%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                  | SMB Private Education Loan Trust                                                | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |      374510 | PA      | $373044.24    | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5434653 | PA      | $5152840.82   | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    19600000 | PA      | $19636573.60  | 0.16%             | N/A             | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   277000000 | PA      | $574834.99    | 0.00%             | 2026-06-11      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2361461 | PA      | $2386503.07   | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49572265.50  | 0.39%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                        | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2788301.10   | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                                                    | Thunder Logistics DAC                                                           | CUSIP: BCC3HF8V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      163040 | PA      | $188857.40    | 0.00%             | 2036-11-17      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                     | SMR Mortgage Trust                                                              | CUSIP: 78458MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9103850 | PA      | $9118337.40   | 0.07%             | 2039-02-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1056680.90   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                        | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     3576520 | PA      | $2850504.68   | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                        | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3675000 | PA      | $3673265.03   | 0.03%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    26100000 | PA      | $25905375.95  | 0.21%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                          | Morgan Stanley Capital I Trust                                                  | CUSIP: 61768HAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1830107.17   | 0.01%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9385868.80   | 0.07%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872111 | PA      | $857437.73    | 0.01%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      450000 | PA      | $504510.02    | 0.00%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                     | City of New York NY                                                             | CUSIP: 64966MGN3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4940000 | PA      | $4915087.09   | 0.04%             | 2026-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                              | JP Morgan Mortgage Trust                                                        | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1337592 | PA      | $1120774.37   | 0.01%             | 2052-03-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3796946.24   | 0.03%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4791943.94   | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                                 | QazaqGaz NC JSC                                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     2950000 | PA      | $2926754.09   | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | MXN260408                                                                       | CUSIP: MXN260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $7509.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government International Bond                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $570045.65    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                  | OneMain Financial Issuance Trust                                                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10373343 | PA      | $10231303.75  | 0.08%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8429326 | PA      | $6965770.34   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government International Bond                                | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |     3700000 | PA      | $1019007.61   | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3240330 | PA      | $618195.35    | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7430498.40   | 0.06%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                  | Carvana Auto Receivables Trust                                                  | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55493 | PA      | $54375.85     | 0.00%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      950000 | PA      | $997957.45    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $7395072.53   | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                         | IDR260410                                                                       | CUSIP: IDR260410<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6451.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                  | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $856302.20    | 0.01%             | 2049-12-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                          | BX Commercial Mortgage Trust                                                    | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9760131 | PA      | $9773240.86   | 0.08%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23145000 | PA      | $24064300.88  | 0.19%             | 2042-06-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1912146.04   | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                     | CUSIP: AS0648483<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $559036.26    | 0.00%             | 2028-04-10      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $2724952.86   | 0.02%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                      | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7063735.00   | 0.06%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance S.A.                                                       | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $1368750.00   | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                    | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $10366585.08  | 0.08%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25374886 | PA      | $22846045.75  | 0.18%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17620681 | PA      | $17464644.57  | 0.14%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3502570.58   | 0.03%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    34550000 | PA      | $24760307.25  | 0.20%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $458567.39    | 0.00%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                  | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3225803.85   | 0.03%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $14577619.66  | 0.12%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8491753 | PA      | $8592823.09   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-13INV                                              | Flagstar Mortgage Trust                                                         | CUSIP: 33853HAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5689242 | PA      | $4894906.83   | 0.04%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Corp Trust                                               | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5235000 | PA      | $549620.03    | 0.00%             | 2031-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                              | HERO Funding Trust                                                              | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      156114 | PA      | $143635.42    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    24700000 | PA      | $1266324.61   | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DirecTV Financing, LLC, Term Loan                                               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                       | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     8232720 | PA      | $7565159.83   | 0.06%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | Accenture Capital, Inc                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4036597.37   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                       | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $467167.35    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1019326.63   | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    29850000 | PA      | $28910983.18  | 0.23%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118000000 | PA      | $740656.80    | 0.01%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                        | CUSIP: 740816AK9<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |     8000000 | PA      | $7621256.08   | 0.06%             | 2031-10-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                          | Republic of Uganda Government Bonds                                             | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  2000000000 | PA      | $496856.19    | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4927890.57   | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5762789 | PA      | $5444630.58   | 0.04%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                          | Barbados Government International Bond                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     2100000 | PA      | $2126418.00   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22975000 | PA      | $21852093.89  | 0.17%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36266VBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2138560 | PA      | $1777001.26   | 0.01%             | 2052-06-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2485444.50   | 0.02%             | 2026-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10334101 | PA      | $9662682.92   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3607836 | PA      | $3222964.32   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4470383.95   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                 | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13162.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                     | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237436.77    | 0.00%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Corp Trust                                               | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $388479.00    | 0.00%             | 2031-07-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     6220000 | PA      | $5517402.17   | 0.04%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   453000000 | PA      | $1481529.87   | 0.01%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      594909 | PA      | $576742.17    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                        | NRTH PARK Mortgage Trust                                                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $5202527.20   | 0.04%             | 2040-10-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    46075000 | PA      | $45359963.46  | 0.36%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      351268 | PA      | $349462.10    | 0.00%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      386609 | PA      | $361726.80    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2900000 | PA      | $2944307.71   | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1486639 | PA      | $1398877.22   | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | PLN260408                                                                       | CUSIP: PLN260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $21663.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4942080.98   | 0.04%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                     | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303019.97    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRUSTEES SMITH COLLEGE                                                          | Smith College                                                                   | CUSIP: 898377AA4<br>LEI: 549300C7SRCL4TVMZB13 | Long             | DBT              | CORP              | US        |     5619000 | PA      | $4879639.62   | 0.04%             | 2045-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7525788 | PA      | $7240697.19   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $506703.84    | 0.00%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                                                    | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                    | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      170597 | PA      | $171129.97    | 0.00%             | 2030-06-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $211804.00    | 0.00%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | Egypt Government International Bond                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1550704.67   | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                          | Group 1 Automotive, Inc                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $532242.37    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7994693 | PA      | $6878470.27   | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5125634 | PA      | $4549998.79   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1500000 | PA      | $1718370.80   | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5096940.46   | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole S.A.                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9150000 | PA      | $9261143.68   | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV8                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46654RBQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658281 | PA      | $552428.66    | 0.00%             | 2052-05-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                         | Aeropuerto Internacional de Tocumen S.A.                                        | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1450000 | PA      | $1203949.50   | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      985000 | PA      | $988826.10    | 0.01%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      435000 | PA      | $474127.44    | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3718659 | PA      | $3020780.75   | 0.02%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1825000 | PA      | $1696898.32   | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                                  | Chase Funding Mortgage Loan Asset-Backed Certificates                           | CUSIP: 161546JL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428194 | PA      | $381917.18    | 0.00%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12514MBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230326 | PA      | $229425.20    | 0.00%             | 2049-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $8277292.23   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1800000 | PA      | $1796089.86   | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4229491 | PA      | $516271.57    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   340135000 | PA      | $337238539.59 | 2.68%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4245780.70   | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4671992.99   | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government International Bond                                         | CUSIP: EI3830821<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      600000 | PA      | $485553.00    | 0.00%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2415206 | PA      | $2389454.19   | 0.02%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8385706 | PA      | $7944891.18   | 0.06%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $12858517.23  | 0.10%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1450000 | PA      | $1663714.63   | 0.01%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    42943000 | PA      | $36339970.95  | 0.29%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                | Organon Finance  LLC                                                            | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $667740.29    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3660000 | PA      | $3644416.42   | 0.03%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      736918 | PA      | $712152.99    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53250000 | PA      | $51361289.06  | 0.41%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $7346999.92   | 0.06%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35680000 | PA      | $27153037.32  | 0.22%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $923773.92    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1611717.85   | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                        | ZAR260408                                                                       | CUSIP: ZAR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $44180.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                      | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1450000 | PA      | $1369606.49   | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                 | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      475000 | PA      | $457695.91    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                    | Connecticut Avenue Securities Trust                                             | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3995000 | PA      | $4086626.92   | 0.03%             | 2043-07-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                           | Rackspace Finance, LLC, First Lien First Out Term Loan                          | CUSIP: 75008UAC1<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |       69694 | PA      | $69432.19     | 0.00%             | 2028-05-15      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial, Inc                                                       | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6625691.47   | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229056.58    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                  | Carvana Auto Receivables Trust                                                  | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      708680 | PA      | $702614.14    | 0.01%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                        | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     3445000 | PA      | $3197442.30   | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9560000 | PA      | $9023370.34   | 0.07%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     1661611 | PA      | $1617162.58   | 0.01%             | 2050-05-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2134336.58   | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | Sartorius Finance BV                                                            | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354676.85    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001NBB3<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1254000 | PA      | $1233225.86   | 0.01%             | 2051-06-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      785000 | PA      | $996770.09    | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1933896 | PA      | $1577041.06   | 0.01%             | 2052-01-25      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                               | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1043500 | PA      | $988526.85    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| SCG Trust 2025-SNIP                                                             | SCG Trust                                                                       | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5007417.00   | 0.04%             | 2042-09-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV4                                                        | PMT Loan Trust                                                                  | CUSIP: 69383UBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     9147000 | PA      | $9208099.22   | 0.07%             | 2057-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      440000 | PA      | $535359.70    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2025-MHIL2                                        | MHP Commercial Mortgage Trust                                                   | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8150000 | PA      | $8126838.52   | 0.06%             | 2040-09-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                              | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2617237 | PA      | $2273047.08   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                  | OneMain Financial Issuance Trust                                                | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21646000 | PA      | $21652734.07  | 0.17%             | 2036-06-16      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes                                              | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313313XP8<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9936912.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1875000 | PA      | $872705.45    | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2941208 | PA      | $1808840.60   | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                              | CUSIP: 649322AC8<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4399630.75   | 0.03%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST PORT AUTH PORT FAC                                                  | Virginia Port Authority                                                         | CUSIP: 928077KC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2160000 | PA      | $2116152.22   | 0.02%             | 2036-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10739500 | PA      | $10351423.21  | 0.08%             | 2054-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust                                                              | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $7597601.29   | 0.06%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6785808.46   | 0.05%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2305000 | PA      | $1979835.03   | 0.02%             | 2051-05-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                             | 20 Times Square Trust                                                           | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1514300.00   | 0.01%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                        | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4585641.00   | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $4025594.46   | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                              | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8452286.08   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond                                                           | CUSIP: ZH3763864<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46100000 | PA      | $6887484.08   | 0.05%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15853343 | PA      | $13639100.13  | 0.11%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-12                                              | Verus Securitization Trust                                                      | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3985000 | PA      | $3949138.19   | 0.03%             | 2070-12-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                    | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3283682.00   | 0.03%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JG Wentworth XXII LLC                                                           | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      744624 | PA      | $741331.31    | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                        | CUSIP: BU0465338<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $545273.19    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                          | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4949370 | PA      | $4086938.73   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                           | China Government Bond                                                           | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4700000 | PA      | $858396.66    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government International Bond                                             | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2350000 | PA      | $1931495.09   | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                          | BBVA Bancomer S.A.                                                              | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1457700.00   | 0.01%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     6630000 | PA      | $6943565.19   | 0.06%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      260072 | PA      | $257201.62    | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11201312.87  | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2376297.00   | 0.02%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29761474 | PA      | $30352488.79  | 0.24%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3467527.70   | 0.03%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      271306 | PA      | $262049.98    | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2178000 | PA      | $1302476.69   | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                     | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $438836.83    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | Rocket Software, Inc., Term Loan B                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      636317 | PA      | $611793.17    | 0.00%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                            | Swiss Re Finance Luxembourg S.A.                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     5600000 | PA      | $5534271.46   | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1655432 | PA      | $1646305.31   | 0.01%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725679 | PA      | $627669.14    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92075000 | PA      | $91290924.29  | 0.72%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                     | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9979844.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                        | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     3525000 | PA      | $3454586.72   | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                      | Bangkok Bank PCL                                                                | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     4000000 | PA      | $3963114.36   | 0.03%             | 2030-11-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings, Inc                                                         | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      500000 | PA      | $559700.17    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | Equitable Financial Life Global Funding                                         | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      400000 | PA      | $430124.35    | 0.00%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9232844 | PA      | $8399094.28   | 0.07%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1737633 | PA      | $1672725.98   | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4300000 | PA      | $3781512.45   | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1509385 | PA      | $1401418.18   | 0.01%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: AN2901261<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346548.56    | 0.00%             | 2027-05-04      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3744867.00   | 0.03%             | 2026-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1534.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   105000000 | PA      | $345097.36    | 0.00%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                           | China Government Bond                                                           | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3457696.81   | 0.03%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      800000 | PA      | $883856.38    | 0.01%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36253PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1333950 | PA      | $1329817.52   | 0.01%             | 2050-05-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2820000 | PA      | $2811628.13   | 0.02%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: AL7975124<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    93000000 | PA      | $483969.09    | 0.00%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1437446 | PA      | $1420529.66   | 0.01%             | 2044-12-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9726562.50   | 0.08%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6221330.63   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19775000 | PA      | $19788644.75  | 0.16%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8513840 | PA      | $1443330.82   | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1883519.20   | 0.01%             | 2049-11-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                     | ICNQ Mortgage Trust                                                             | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3080357.40   | 0.02%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15968598 | PA      | $15854248.45  | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3740000000 | PA      | $2249440.70   | 0.02%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                         | ONNI Commerical Mortgage Trust                                                  | CUSIP: 682939AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7089626.60   | 0.06%             | 2039-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                              | Millicom International Cellular S.A.                                            | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2750000 | PA      | $2784207.25   | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1183000 | PA      | $1061216.30   | 0.01%             | 2062-11-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                         | NZD260408                                                                       | CUSIP: NZD260408<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27459.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8366191 | PA      | $8114151.47   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                           | Costa Rica Government International Bond                                        | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1900000 | PA      | $2000149.00   | 0.02%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Springcastle SPV                                                                | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1603801 | PA      | $1511031.41   | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6123758 | PA      | $5794354.06   | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners, L.P., Term Loan B7                                            | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      345881 | PA      | $347537.44    | 0.00%             | 2032-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government International Bond                          | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12550000 | PA      | $728294.70    | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1023286 | PA      | $1009292.87   | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    10534141 | PA      | $9957309.25   | 0.08%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                        | WIN Waste Innovations Holdings, Inc., Term Loan B                               | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |      318000 | PA      | $318621.69    | 0.00%             | 2028-03-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                                           | Cars Net Lease Mortgage Notes                                                   | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9637500 | PA      | $9137248.22   | 0.07%             | 2050-12-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $3358062.63   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2696000 | PA      | $2492452.00   | 0.02%             | 2048-03-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                             | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       28000 | PA      | $21910.00     | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2026-RISE                                                              | BX Trust                                                                        | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5006250.00   | 0.04%             | 2041-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                               | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $4672681.15   | 0.04%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3750924 | PA      | $3689891.26   | 0.03%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMHERST COLLEGE                                                                 | Amherst College                                                                 | CUSIP: 898361AQ3<br>LEI: 549300AS419G4Y35BP63 | Long             | DBT              | CORP              | US        |     9820000 | PA      | $8165191.05   | 0.06%             | 2045-11-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $2001918.00   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   400000000 | PA      | $198442.10    | 0.00%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $892575.42    | 0.01%             | 2042-01-25      | Variable      | 10.76%                | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6101345 | PA      | $5260588.50   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | NZD260408                                                                       | CUSIP: NZD260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17110.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9921508 | PA      | $1049619.18   | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government International Bond                                 | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      975000 | PA      | $1109491.87   | 0.01%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8977301 | PA      | $7418602.21   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25315000 | PA      | $24901357.96  | 0.20%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $935546.40    | 0.01%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                         | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149651 | PA      | $148065.61    | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    75207822 | PA      | $71253049.76  | 0.57%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSTR Trust                                                                      | LSTR Trust                                                                      | CUSIP: 50220QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2992223.10   | 0.02%             | 2040-12-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2686500.00   | 0.02%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                   | DBSG Mortgage Trust                                                             | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2017450.80   | 0.02%             | 2037-06-10      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1062923 | PA      | $919755.53    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG.                                                               | CUSIP: YR6320539<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $657417.79    | 0.01%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                 | ContourGlobal Power Holdings S.A.                                               | CUSIP: YS7922364<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $248689.03    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $730343.85    | 0.01%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                          | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16122825 | PA      | $14915486.60  | 0.12%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                    | Connecticut Avenue Securities Trust                                             | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5755000 | PA      | $6004069.49   | 0.05%             | 2043-10-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                         | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2117905.48   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD Netherlands Capital BV                                                      | CUSIP: YX1273912<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $401446.01    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4586512 | PA      | $4044985.33   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2418000 | PA      | $2403869.96   | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12741348 | PA      | $12390631.96  | 0.10%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                                                              | Goodyear Europe BV                                                              | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $227889.56    | 0.00%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland                                                      | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      925000 | PA      | $442325.52    | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                          | Itau Unibanco Holding S.A.                                                      | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $2052160.00   | 0.02%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                           | Guatemala Government International Bond                                         | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      450000 | PA      | $445275.00    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5140717 | PA      | $4413088.30   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22370844 | PA      | $21729635.71  | 0.17%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5215979.89   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10470000 | PA      | $10455685.52  | 0.08%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $1956829.50   | 0.02%             | 2051-02-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                        | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1411949.50   | 0.01%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $6066539.33   | 0.05%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1750000 | PA      | $1810007.12   | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5814053.72   | 0.05%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $6848608.12   | 0.05%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                           | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4511076.57   | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA REDEV REFU                                                  | Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy | CUSIP: 54465AGY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4805000 | PA      | $4316938.37   | 0.03%             | 2035-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                        | Arterra Wines Canada, Inc., Term Loan                                           | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |      235137 | PA      | $230266.09    | 0.00%             | 2027-11-26      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                               | Kommunalbanken AS.                                                              | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     3000000 | PA      | $2669793.09   | 0.02%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19355000 | PA      | $16651503.28  | 0.13%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | JPY260507                                                                       | CUSIP: JPY260507<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72579.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                             | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3870482 | PA      | $3747965.21   | 0.03%             | 2048-10-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc., Term Loan B                                                           | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      875509 | PA      | $837809.59    | 0.01%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $13878754.84  | 0.11%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government International Bond                          | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8000000 | PA      | $427004.79    | 0.00%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                     | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    31900000 | PA      | $31939337.17  | 0.25%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1400000 | PA      | $1282610.00   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    55925000 | PA      | $51665491.39  | 0.41%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3950000 | PA      | $2886558.12   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife, Inc                                                                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10401197.75  | 0.08%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                              | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5324775 | PA      | $5035375.47   | 0.04%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $810821.90    | 0.01%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     4775000 | PA      | $4800068.75   | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   101482161 | PA      | $100562648.45 | 0.80%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2425000 | PA      | $2614841.13   | 0.02%             | 2043-07-25      | Variable      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122257 | PA      | $121414.43    | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56675000 | PA      | $50358837.06  | 0.40%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                    | CUSIP: BM1389774<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      800000 | PA      | $881118.97    | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG.                                                                   | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7500000 | PA      | $7731974.48   | 0.06%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $2975752.24   | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    11375000 | PA      | $11336839.72  | 0.09%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                  | C-BASS Trust                                                                    | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14305 | PA      | $14274.31     | 0.00%             | 2036-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2325000 | PA      | $2335951.40   | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1481865 | PA      | $1437567.07   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                       | Colbun S.A.                                                                     | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     3500000 | PA      | $3418978.92   | 0.03%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     3010000 | PA      | $2912175.00   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2609560 | PA      | $2350639.72   | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                    | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $2956311.32   | 0.02%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3350000 | PA      | $2954363.22   | 0.02%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                           | CUSIP: YI6861383<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      350000 | PA      | $390913.38    | 0.00%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2152450.30   | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2191653.00   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                            | Flutter Financing B.V., Term Loan B                                             | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |     1955000 | PA      | $1938382.50   | 0.02%             | 2030-11-29      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America, Inc                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11736243.47  | 0.09%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                                  | SoFi Professional Loan Program LLC                                              | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      452927 | PA      | $450756.02    | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                | CUSIP: YN8736699<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      875000 | PA      | $991795.69    | 0.01%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                  | New York State Dormitory Authority                                              | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     6000000 | PA      | $4734427.80   | 0.04%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1246948 | PA      | $1235414.79   | 0.01%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     9028861 | PA      | $8322328.14   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                           | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1565000 | PA      | $1601254.54   | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3008098 | PA      | $2939030.23   | 0.02%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6545021 | PA      | $6348532.18   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                           | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-200.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Corp Trust                                               | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | USGSE             | US        |     1130000 | PA      | $1100007.77   | 0.01%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2399843.03   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   147820000 | PA      | $147098223.03 | 1.17%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de C.V.                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2632500.00   | 0.02%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                             | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    16740000 | PA      | $16979649.84  | 0.13%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $8321198.81   | 0.07%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3925000 | PA      | $4065854.28   | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                            | Paraguay Government International Bond                                          | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1000000 | PA      | $993500.00    | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2460000 | PA      | $1438510.54   | 0.01%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                  | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      845000 | PA      | $764997.94    | 0.01%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $503091.62    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG.                                                               | CUSIP: BY6593473<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $599596.57    | 0.00%             | 2030-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     7305000 | PA      | $7281905.75   | 0.06%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363440 | PA      | $166455.52    | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                        | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    11000000 | PA      | $7272837.00   | 0.06%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7263132 | PA      | $5269523.26   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10316492.06  | 0.08%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $24807617.25  | 0.20%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                   | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $7262045.51   | 0.06%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP Capital Markets plc                                                          | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $513675.72    | 0.00%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Northern Trust Bank                                                             | Fixed Income Clearing Corp                                                      | CUSIP: RPES18WS6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    50000000 | PA      | $50000000.00  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1018278 | PA      | $940006.38    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                             | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5273042 | PA      | $4536817.39   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                                        | Digital Stout Holding LLC                                                       | CUSIP: AU9275473<br>LEI: 549300N335X1857YDM81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $491188.50    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27700000 | PA      | $1138875.44   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6914967 | PA      | $6700232.17   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                      | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19669125 | PA      | $18691300.02  | 0.15%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1475000 | PA      | $1093934.48   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                          | Export-Import Bank of India                                                     | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2000000 | PA      | $1782419.78   | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12550720.39  | 0.10%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                            | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $935867.10    | 0.01%             | 2060-07-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1002301 | PA      | $999531.04    | 0.01%             | 2050-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $461260.41    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $3974287.15   | 0.03%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                        | Mondelez International Holdings Netherlands BV                                  | CUSIP: BR2464112<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $225383.65    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1375207.04   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63475150 | PA      | $61569463.06  | 0.49%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: EK4996816<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   202000000 | PA      | $1195029.59   | 0.01%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                   | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9862503.50   | 0.08%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7339053.60   | 0.06%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                              | Rwanda International Government Bond                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     2550000 | PA      | $2279555.36   | 0.02%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2446580.75   | 0.02%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                         | New York Mortgage Trust                                                         | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       82244 | PA      | $82246.54     | 0.00%             | 2036-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA ProLogis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1440000 | PA      | $1390927.62   | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                        | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4960000 | PA      | $4943161.30   | 0.04%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25985250 | PA      | $21998062.70  | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1700000 | PA      | $2112716.37   | 0.02%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6075000 | PA      | $6088099.22   | 0.05%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA Mexico S.A. Institucion De Banca Multiple Grupo Financiero BBVA Mexico     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1825000 | PA      | $1884312.50   | 0.01%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                        | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1857561 | PA      | $1706938.42   | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                        | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    12812455 | PA      | $2492933.49   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                  | New York State Dormitory Authority                                              | CUSIP: 64990CZW4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     5680000 | PA      | $5078802.10   | 0.04%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting