# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040956
**Filing Date:** 2023-2
**Character Count:** 177898
**Document Hash:** e787d455d4767830bcc9f264954777c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040956.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040956

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23670623

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### TIAA-CREF Short-Term Bond Fund (Series ID: S000012195)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000033274 | Retail Class        | TCTRX           |
| C000033275 | Retirement Class    | TISRX           |
| C000033276 | Institutional Class | TISIX           |
| C000079571 | Premier Class       | TSTPX           |
| C000162566 | Advisor Class       | TCTHX           |
| C000202755 | Class W             | TCTWX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

- **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:** 800-842-2733

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

- **a. Name of Series:** TIAA-CREF Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000012195

- **c. LEI of Series:** LX9SPIO1NDXQFEVEXG44

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2070690397.00

**Total Liabilities:** $134884808.00

**Net Assets:** $1935805589.00

**Delayed Delivery Securities:** $4946843.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15796.24000000 | **1-Year:** -148809.38000000 | **5-Year:** -124997.16000000 | **10-Year:** -62322.45000000 | **30-Year:** -27692.38000000

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

- **3-Month:** -10855.91000000 | **1-Year:** -8835.41000000 | **5-Year:** -18972.85000000 | **10-Year:** -2542.50000000 | **30-Year:** -109.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000079571 | -0.13%               | 0.94%                | 0.28%                |
| Class ID C000033275 | -0.13%               | 0.93%                | 0.27%                |
| Class ID C000033274 | -0.04%               | 0.92%                | 0.26%                |
| Class ID C000202755 | -0.09%               | 0.97%                | 0.31%                |
| Class ID C000162566 | -0.02%               | 0.94%                | 0.28%                |
| Class ID C000033276 | -0.11%               | 0.95%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1793784.80             | $-4227925.80                               |
| Month 2  | $-1497434.65             | $16472729.10                               |
| Month 3  | $-61544.20               | $240380.75                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP INC                         | Citigroup, Inc                                                                     | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2303590.03   | 0.12%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                            | RLGH Trust                                                                         | CUSIP: 74969CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7886000 | PA      | $7590739.49   | 0.39%             | 2036-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                | Protective Life Global Funding                                                     | CUSIP: 74368CBA1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4757806.65   | 0.25%             | 2024-01-12      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| CORE & MAIN LP                        | Core & Main LP                                                                     | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1496222 | PA      | $1481259.44   | 0.08%             | 2028-07-27      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                             | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    384769 | PA      | $378637.58    | 0.02%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                | Private Export Funding Corp (PEFCO)                                                | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5552608.00   | 0.29%             | 2024-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                   | SABIC Capital II BV                                                                | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1534409.08   | 0.08%             | 2023-10-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                          | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4627624.20   | 0.24%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                            | FNA VI LLC                                                                         | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2469340 | PA      | $2245851.48   | 0.12%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| AECOM TECHNOLOGY                      | AECOM                                                                              | CUSIP: 00766WAV5<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |    985000 | PA      | $985246.25    | 0.05%             | 2028-04-13      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF              | Take-Two Interactive Software, Inc                                                 | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2929845.36   | 0.15%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                     | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479079.43    | 0.02%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3879904 | PA      | $3745798.61   | 0.19%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351744 | PA      | $325233.81    | 0.02%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands, Inc                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476400.00    | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE               | GSK Consumer Healthcare Capital UK plc                                             | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4754972.95   | 0.25%             | 2025-03-24      | Fixed         | 3.12%                 | 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        |   7500000 | PA      | $6824604.75   | 0.35%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9449218.80   | 0.49%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                              | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4847010.75   | 0.25%             | 2023-09-11      | Fixed         | 0.45%                 | 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        |   5000000 | PA      | $4492526.00   | 0.23%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3037702.41   | 0.16%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                         | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3193711 | PA      | $3010915.98   | 0.16%             | 2060-01-25      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9660000 | PA      | $9188780.37   | 0.47%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                   | MRCD Mortgage Trust                                                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2211992.75   | 0.11%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                   | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3832951.77   | 0.20%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                               | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1175000 | PA      | $1185943.48   | 0.06%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39028124.80  | 2.02%             | 2023-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,         | Citicorp Mortgage Securities Trust                                                 | CUSIP: 1729735M7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18795 | PA      | $18156.54     | 0.00%             | 2026-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE               | Banco del Estado de Chile                                                          | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |   2375000 | PA      | $2238135.28   | 0.12%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                              | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1662127.69   | 0.09%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                | Federation des Caisses Desjardins du Quebec                                        | CUSIP: 31429KAE3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9367359.40   | 0.48%             | 2024-05-21      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust           | SMR Mortgage Trust                                                                 | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3858362 | PA      | $3646664.78   | 0.19%             | 2039-02-15      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                    | NortonLifeLock, Inc                                                                | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1970420.00   | 0.10%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                        | KFC Holding Co                                                                     | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    798391 | PA      | $789409.15    | 0.04%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                        | Qatar Government International Bond                                                | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $3941069.04   | 0.20%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45486210 | PA      | $44232302.57  | 2.28%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings, Inc                                               | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5674211.72   | 0.29%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings, Inc                                               | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4965762.50   | 0.26%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST        | ACRE Commercial Mortgage Ltd                                                       | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2468622 | PA      | $2446210.45   | 0.13%             | 2037-12-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC            | Avis Budget Car Rental LLC                                                         | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1790444 | PA      | $1740275.81   | 0.09%             | 2027-08-06      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2000000 | PA      | $1954340.06   | 0.10%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN              | Perusahaan Penerbit SBSN Indonesia III                                             | CUSIP: 71567PAJ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   5000000 | PA      | $4987500.00   | 0.26%             | 2023-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS              | Wyndham Hotels & Resorts, Inc                                                      | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   1430000 | PA      | $1430357.50   | 0.07%             | 2025-05-30      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3183294 | PA      | $2624574.07   | 0.14%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Inc                                                       | CUSIP: 62479WAJ0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3986816 | PA      | $3786057.23   | 0.20%             | 2023-11-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                    | Leviathan Bond Ltd                                                                 | CUSIP: BK6708972<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   3500000 | PA      | $3486923.86   | 0.18%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                 | Svensk Exportkredit AB                                                             | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   5000000 | PA      | $4497000.00   | 0.23%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat        | Hyundai Auto Lease Securitization Trust                                            | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6338324.20   | 0.33%             | 2025-10-15      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust                                                            | CUSIP: 14317DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6279751.10   | 0.32%             | 2027-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group plc                                                                  | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1601726.93   | 0.08%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20134570.00  | 1.04%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust          | Ford Credit Auto Owner Trust                                                       | CUSIP: 34532NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4093216.20   | 0.21%             | 2026-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO              | Korea East-West Power Co Ltd                                                       | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |   1875000 | PA      | $1812853.89   | 0.09%             | 2025-05-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,         | Deutsche Mortgage Securities, Inc Mortgage Loan Trust (Step Bond)                  | CUSIP: 251563GB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25267 | PA      | $24584.62     | 0.00%             | 2034-07-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                     | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  23600000 | PA      | $22100001.70  | 1.14%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP              | Toyota Motor Credit Corp                                                           | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4378403.12   | 0.23%             | 2023-08-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                   | Verizon Owner Trust                                                                | CUSIP: 92290BAC5<br>LEI: 549300ESLK4DH2NBDS67 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9636632.00   | 0.50%             | 2025-02-20      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                   | NatWest Markets plc                                                                | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2501482.85   | 0.13%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER              | Banco de Credito del Peru                                                          | CUSIP: 05971U2A4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   2100000 | PA      | $1987713.00   | 0.10%             | 2025-01-11      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30677940 | PA      | $28840740.64  | 1.49%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp            | Fixed Income Clearing Corp (FICC)                                                  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 151535000 | PA      | $151535000.00 | 7.83%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1569290.81   | 0.08%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                  | WEC Energy Group, Inc                                                              | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1958479.57   | 0.10%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                             | WRKCo, Inc                                                                         | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2867038.11   | 0.15%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3169394.09   | 0.16%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge, Inc                                                                      | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4775000 | PA      | $4504637.45   | 0.23%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                         | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6837553.73   | 0.35%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II              | Principal Life Global Funding II                                                   | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2833655.70   | 0.15%             | 2024-04-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                          | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $945811.47    | 0.05%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25522100 | PA      | $25489926.84  | 1.32%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2450039.40   | 0.13%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15000000 | PA      | $13836004.35  | 0.71%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                           | RBS Commercial Funding, Inc Trust                                                  | CUSIP: 74932BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1946500.00   | 0.10%             | 2031-03-11      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| OPG Trust                             | OPG Trust                                                                          | CUSIP: 67118AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4797619 | PA      | $4530026.41   | 0.23%             | 2036-10-15      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC            | SERVPRO Master Issuer LLC                                                          | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5663750 | PA      | $4430219.23   | 0.23%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 92938CAD9<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $523930.55    | 0.03%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust                                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2771334 | PA      | $2396116.14   | 0.12%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | Raytheon Technologies Corp                                                         | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    272000 | PA      | $269710.47    | 0.01%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands, Inc                                                          | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940766.95   | 0.15%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                     | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4648469.30   | 0.24%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust                                                           | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66569 | PA      | $65503.65     | 0.00%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1942822 | PA      | $1664218.76   | 0.09%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                     | Hyatt Hotels Corp                                                                  | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1433780.79   | 0.07%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                                 | CUSIP: 61764PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1813112 | PA      | $1694946.46   | 0.09%             | 2046-12-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                   | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2907618.60   | 0.15%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                                | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919346 | PA      | $866113.67    | 0.04%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29034750 | PA      | $27960437.25  | 1.44%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                           | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3594360.84   | 0.19%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                       | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4633575 | PA      | $4421632.32   | 0.23%             | 2038-10-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD               | Reliance Industries Ltd                                                            | CUSIP: 759470AW7<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | US        |   4605263 | PA      | $4422455.22   | 0.23%             | 2026-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust              | Angel Oak Mortgage Trust                                                           | CUSIP: 03464RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5242000 | PA      | $4364879.73   | 0.23%             | 2059-12-25      | Variable      | 3.16%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                      | BOC Aviation Ltd                                                                   | CUSIP: 09681LAJ9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1929540.44   | 0.10%             | 2024-10-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                           | SREIT Trust                                                                        | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1913732.60   | 0.10%             | 2036-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995082.60   | 0.10%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   4490000 | PA      | $4479517.65   | 0.23%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                              | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2911353.21   | 0.15%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $14621981.88  | 0.76%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $271064.07    | 0.01%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                 | Takeda Pharmaceutical Co Ltd                                                       | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1668000 | PA      | $1654606.36   | 0.09%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1557112.64   | 0.08%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HCL AMERICA INC                       | HCL America, Inc                                                                   | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1856841.46   | 0.10%             | 2026-03-10      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                                | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1990000.00   | 0.10%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA              | African Export-Import Bank                                                         | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |   1450000 | PA      | $1304413.14   | 0.07%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| IMC Home Equity Loan Trust            | IMC Home Equity Loan Trust (Step Bond)                                             | CUSIP: 449670EP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325001 | PA      | $301812.76    | 0.02%             | 2029-08-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust             | Ashford Hospitality Trust                                                          | CUSIP: 04410CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2363705.00   | 0.12%             | 2035-06-15      | Variable      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust              | Bear Stearns ALT-A Trust                                                           | CUSIP: 07386HHT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137010 | PA      | $137497.93    | 0.01%             | 2034-06-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO               | Korea Electric Power Corp                                                          | CUSIP: 500631AV8<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   3000000 | PA      | $2869890.00   | 0.15%             | 2025-06-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                                | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $901250.00    | 0.05%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                       | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1898532.00   | 0.10%             | 2031-10-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                     | CUSIP: 36255MAA5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    296198 | PA      | $288524.52    | 0.01%             | 2032-10-10      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                         | Westlake Chemical Corp                                                             | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1857029.58   | 0.10%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                          | ADT Corp                                                                           | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980109.54   | 0.10%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | American Honda Finance Corp                                                        | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938946.22   | 0.15%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                   | PFS Financing Corp                                                                 | CUSIP: 69335PDU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4817835.50   | 0.25%             | 2025-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank                                                              | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2945982.39   | 0.15%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy, Inc                                                               | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2878811.01   | 0.15%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4170000 | PA      | $3855201.28   | 0.20%             | 2048-08-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                          | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4145649.85   | 0.21%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $6766601.31   | 0.35%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                      | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3000000 | PA      | $3000000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                   | CNH Equipment Trust                                                                | CUSIP: 12657WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2540000 | PA      | $2241289.90   | 0.12%             | 2029-01-16      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BHP Trust                             | BHP Trust                                                                          | CUSIP: 05550TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280510 | PA      | $1246300.33   | 0.06%             | 2036-08-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                     | TSMC Arizona Corp                                                                  | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $959032.79    | 0.05%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                 | DB Master Finance LLC                                                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   6732000 | PA      | $5746233.24   | 0.30%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term         | GM Financial Consumer Automobile Receivables Trust                                 | CUSIP: 36261LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3065100.59   | 0.16%             | 2027-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                            | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2500000 | PA      | $2359851.88   | 0.12%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD               | Reliance Industries Ltd                                                            | CUSIP: 759470AU1<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   3500000 | PA      | $3340023.02   | 0.17%             | 2026-01-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                                | CUSIP: 03846JW97<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1500000 | PA      | $1449259.20   | 0.07%             | 2023-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe, Inc                                                                         | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4723403.40   | 0.24%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN               | Misc Capital Two Labuan Ltd                                                        | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   3400000 | PA      | $3233298.00   | 0.17%             | 2025-04-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | Orbia Advance Corp SAB de C.V.                                                     | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   4725000 | PA      | $4081218.75   | 0.21%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                        | CUSIP: 05591F2N9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   5000000 | PA      | $4898128.40   | 0.25%             | 2024-08-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1979000.00   | 0.10%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                | US LONG BOND(CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -38 | NC      | $-4763062.50  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                             | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4777996.50   | 0.25%             | 2025-03-20      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4941574.30   | 0.26%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                       | TSMC Global Ltd                                                                    | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   3000000 | PA      | $2707949.04   | 0.14%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co                                                                          | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4791535.75   | 0.25%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac Structured Agency Credit Risk Debt Notes                               | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   7142027 | PA      | $7026582.70   | 0.36%             | 2042-02-25      | Variable      | 1.35%                 | Yes           |                  2 | On Loan: No      |
| TRANS UNION LLC                       | Trans Union LLC                                                                    | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1000000 | PA      | $991875.00    | 0.05%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                             | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    579758 | PA      | $570519.89    | 0.03%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3623360 | PA      | $3603820.31   | 0.19%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                       | CUSIP: 36257HAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1321000 | PA      | $1277576.48   | 0.07%             | 2052-07-10      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1864140.00   | 0.10%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN              | Perusahaan Penerbit SBSN Indonesia III                                             | CUSIP: 71567PAL4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   3400000 | PA      | $3357500.00   | 0.17%             | 2024-08-20      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                | Egypt Government International Bond                                                | CUSIP: 03846JW30<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1725000 | PA      | $1711535.55   | 0.09%             | 2023-02-21      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES              | Hyundai Capital Services, Inc                                                      | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2250000 | PA      | $2057080.57   | 0.11%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                       | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2825234.49   | 0.15%             | 2025-05-15      | Fixed         | 2.90%                 | 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        |   1570000 | PA      | $1470351.94   | 0.08%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                                | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525733 | PA      | $484520.23    | 0.03%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                                | CUSIP: 64829DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329304 | PA      | $304498.78    | 0.02%             | 2054-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 96221QAG8<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |   1282000 | PA      | $1247539.46   | 0.06%             | 2046-12-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                           | Phillips 66                                                                        | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1290219.80   | 0.07%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | Tengizchevroil Finance Co International Ltd                                        | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2565720.00   | 0.13%             | 2025-08-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| POSCO                                 | POSCO                                                                              | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $2903516.91   | 0.15%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                     | TSMC Arizona Corp                                                                  | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1273741.53   | 0.07%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                       | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7830742 | PA      | $7444822.92   | 0.38%             | 2038-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust                                                | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    516252 | PA      | $498498.43    | 0.03%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                  | Verizon Master Trust                                                               | CUSIP: 92348KAC7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10185000 | PA      | $9487947.77   | 0.49%             | 2027-05-20      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Commercial Mortgage Trust                                            | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2523039 | PA      | $2278176.12   | 0.12%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS CO                      | Genuine Parts Co                                                                   | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1073727.76   | 0.06%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                        | Bancolombia S.A.                                                                   | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   5125000 | PA      | $4854511.47   | 0.25%             | 2025-01-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST              | Federal Realty Investment Trust                                                    | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404663.90    | 0.02%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE               | Energean Israel Finance Ltd                                                        | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   2230000 | PA      | $2146375.00   | 0.11%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust                                                            | CUSIP: 14316NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8600000 | PA      | $7779902.28   | 0.40%             | 2026-10-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124130000 | PA      | $123698454.61 | 6.39%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA              | Volkswagen Group of America Finance LLC                                            | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1587217.68   | 0.08%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                                | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5388014.50   | 0.28%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                                | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18642977.40  | 0.96%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | Sherwin-Williams Co                                                                | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2954514.48   | 0.15%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4115000 | PA      | $3815966.65   | 0.20%             | 2048-07-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| KT CORP                               | KT Corp                                                                            | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   2400000 | PA      | $2334786.94   | 0.12%             | 2025-08-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP               | Japan Bank for International Cooperation                                           | CUSIP: 471048CG1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   6100000 | PA      | $6090544.63   | 0.31%             | 2023-01-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                         | UBS AG.                                                                            | CUSIP: 902674YB0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4737613.40   | 0.24%             | 2024-02-09      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                              | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1950514.20   | 0.10%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN              | MassMutual Global Funding II                                                       | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2944660.35   | 0.15%             | 2023-06-09      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR         | State Street Navigator Securities Lending Government Money Market Portfolio        | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |    195574 | NS      | $195574.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                   | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4885300.10   | 0.25%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                        | 1011778 BC ULC                                                                     | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1469697 | PA      | $1447254.69   | 0.07%             | 2026-11-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4946128.55   | 0.26%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC              | SCE Recovery Funding LLC                                                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6824912 | PA      | $5670162.48   | 0.29%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN               | Development Bank of Japan, Inc                                                     | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $2373136.70   | 0.12%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC                                               | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9801009.80   | 0.51%             | 2025-07-23      | Fixed         | 4.91%                 | 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        |   9500000 | PA      | $9099333.70   | 0.47%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | Essex Portfolio LP                                                                 | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4895520.70   | 0.25%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                        | Air Lease Corp                                                                     | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3721000 | PA      | $3717460.73   | 0.19%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING               | AIG Global Funding                                                                 | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955705.54   | 0.10%             | 2023-07-07      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                                    | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  12000000 | PA      | $12118666.20  | 0.63%             | 2024-02-12      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                    | Wendy's Funding LLC                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   5722850 | PA      | $4620194.15   | 0.24%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental, Inc                                                             | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |   1984810 | PA      | $1987975.84   | 0.10%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3271350 | PA      | $3066273.98   | 0.16%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12626BAW4<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |   2983000 | PA      | $2830557.07   | 0.15%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                          | Organon & Co                                                                       | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2413570 | PA      | $2396119.47   | 0.12%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust                                                       | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1324181.40   | 0.07%             | 2033-10-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                                | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $993380.61    | 0.05%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                   | Honduras Government International Bond                                             | CUSIP: EJ5862937<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1000050 | PA      | $992049.60    | 0.05%             | 2024-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                | Kommuninvest I Sverige AB                                                          | CUSIP: 50046PBY0<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1200000 | PA      | $1166452.12   | 0.06%             | 2024-07-03      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv        | Santander Consumer Auto Receivables Trust                                          | CUSIP: 80282YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5071505.45   | 0.26%             | 2026-08-17      | Fixed         | 0.71%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER BANK                         | Discover Bank                                                                      | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648797.64    | 0.03%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Funding XIV LLC                                                            | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2793534.60   | 0.14%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19100774.60  | 0.99%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO              | Korea Hydro & Nuclear Power Co Ltd                                                 | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   2800000 | PA      | $2465940.90   | 0.13%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10860000 | PA      | $10800609.38  | 0.56%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10131023.40  | 0.52%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                       | CUSIP: 36257HAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8701776.00   | 0.45%             | 2052-07-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS.                                                                 | CUSIP: 50048MCW8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  10000000 | PA      | $8965519.30   | 0.46%             | 2025-09-11      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity                    | Centex Home Equity                                                                 | CUSIP: 152314JV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47557 | PA      | $45215.51     | 0.00%             | 2034-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48208260 | PA      | $47184072.14  | 2.44%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17320DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1387676.78   | 0.07%             | 2046-04-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10YR NOTE (CBT)Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -200 | NC      | $-22459375.00 | -1.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceMaster Brands                  | ServiceMaster Funding LLC                                                          | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2456250 | PA      | $1967650.29   | 0.10%             | 2051-10-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                   | Nascar Holdings, Inc                                                               | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |   1351600 | PA      | $1350228.26   | 0.07%             | 2026-10-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                  | Boston Properties LP                                                               | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2559374.74   | 0.13%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                       | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5230379 | PA      | $4993453.63   | 0.26%             | 2038-06-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Acquisition         | Bayview Financial Mortgage Pass-Through Trust                                      | CUSIP: 07325NDB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4214000 | PA      | $4159321.24   | 0.21%             | 2041-02-28      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY               | Cooperatieve Rabobank UA                                                           | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4767430.75   | 0.25%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8100000 | PA      | $7899484.50   | 0.41%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora        | Chase Mortgage Trust                                                               | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3586872 | PA      | $3139528.85   | 0.16%             | 2045-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                         | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3389047 | PA      | $3205872.39   | 0.17%             | 2060-01-25      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                | Taco Bell Funding LLC                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12711600 | PA      | $10741594.37  | 0.55%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | Credit Suisse Mortgage Capital Certificates                                        | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4106626.28   | 0.21%             | 2036-05-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust         | MTN Commercial Mortgage Trust                                                      | CUSIP: 62475WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7530000 | PA      | $7228410.70   | 0.37%             | 2039-03-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Trust                                                                        | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4119000 | PA      | $4008376.43   | 0.21%             | 2037-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC              | Magallanes, Inc                                                                    | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6537866.23   | 0.34%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| GARDNER DENVER INC                    | Gardner Denver, Inc                                                                | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |    104731 | PA      | $104033.40    | 0.01%             | 2027-03-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust         | MHC Commercial Mortgage Trust                                                      | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4809155.00   | 0.25%             | 2038-04-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                  | Republic of Paraguay Government International Bond                                 | CUSIP: 699149AA8<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1500000 | PA      | $1487640.00   | 0.08%             | 2023-01-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MILLS INC                     | General Mills, Inc                                                                 | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3784399.56   | 0.20%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Park Place Securities Inc             | Park Place Securities, Inc                                                         | CUSIP: 70069FFL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920975 | PA      | $900101.83    | 0.05%             | 2036-01-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6297910.80   | 0.33%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN              | Banco BTG Pactual S.A.                                                             | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   5000000 | PA      | $4543750.00   | 0.23%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                                | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946196.52   | 0.10%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36463512 | PA      | $36420757.21  | 1.88%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2408111.67   | 0.12%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF              | Province of British Columbia Canada                                                | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   5400000 | PA      | $4284526.59   | 0.22%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                            | MSCG Trust                                                                         | CUSIP: 55352NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6100000 | PA      | $5154563.44   | 0.27%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| STATE OF QATAR                        | Qatar Government International Bond                                                | CUSIP: 74727PAZ4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   3000000 | PA      | $2937940.11   | 0.15%             | 2024-03-14      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2        | BX Commercial Mortgage Trust                                                       | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $2986287.05   | 0.15%             | 2036-10-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                             | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    364123 | PA      | $358661.48    | 0.02%             | 2025-04-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                  | Arab Petroleum Investments Corp                                                    | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   3325000 | PA      | $3297168.89   | 0.17%             | 2023-09-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                                     | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15064154.70  | 0.78%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC                                                                               | CUSIP: 126438AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1264240.04   | 0.07%             | 2037-08-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                                  | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5921311.44   | 0.31%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                                | CUSIP: 46625HJH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1443886.30   | 0.07%             | 2023-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust        | PKHL Commercial Mortgage Trust                                                     | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1819714.00   | 0.09%             | 2038-07-15      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                   | Avantor, Inc                                                                       | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1993750.00   | 0.10%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                   | PFS Financing Corp                                                                 | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6586508.60   | 0.34%             | 2026-04-15      | Fixed         | 0.71%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                       | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4923943.30   | 0.25%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                 | SS&C Technologies, Inc                                                             | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    447891 | PA      | $441172.24    | 0.02%             | 2025-04-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                       | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67489 | PA      | $63005.65     | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE              | Hilton Worldwide Finance LLC                                                       | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1943891 | PA      | $1940130.02   | 0.10%             | 2026-06-22      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer Operating LP                                                       | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4928821.35   | 0.25%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3931421.68   | 0.20%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                  | DH Europe Finance II Sarl                                                          | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   3250000 | PA      | $3096630.75   | 0.16%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KPU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |  13302803 | PA      | $12968171.38  | 0.67%             | 2042-01-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                     | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3903212.12   | 0.20%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA               | National Bank of Canada                                                            | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2875000 | PA      | $2751675.38   | 0.14%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RESOURCES        | Massachusetts Water Resources Authority                                            | CUSIP: 576051WJ1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4609592.40   | 0.24%             | 2039-08-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta LLC                                                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9673415 | PA      | $8634413.89   | 0.45%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46640JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3843000 | PA      | $3750709.59   | 0.19%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                                      | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   4750000 | PA      | $4724984.08   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | Freeport Indonesia PT                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1152000.00   | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor        | Structured Adjustable Rate Mortgage Loan Trust                                     | CUSIP: 86359BVG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    741732 | PA      | $726159.74    | 0.04%             | 2034-07-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Issuance Trust                                                             | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1727540.80   | 0.09%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3795000 | PA      | $3877639.92   | 0.20%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust                                 | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6770000 | PA      | $6552395.28   | 0.34%             | 2047-02-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Aames Mortgage Trust                  | Aames Mortgage Trust (Step Bond)                                                   | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74614 | PA      | $71937.20     | 0.00%             | 2032-06-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                               | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4687769.50   | 0.24%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | Marathon Petroleum Corp                                                            | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3938838.48   | 0.20%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6225000 | PA      | $6100457.05   | 0.32%             | 2033-08-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $899861.40    | 0.05%             | 2047-08-10      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OPG Trust                             | OPG Trust                                                                          | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4112245 | PA      | $3824607.63   | 0.20%             | 2036-10-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4808526.20   | 0.25%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2097448.66   | 0.11%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                           | City of New York NY                                                                | CUSIP: 64966QCB4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  11755000 | PA      | $11042545.91  | 0.57%             | 2025-08-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                                | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4925414.55   | 0.25%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26232000 | PA      | $26768936.25  | 1.38%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |   1200000 | PA      | $1108566.00   | 0.06%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD              | United Overseas Bank Ltd                                                           | CUSIP: 91127KAF9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1920886.60   | 0.10%             | 2025-04-07      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR           | Prime Security Services Borrower LLC                                               | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1710087 | PA      | $1697260.99   | 0.09%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                 | Banco Santander Chile                                                              | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   2000000 | PA      | $1897214.06   | 0.10%             | 2025-01-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                            | Humana, Inc                                                                        | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3214892.14   | 0.17%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                       | NortonLifeLock, Inc                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    925000 | PA      | $906500.00    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185254 | PA      | $181272.64    | 0.01%             | 2047-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                            | CUSIP: 105756BU3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3250000 | PA      | $3250000.00   | 0.17%             | 2023-01-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust                                                | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9269091 | PA      | $9094966.33   | 0.47%             | 2041-12-25      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                  | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5000000 | PA      | $4843750.00   | 0.25%             | 2024-04-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| FCI Funding, LLC                      | FCI Funding LLC                                                                    | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2464777 | PA      | $2407166.15   | 0.12%             | 2033-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND SERVICES               | Ingersoll-Rand Services Co                                                         | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |    895000 | PA      | $889034.83    | 0.05%             | 2027-03-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA              | Horizon Therapeutics USA, Inc                                                      | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000625.00   | 0.05%             | 2026-05-22      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1781340.86   | 0.09%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)              | Banco do Brasil S.A.                                                               | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   2855000 | PA      | $2628198.80   | 0.14%             | 2026-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10yr Ultra Fut Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -170 | NC      | $-20107812.50 | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                            | AbbVie, Inc                                                                        | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4337012.45   | 0.22%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                            | Zoetis, Inc                                                                        | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059933.10   | 0.16%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP              | Sumitomo Mitsui Financial Group, Inc                                               | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4759903.30   | 0.25%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB              | Svenska Handelsbanken AB                                                           | CUSIP: 86959LAF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2100000 | PA      | $2054152.99   | 0.11%             | 2023-06-30      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC                     | CDP Financial, Inc                                                                 | CUSIP: 125094AU6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $9140502.10   | 0.47%             | 2025-06-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                              | BX TRUST                                                                           | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1392585 | PA      | $1315005.18   | 0.07%             | 2039-02-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge, Inc                                                                      | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4833930.85   | 0.25%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                          | US Foods, Inc                                                                      | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    881092 | PA      | $878505.61    | 0.05%             | 2028-11-22      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2898388.80   | 0.15%             | 2045-03-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                | Credit Suisse AG.                                                                  | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4623771.65   | 0.24%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                                | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5200000 | PA      | $4968478.63   | 0.26%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV               | Fidelity National Information Services, Inc                                        | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4731102.40   | 0.24%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA, Inc                                                                           | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9987893.00   | 0.52%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                    | CUSIP: 3617Q8L67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  17957687 | PA      | $15190596.87  | 0.78%             | 2037-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust         | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914221 | PA      | $865968.99    | 0.04%             | 2036-09-25      | Variable      | 2.63%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12593ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012000 | PA      | $926249.70    | 0.05%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                    | CUSIP: 36181R5Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  20819757 | PA      | $20563060.81  | 1.06%             | 2038-09-15      | Fixed         | 4.25%                 | 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        |    122341 | PA      | $116737.98    | 0.01%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                     | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4602558.85   | 0.24%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch         | BAMLL Commercial Mortgage Securities Trust                                         | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7136924.25   | 0.37%             | 2039-01-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD               | Reliance Industries Ltd                                                            | CUSIP: 759470AV9<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   3684210 | PA      | $3505173.16   | 0.18%             | 2026-01-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                | International Development Association                                              | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   8900000 | PA      | $8846593.50   | 0.46%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                | Skandinaviska Enskilda Banken AB                                                   | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $4846593.10   | 0.25%             | 2023-09-01      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                | Export-Import Bank of India                                                        | CUSIP: EJ5038918<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   3200000 | PA      | $3198724.06   | 0.17%             | 2023-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                          | HSBC USA, Inc                                                                      | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1218580.36   | 0.06%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                                | CUSIP: 682142AA2<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5950000 | PA      | $5752267.82   | 0.30%             | 2024-05-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                                | CUSIP: 210518DM5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3165311.22   | 0.16%             | 2023-06-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                   | Spectrum Brands, Inc                                                               | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |    985000 | PA      | $970225.00    | 0.05%             | 2028-03-03      | Variable      | 6.42%                 | 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        |  10835000 | PA      | $9011274.47   | 0.47%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                     | CUSIP: 36192CAL9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   4290676 | PA      | $4282354.69   | 0.22%             | 2046-02-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                     | American Builders & Contractors Supply Co, Inc                                     | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    677250 | PA      | $672776.76    | 0.03%             | 2027-01-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                                | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $683732.60    | 0.04%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2511347.40   | 0.13%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                  | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2649724.68   | 0.14%             | 2027-03-17      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DENSO CORP                            | Denso Corp                                                                         | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2725000 | PA      | $2367605.60   | 0.12%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                             | Prosus NV                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2681870.49   | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| PERKINELMER INC                       | PerkinElmer, Inc                                                                   | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4843313.35   | 0.25%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| Capital Automotive Reit               | Capital Automotive REIT                                                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2111916 | PA      | $1811956.41   | 0.09%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC Trust                                                                         | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2322965 | PA      | $2107629.40   | 0.11%             | 2065-05-25      | Fixed         | 1.41%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17322VAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $946457.42    | 0.05%             | 2047-07-10      | Fixed         | 3.86%                 | 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        |   2000000 | PA      | $1595358.20   | 0.08%             | 2050-03-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global, Inc                                                                  | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   1765648 | PA      | $1754815.64   | 0.09%             | 2026-07-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13365000 | PA      | $11754227.48  | 0.61%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2271000 | PA      | $2256451.41   | 0.12%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group, Inc                                                | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4825609.65   | 0.25%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4810182.10   | 0.25%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                | Energizer Holdings, Inc                                                            | CUSIP: N/A<br>LEI: 5493000D6NN0V57UME20       | Long             | LON              | CORP              | US        |   2407782 | PA      | $2368655.49   | 0.12%             | 2027-12-22      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                           | Lennar Corp                                                                        | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1448074.72   | 0.07%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24341797.00  | 1.26%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                        | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   3000000 | PA      | $2663707.59   | 0.14%             | 2026-05-18      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association (GNMA)                                    | CUSIP: 3617X46C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   7153694 | PA      | $6374890.43   | 0.33%             | 2031-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                 | Svensk Exportkredit AB                                                             | CUSIP: 00254EMX7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1540000 | PA      | $1495823.42   | 0.08%             | 2023-12-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                  | FLUTTER FINANCING BV                                                               | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   2992500 | PA      | $2983776.86   | 0.15%             | 2028-07-22      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H        | Asset Backed Securities Corp Home Equity Loan Trust                                | CUSIP: 04541GCG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994478 | PA      | $977099.85    | 0.05%             | 2032-03-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2403837.50   | 0.12%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                        | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34100000 | PA      | $33070339.93  | 1.71%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8170998 | PA      | $6659980.39   | 0.34%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                       | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390073 | PA      | $1310241.97   | 0.07%             | 2038-10-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG.                                                                  | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2950000 | PA      | $2758373.78   | 0.14%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KIA CORP                              | Kia Corp                                                                           | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1335000 | PA      | $1238529.46   | 0.06%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust                                                       | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949601.20    | 0.05%             | 2039-01-17      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT               | Montefiore Medical Center                                                          | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1825282.26   | 0.09%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander S.A.                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $4814694.90   | 0.25%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                        | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4633221.50   | 0.24%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                    | Centex Home Equity                                                                 | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1205 | PA      | $1177.50      | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| KIA CORP                              | Kia Corp                                                                           | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   2150000 | PA      | $2023685.18   | 0.10%             | 2024-04-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                     | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2629351.20   | 0.14%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                       | CUSIP: 36248GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646485 | PA      | $1618263.75   | 0.08%             | 2046-11-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co         | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914150 | PA      | $1771166.30   | 0.09%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                    | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   6800000 | PA      | $6396521.59   | 0.33%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2274576.50   | 0.12%             | 2047-11-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L              | Outfront Media Capital LLC                                                         | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1290299 | PA      | $1246350.94   | 0.06%             | 2026-11-18      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS.                                                                 | CUSIP: 50048MCQ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1560000 | PA      | $1524377.07   | 0.08%             | 2024-02-05      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1413687.15   | 0.07%             | 2047-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                                | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    347500 | PA      | $335811.70    | 0.02%             | 2025-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS                                                                              | CUSIP: 92937UAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $976868.10    | 0.05%             | 2045-05-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust                                                         | CUSIP: 92538LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1552193 | PA      | $1413719.91   | 0.07%             | 2065-05-25      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                          | SK Hynix, Inc                                                                      | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $2599820.73   | 0.13%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2327994.50   | 0.12%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX Trust                                                                          | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    786492 | PA      | $743241.87    | 0.04%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                        | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4660505.70   | 0.24%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL               | Jazz Financing Lux Sarl                                                            | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   2237345 | PA      | $2221090.29   | 0.11%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                   | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1358369 | PA      | $1288412.80   | 0.07%             | 2025-07-17      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                 | AvalonBay Communities, Inc                                                         | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1410978.56   | 0.07%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust         | MHC Commercial Mortgage Trust                                                      | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3885129.60   | 0.20%             | 2038-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | Capital One Bank USA NA                                                            | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3993003.04   | 0.21%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                   | Prestige Brands, Inc                                                               | CUSIP: 74112CAT0<br>LEI: 549300JBVP4J6D42I235 | Long             | LON              | CORP              | US        |   1000000 | PA      | $998595.00    | 0.05%             | 2028-07-03      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4724484 | PA      | $4606148.67   | 0.24%             | 2038-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                               | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10000000 | PA      | $8065287.20   | 0.42%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                                     | CUSIP: 36192CAQ8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2598000 | PA      | $2389039.22   | 0.12%             | 2046-02-10      | Variable      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA              | Development Bank of Kazakhstan JSC                                                 | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   1775000 | PA      | $1771895.92   | 0.09%             | 2025-05-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                     | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2791008.09   | 0.14%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                     | Atmos Energy Corp                                                                  | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977931.37   | 0.15%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1367093 | PA      | $1309368.30   | 0.07%             | 2046-02-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust                                                       | CUSIP: 36257HBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4834277.00   | 0.25%             | 2052-07-10      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                                 | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219122 | PA      | $214572.49    | 0.01%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group, Inc                                                | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4964348.45   | 0.26%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                               | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7363005.52   | 0.38%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                           | NVIDIA Corp                                                                        | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4717713.15   | 0.24%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                                      | CUSIP: 471068AN6<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   6650000 | PA      | $6560291.50   | 0.34%             | 2023-09-27      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2        | BX Commercial Mortgage Trust                                                       | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4675000 | PA      | $4506033.35   | 0.23%             | 2036-10-15      | Variable      | 2.11%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                                | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13592908.00  | 0.70%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                    | Morocco Government International Bond                                              | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   3000000 | PA      | $2607458.88   | 0.13%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                                | CUSIP: 12592GBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1908549.40   | 0.10%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                       | DAE Funding LLC                                                                    | CUSIP: 23371DAF1<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2334550.00   | 0.12%             | 2025-03-20      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program LLC                                                 | CUSIP: 83405DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68757 | PA      | $67482.18     | 0.00%             | 2040-07-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC              | Ontario Teachers' Finance Trust                                                    | CUSIP: 68329AAC2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4737013.95   | 0.24%             | 2024-09-12      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3703066.56   | 0.19%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC              | Caisse d'Amortissement de la Dette Sociale                                         | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $4480100.00   | 0.23%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC            | Avis Budget Car Rental LLC                                                         | CUSIP: 05377JAS1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1470148.07   | 0.08%             | 2029-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT  CORP                       | Open Text Corp                                                                     | CUSIP: 68371YAJ2<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1848021 | PA      | $1812604.16   | 0.09%             | 2025-05-30      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2123195.50   | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Irvine Core Office Trust              | Irvine Core Office Trust                                                           | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988645.50    | 0.05%             | 2048-05-15      | Variable      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |   1045000 | PA      | $944575.23    | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | 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        |     55677 | PA      | $0.56         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| PRINCIPAL LFE GLB FND II              | Principal Life Global Funding II                                                   | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2201686.78   | 0.11%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13804010 | PA      | $13358616.99  | 0.69%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $455195.85    | 0.02%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                       | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4725000 | PA      | $4594335.89   | 0.24%             | 2024-07-30      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4375502.13   | 0.23%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA, Inc                                                                         | CUSIP: 44969CBH2<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1389098 | PA      | $1387944.56   | 0.07%             | 2025-01-17      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                   | MRCD Mortgage Trust                                                                | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2231796.75   | 0.12%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TIAA-CREF Funds

**Signature:** E. Scott Wickerham

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

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