# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035932
**Filing Date:** 2023-2
**Character Count:** 1251702
**Document Hash:** 2de887019adc277a3ea91ab34ef6d7c9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035932.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035932

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657637

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST T. ROWE PRICE ASSET ALLOCATION PORTFOLIO (Series ID: S000002011)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000005221 | AST T. ROWE PRICE ASSET ALLOCATION PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST T. Rowe Price Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000002011

- **c. LEI of Series:** NIH5RGEL360XWT6L0U60

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14406513736.61

**Total Liabilities:** $1153641049.39

**Net Assets:** $13252872687.22

**Stand-by Commitments:** $260501935.62

**Cash Not Reported:** $68939254.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005221 | 4.06%                | 5.93%                | -3.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-268588506.99           | $701140755.07                              |
| Month 2  | $-30617011.33            | $686213827.25                              |
| Month 3  | $-23456633.04            | $-390157972.44                             |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2858155 | PA      | $2426796.64    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                     | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1515000 | PA      | $537635.63     | 0.00%             | 2034-04-07      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                     | Suzuki Motor Corp                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     197200 | NS      | $6315793.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                         | Goodman Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     131174 | NS      | $1542652.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                       | SBA Tower Trust                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1295960.88    | 0.01%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                               | Largan Precision Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      45000 | NS      | $2974473.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                | Dr Ing hc F Porsche AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      95088 | NS      | $9595667.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HLPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10007 | PA      | $9378.14       | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                              | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $3934870.26    | 0.03%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Penumbra Inc                                          | Penumbra Inc                                                                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      18978 | NS      | $4221845.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     306783 | PA      | $304387.82     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                  | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388000 | PA      | $364648.65     | 0.00%             | 2031-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                        | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      52551 | NS      | $7655104.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                   | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      46389 | NS      | $23796165.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18245 | PA      | $14985.12      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2021-INV3 Trust                                                              | CUSIP: 67117JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1437292 | PA      | $1098011.66    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                            | Kojamo Oyj                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      65572 | NS      | $969745.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                           | Polyus PJSC                                                                      | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |       4693 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Safran SA                                             | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      75182 | NS      | $9416846.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-2                                                | CUSIP: 92538FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     544611 | PA      | $444026.82     | 0.00%             | 2066-02-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                              | Industrias Penoles SAB de CV                                                     | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     260000 | PA      | $214305.00     | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                   | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     114200 | NS      | $4829856.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     178936 | PA      | $166019.63     | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1776734.31    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EG6X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8240 | PA      | $8593.92       | 0.00%             | 2039-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2690 | PA      | $2665.32       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     477798 | PA      | $412455.83     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1208628.88    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Granite Real Estate Investment                        | Granite Real Estate Investment Trust                                             | CUSIP: 387437114<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               | CORP              | CA        |      15541 | NS      | $792889.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WKA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1425 | PA      | $1273.31       | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                          | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     126242 | NS      | $10353106.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment C                        | Wharf Real Estate Investment Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |     211000 | NS      | $1228893.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties                         | Canadian Apartment Properties REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      27059 | NS      | $852938.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                  | Summit Materials Inc                                                             | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      32455 | NS      | $921397.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KNBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1155906 | PA      | $1015234.24    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                              | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20744.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                              | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3310000 | PA      | $3015741.00    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193NX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18767 | PA      | $17492.01      | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                              | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     983000 | PA      | $938740.32     | 0.01%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19371 | PA      | $20034.93      | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2170000 | PA      | $2094456.88    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                           | Enovis Corp                                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      13079 | NS      | $699988.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                    | Liberty Global PLC                                                               | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     108321 | NS      | $2104677.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      41577 | NS      | $880600.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2057 | PA      | $2086.47       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $779150.00     | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29921 | PA      | $28008.05      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                              | C&W Senior Financing DAC                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    1550000 | PA      | $1435493.75    | 0.01%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ferguson PLC                                          | Ferguson PLC                                                                     | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | GB        |      23371 | NS      | $2967415.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                          | Select Medical Holdings Corp                                                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     143191 | NS      | $3555432.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PCL/HK                                   | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1750000 | PA      | $1458843.75    | 0.01%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     160000 | PA      | $161208.98     | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4635380 | PA      | $147184.46     | 0.00%             | 2062-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                                         | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85860 | PA      | $78634.18      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coupa Software Inc                                    | Coupa Software Inc                                                               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      19250 | NS      | $1524022.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ALBANIA                                   | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    1990000 | PA      | $1724526.39    | 0.01%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    2300000 | PA      | $2257306.25    | 0.02%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2015011 | PA      | $1809188.91    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                    | POSCO Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      13445 | NS      | $2942464.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2586000 | PA      | $2256856.20    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Waste Connections Inc                                 | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      89025 | NS      | $11801154.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     653000 | PA      | $615264.25     | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Mitsubishi HC Capital Inc                             | Mitsubishi HC Capital Inc                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     891700 | NS      | $4385871.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2330000 | PA      | $1913242.22    | 0.01%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2135 | PA      | $1991.89       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16717 | PA      | $16071.91      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8704 | PA      | $9046.91       | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10406 | PA      | $10626.83      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                       | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     575176 | NS      | $10737159.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WFA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13558 | PA      | $13239.37      | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                              | Svenska Cellulosa AB SCA                                                         | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      51661 | NS      | $654269.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     700000 | PA      | $576832.05     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| EMIRATES NBD BANK PJSC                                | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    1700000 | PA      | $1672162.50    | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172404 | PA      | $172067.28     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1224123.58    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                                | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     435000 | PA      | $419885.42     | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CATALENT PHARMA SOLUTION                              | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1373076.95    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138NWAN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5436 | PA      | $4946.00       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QDGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408222 | PA      | $2162479.62    | 0.02%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                             | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      52292 | NS      | $3286029.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88467 | PA      | $79394.46      | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                    | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2241923.91    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American International Group I                        | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     330740 | NS      | $20915997.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12691 | PA      | $12960.29      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELLL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19942 | PA      | $18644.83      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126184 | PA      | $116581.16     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     515000 | PA      | $483677.60     | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2405 | PA      | $2306.66       | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6562.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                              | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1200000 | PA      | $1116975.00    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Saia Inc                                              | Saia Inc                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      39869 | NS      | $8359731.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124538 | PA      | $130017.24     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74510 | PA      | $71993.91      | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1281 | PA      | $1287.56       | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                   | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    2530000 | PA      | $2409993.74    | 0.02%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2345679 | PA      | $2096031.67    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                            | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     288701 | NS      | $18699163.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                              | SLM Corp                                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68962 | NS      | $1144769.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                                   | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $4040184.77    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                            | FedEx Corp                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1207558.62    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35195000 | PA      | $35078928.65   | 0.26%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                 | Palmer Square CLO 2021-2 Ltd                                                     | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1465000 | PA      | $1429954.56    | 0.01%             | 2034-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                           | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      61388 | NS      | $1424201.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2461023 | PA      | $2116281.72    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $2058618.09    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                              | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1580285.65    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     582477 | PA      | $574504.76     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                              | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83984.49      | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                              | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1741815.13    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166147 | PA      | $159564.49     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                | Export-Import Bank of India                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    2400000 | PA      | $1893888.00    | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1520000 | PA      | $1258560.00    | 0.01%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     425000 | PA      | $379839.83     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                             | Minerals Technologies Inc                                                        | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      43441 | NS      | $2637737.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47044 | PA      | $45185.61      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                                 | TransJamaican Highway Ltd                                                        | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |     442867 | PA      | $354376.66     | 0.00%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1211269 | PA      | $1028307.39    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     530000 | PA      | $490680.80     | 0.00%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                         | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $519498.00     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                      | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     701000 | PA      | $560580.12     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12607 | PA      | $12366.80      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                            | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     618915 | PA      | $566621.77     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                      | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2050067.11    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                        | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2552.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Pharmaceuticals Inc                            | Rocket Pharmaceuticals Inc                                                       | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      50479 | NS      | $987874.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12073 | PA      | $12329.51      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                         | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70532 | NS      | $1712516.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2018810.23    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        773 | PA      | $771.91        | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42167 | PA      | $40435.60      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                    | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    4410000 | PA      | $4416339.38    | 0.03%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9539 | PA      | $9142.93       | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                      | NTT Finance Corp                                                                 | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     285000 | PA      | $227429.46     | 0.00%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QEPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     458251 | PA      | $403970.59     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                        | Hyundai Auto Receivables Trust 2019-B                                            | CUSIP: 44891JAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     825000 | PA      | $801026.16     | 0.01%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                  | Woodside Finance Ltd                                                             | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    2135000 | PA      | $2046569.79    | 0.02%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                          | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      51261 | NS      | $6410700.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     836000 | PA      | $752854.77     | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HLNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63493 | PA      | $59500.66      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     941098 | PA      | $903815.59     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                            | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      62187 | NS      | $2801524.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                       | Bancorp Inc/The                                                                  | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25576 | NS      | $725846.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                       | MVW Owner Trust 2017-1                                                           | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     436242 | PA      | $426305.82     | 0.00%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                         | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      90639 | NS      | $11453144.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                                   | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3273005.65    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| American Electric Power Co Inc                        | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      34435 | NS      | $3269603.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                      | CME E-MINI RUSSELL 2000 INDEX                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        798 | NC      | $-2069056.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                       | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     274793 | NS      | $38471020.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15415 | PA      | $14773.97      | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First BanCorp/Puerto Rico                             | First BanCorp/Puerto Rico                                                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     151176 | NS      | $1922958.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        625 | PA      | $615.89        | 0.00%             | 2037-08-01      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                    | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       3591 | NS      | $743588.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICIDAD DE CARACAS                               | CA La Electricidad de Caracas                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     900000 | PA      | $11981.25      | 0.00%             | 2018-04-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49305 | PA      | $44237.30      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    6600000 | PA      | $280500.00     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     313372 | NS      | $55357163.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                         | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $528991.50     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                | Otsuka Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     233500 | NS      | $7615074.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2633000 | PA      | $2354066.56    | 0.02%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     749000 | PA      | $704346.25     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                      | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $566.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                             | Hess Corp                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     109828 | NS      | $15575806.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78122 | PA      | $70112.09      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     495109 | NS      | $54610522.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     430000 | PA      | $417846.29     | 0.00%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                       | Danske Bank A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1405000 | PA      | $1306696.79    | 0.01%             | 2024-06-22      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Allegiant Travel Co                                   | Allegiant Travel Co                                                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      21860 | NS      | $1486261.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CASCADES INC/USA INC                                  | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2075000 | PA      | $1820812.50    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                | Emirate of Dubai Government International Bonds                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     295000 | PA      | $209597.50     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132ACS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     593500 | PA      | $548160.45     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1764000 | PA      | $1438981.25    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981847 | PA      | $975019.29     | 0.01%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                               | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     609290 | PA      | $114772.41     | 0.00%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                    | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      31770 | NS      | $776776.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                  | Chart Industries Inc                                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       7808 | NS      | $899715.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IAA INC                                               | IAA Inc                                                                          | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1088452.18    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     770000 | PA      | $659822.01     | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $654437.19     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184126.00     | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                              | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    1224200 | NS      | $12130524.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1269371.79    | 0.01%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     760000 | PA      | $668001.63     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     241397 | PA      | $198197.43     | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1293534 | PA      | $46893.46      | 0.00%             | 2050-12-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                    | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      17429 | NS      | $4182262.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                               | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     285120 | NS      | $23739091.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SRILANKAN AIRLINES LTD                                | SriLankan Airlines Ltd                                                           | CUSIP: 000000000<br>LEI: 25490011MNMX2MRPJ572 | Long             | DBT              | CORP              | LK        |    1120000 | PA      | $480410.00     | 0.00%             | 2024-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                           | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2433791.29    | 0.02%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     235000 | PA      | $229479.90     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                        | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1218129.19    | 0.01%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                              | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 456829AB6<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $532131.25     | 0.00%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                              | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2900202.89    | 0.02%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35897 | PA      | $33490.71      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                 | HUB International Ltd                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1712916.99    | 0.01%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                              | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     542000 | PA      | $532122.79     | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shoals Technologies Group Inc                         | Shoals Technologies Group Inc                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      78653 | NS      | $1940369.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1023 | PA      | $1027.02       | 0.00%             | 2046-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                       | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      44184 | NS      | $24091419.26   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193SW47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4624 | PA      | $4311.01       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                         | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     745368 | NS      | $23089223.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AUWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3406 | PA      | $3384.07       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29904 | PA      | $30024.57      | 0.00%             | 2040-12-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                         | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     765000 | PA      | $735155.36     | 0.01%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Mondi PLC                                             | Mondi PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |      13598 | NS      | $229954.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156701 | PA      | $142595.73     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc                              | KAR Auction Services Inc                                                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     126922 | NS      | $1656332.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prologis Inc                                          | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     222895 | NS      | $25126953.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2410203 | PA      | $2046431.34    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1850000 | PA      | $1449706.25    | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                 | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $614348.62     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                         | KION Group AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     166929 | NS      | $4754402.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     922693 | NS      | $25702110.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                             | Epiroc AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     111768 | NS      | $2035195.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc                         | Papa John's International Inc                                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      14251 | NS      | $1172999.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                           | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1555000 | PA      | $1368419.59    | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                          | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     126021 | NS      | $8038879.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     450000 | PA      | $382401.05     | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                   | WSFS Financial Corp                                                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      60557 | NS      | $2745654.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70026 | PA      | $68154.93      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3797000 | PA      | $3106420.44    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                                     | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     585000 | PA      | $367134.38     | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Instruments Corp                             | National Instruments Corp                                                        | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      68538 | NS      | $2529052.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAY OAK PIPELINE LLC                                 | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     207000 | PA      | $182817.77     | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W4CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45647 | PA      | $41534.80      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     351136 | NS      | $47087337.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     951203 | PA      | $823636.31     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                             | Amcor PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |     513584 | NS      | $6158488.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24945 | PA      | $24786.03      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                   | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    2325000 | PA      | $2014836.11    | 0.02%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75661 | PA      | $67906.44      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                            | ACADIA Pharmaceuticals Inc                                                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      71210 | NS      | $1133663.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12318.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                        | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2262 | NS      | $228552.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152478 | PA      | $140435.88     | 0.00%             | 2050-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1513287.81    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: —       |
| HILLENBRAND INC                                       | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2090289.97    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      24814 | PA      | $24134.25      | 0.00%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QBRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68722 | PA      | $66094.31      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                              | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1314121.87    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7825000 | PA      | $7942875.10    | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     680000 | PA      | $618559.64     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Zinc Co Ltd                                     | Korea Zinc Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |        930 | NS      | $416780.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                            | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     619689 | NS      | $24415746.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23240 | PA      | $22290.46      | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                              | ASOS PLC                                                                         | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     236267 | NS      | $1450873.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| EVERI HOLDINGS INC                                    | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1038470.86    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHOBANI LLC/FINANCE CORP                              | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1236748.87    | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-2 A PTT                               | United Airlines 2019-2 Class A Pass Through Trust                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     532603 | PA      | $427118.14     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1210000 | PA      | $1092575.67    | 0.01%             | 2026-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                              | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      19653 | NS      | $1342889.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34204 | PA      | $31942.96      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                        | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      24569 | NS      | $979320.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Moncler SpA                                           | Moncler SpA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     184160 | NS      | $9785690.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                                | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     213440 | NS      | $3274169.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BankUnited Inc                                        | BankUnited Inc                                                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      91251 | NS      | $3099796.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194CTV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     222126 | PA      | $199055.98     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                        | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     690000 | PA      | $661375.17     | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| NXP Semiconductors NV                                 | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      87210 | NS      | $13781796.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     981876 | PA      | $947392.05     | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DSF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16471 | PA      | $17085.40      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                               | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $540845.66     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A7FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34581 | PA      | $34181.35      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165035 | PA      | $154424.35     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312944TS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     230352 | PA      | $221464.76     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seacoast Banking Corp of Flori                        | Seacoast Banking Corp of Florida                                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     101321 | NS      | $3160201.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp                               | Definity Financial Corp                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     110262 | NS      | $3133590.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GTCR AP FINANCE INC                                   | GTCR AP Finance Inc                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3216416.12    | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| NTT Data Corp                                         | NTT Data Corp                                                                    | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |    1032700 | NS      | $15049264.10   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1355832 | PA      | $1264429.54    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                           | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $348805.13     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     788000 | PA      | $785537.50     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31319 | PA      | $31842.90      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                               | Sea Ltd                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     545000 | PA      | $399212.50     | 0.00%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    5195000 | PA      | $220787.50     | 0.00%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36184Q2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26368 | PA      | $24596.40      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.47         | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2315602.79    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ALBION FINANCING 2SARL                                | Albion Financing 2SARL                                                           | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    1800000 | PA      | $1521000.00    | 0.01%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3936000 | PA      | $3004379.38    | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1539303 | PA      | $1368421.96    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                        | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     133474 | NS      | $48830128.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      31627 | NS      | $1536755.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TK ELEVATOR US NEWCO INC                              | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2854887.50    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23020 | PA      | $22710.76      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133BRMC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     527005 | PA      | $494351.40     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1900000 | PA      | $1815450.00    | 0.01%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260271 | PA      | $242703.54     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                 | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      18131 | NS      | $1711203.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                   | Guardant Health Inc                                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      36327 | NS      | $988094.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                      | RealReal Inc/The                                                                 | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     429022 | NS      | $536277.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kering SA                                             | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      18607 | NS      | $9469621.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8867 | PA      | $8353.81       | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                          | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2950000 | PA      | $2052646.88    | 0.02%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1251505 | PA      | $1021634.99    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1335017 | PA      | $1218708.77    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                              | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1349233.36    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Stoneridge Inc                                        | Stoneridge Inc                                                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      67233 | NS      | $1449543.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MBXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        548 | PA      | $551.54        | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adriatic Metals PLC                                   | Adriatic Metals PLC                                                              | CUSIP: 000000000<br>LEI: 549300OHAH2GL1DP0L61 | Long             | EC               | CORP              | GB        |     240640 | NS      | $513652.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2279684.64    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                          | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1752201.28    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106396 | PA      | $99683.51      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ATF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7312 | PA      | $6890.09       | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     570000 | PA      | $490564.42     | 0.00%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                               | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2865000 | PA      | $1813545.00    | 0.01%             | 2025-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $370503.52     | 0.00%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                      | Pure Storage Inc                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     173903 | NS      | $4653644.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1492519 | PA      | $1292359.77    | 0.01%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                  | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      49083 | NS      | $2850740.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163347 | PA      | $145463.47     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                               | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     525000 | PA      | $435684.38     | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    1199881 | NS      | $12080395.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2075000 | PA      | $1997355.54    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                              | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2846340.41    | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418BBF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9760 | PA      | $9195.45       | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1673755 | PA      | $1417926.66    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                      | Zillow Group Inc                                                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      12058 | NS      | $388388.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DBS Group Holdings Ltd                                | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     303562 | NS      | $7683641.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                 | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1100000 | PA      | $893612.50     | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2183980.70    | 0.02%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Monro Inc                                             | Monro Inc                                                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44949 | NS      | $2031694.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4250000 | PA      | $2791187.50    | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2752787 | PA      | $2643674.54    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620C0X60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14285 | PA      | $14538.73      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102319 | PA      | $91754.40      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23233 | PA      | $21728.67      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EJ4A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86232 | PA      | $85483.85      | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     355000 | PA      | $330554.95     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213770 | PA      | $221952.56     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                    | Royalty Pharma PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      47371 | NS      | $1872101.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNN47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1581 | PA      | $1481.10       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XAZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374921 | PA      | $320457.41     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1705302.49    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     400000 | PA      | $347825.00     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                      | Oryx Funding Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $759900.00     | 0.01%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1438807.56    | 0.01%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      37800 | NS      | $1749006.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3629279 | PA      | $3082263.62    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1295693 | PA      | $1178619.64    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259440 | PA      | $250333.50     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WEQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51109 | PA      | $45974.17      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                             | Tokio Marine Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     799900 | NS      | $17087778.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                      | Vail Resorts Inc                                                                 | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     660000 | PA      | $661291.83     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SC GAMES HOLDIN/US FINCO                              | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1207502.74    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6635 | PA      | $6847.91       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2705314 | PA      | $2306406.15    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                                                 | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     187138 | NS      | $11617527.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Terreno Realty Corp                                   | Terreno Realty Corp                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110700 | NS      | $6295509.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     708490 | PA      | $604267.99     | 0.00%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $41.34         | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                              | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     335000 | PA      | $323362.21     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71959 | PA      | $68779.85      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                    | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     218581 | NS      | $8459084.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | CDS CDX.EM.38.V1                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-14506816.86  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1028676.78    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| TEVA PHARMACEUTICALS NE                               | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     935000 | PA      | $901106.25     | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $3771509.65    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        807 | PA      | $790.52        | 0.00%             | 2035-12-01      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2196303.85    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194530 | PA      | $159530.41     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252646 | PA      | $223553.21     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XF2R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4906256 | PA      | $4489140.87    | 0.03%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42551 | PA      | $39761.30      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33805 | PA      | $30330.94      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     535929 | PA      | $479580.52     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416B6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14484 | PA      | $14840.54      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                             | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     992805 | NS      | $16143009.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                              | Aretec Escrow Issuer Inc                                                         | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3450896.23    | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53767 | PA      | $52693.85      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                              | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3539195.85    | 0.03%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     303260 | PA      | $257549.93     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1101504.05    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                              | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1464955.16    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143243 | PA      | $125780.14     | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                     | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     158798 | NS      | $20567516.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133ALJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13760 | PA      | $11234.99      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $452862.47     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Patterson Cos Inc                                     | Patterson Cos Inc                                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      23398 | NS      | $655845.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4015 | PA      | $4175.12       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                       | Danske Bank A/S                                                                  | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       5000 | PA      | $4933.39       | 0.00%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                  | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1667770.25    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: —       |
| Epiroc AB                                             | Epiroc AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      65139 | NS      | $1047904.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                               | TK Elevator Holdco GmbH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     970000 | PA      | $780850.00     | 0.01%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Chipotle Mexican Grill Inc                            | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9599 | NS      | $13318516.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| IVORY COAST                                           | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3070000 | PA      | $2310255.89    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3587000 | PA      | $3340985.46    | 0.03%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                    | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      21776 | NS      | $7739625.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FJ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4471 | PA      | $4397.00       | 0.00%             | 2025-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $789480.54     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Hongkong Land Holdings Ltd                            | Hongkong Land Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |     304500 | NS      | $1400948.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157155 | PA      | $150925.99     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40007 | PA      | $41972.71      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2016-C                                          | CUSIP: 78449KAB6<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |     161364 | PA      | $153663.79     | 0.00%             | 2034-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Munich Re                                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      76852 | NS      | $24859376.03   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                             | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      91029 | NS      | $2566181.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1413442.74    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                     | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     865000 | PA      | $814454.94     | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                              | Rogers Communications Inc                                                        | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $328638.24     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1281956.16    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2468000 | PA      | $2141761.25    | 0.02%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3167962.55    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                    | Teladoc Health Inc                                                               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      21034 | NS      | $497454.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit AeroSystems Holdings In                        | Spirit AeroSystems Holdings Inc                                                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70155 | NS      | $2076588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                           | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     245000 | PA      | $184117.50     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109369 | PA      | $113051.71     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                      | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58163 | NS      | $4494836.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                                         | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     715000 | PA      | $600094.57     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                     | Flowers Foods Inc                                                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      58625 | NS      | $1684882.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418RGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172163 | PA      | $170175.74     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tokyu REIT Inc                                        | Tokyu REIT Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        310 | NS      | $488433.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                 | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      26105 | NS      | $878955.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                               | Darling Ingredients Inc                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     107891 | NS      | $6752897.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                        | PennyMac Mortgage Investment Trust                                               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     151062 | NS      | $1871658.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QATAR ENERGY TRADING LLC                              | QatarEnergy Trading LLC                                                          | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1700000 | PA      | $1402818.75    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                         | Rio Tinto Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      95775 | NS      | $7559098.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        914 | PA      | $893.58        | 0.00%             | 2035-12-01      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209029 | PA      | $198032.71     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241091 | PA      | $204285.69     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140792 | PA      | $140516.83     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140LQBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31835 | PA      | $26157.47      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                       | Fannie Mae Interest Strip                                                        | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        477 | PA      | $89.02         | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7TB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2786 | PA      | $2764.86       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                              | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $560235.46     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                              | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $342000.00     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     676788 | PA      | $602632.26     | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5109 | PA      | $4898.65       | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     288000 | PA      | $261684.00     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                    | Perseus Mining Ltd                                                               | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    2398792 | NS      | $3451779.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1617957 | PA      | $1499281.33    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                           | OCP CLO 2014-7 Ltd                                                               | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |    1491585 | PA      | $1476142.51    | 0.01%             | 2029-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     665000 | PA      | $658274.19     | 0.00%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                    | Essex Portfolio LP                                                               | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1044540.89    | 0.01%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2430000 | PA      | $2205225.00    | 0.02%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark                                               | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      30424 | NS      | $1257728.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                     | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     330000 | PA      | $316913.42     | 0.00%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     137767 | NS      | $73041308.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                        | Colorado Health Facilities Authority                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    2495000 | PA      | $2021553.42    | 0.02%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                 | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    1036000 | PA      | $942873.96     | 0.01%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                    | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    1513000 | PA      | $1165176.43    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                   | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3580742.19    | 0.03%             | 2026-10-15      | Floating      | 10.16%                | No            |                  2 | On Loan: —       |
| AES ANDES SA                                          | AES Andes SA                                                                     | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    2950000 | PA      | $2791068.75    | 0.02%             | 2079-03-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                  | Big Yellow Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |      45501 | NS      | $630250.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAG3<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1600000 | PA      | $1303800.00    | 0.01%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1358380 | PA      | $1144762.55    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6553 | PA      | $5755.18       | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/Th                        | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      16886 | NS      | $2281805.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Matthey PLC                                   | Johnson Matthey PLC                                                              | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     324072 | NS      | $8282368.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                            | Apple Hospitality REIT Inc                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     144362 | NS      | $2278032.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                  | Stroeer SE & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      80454 | NS      | $3743188.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88778 | PA      | $82993.02      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                   | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       6441 | NS      | $917842.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2600 | PA      | $2714.53       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                          | Impala Platinum Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      25498 | NS      | $320430.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140JWBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19153 | PA      | $18408.90      | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385XBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2155 | PA      | $2219.88       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54581 | PA      | $50978.67      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     644000 | PA      | $581589.96     | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1822821 | PA      | $1578363.52    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                             | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      37026 | NS      | $17701291.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAA0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |    1065000 | PA      | $1042098.77    | 0.01%             | 2035-07-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1148134.26    | 0.01%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HIGHTOWER HOLDING LLC                                 | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1142625.54    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3700000 | PA      | $175314.00     | 0.00%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                 | Southwest Airlines Co                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     167992 | NS      | $5656290.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                                 | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3920000 | PA      | $2949400.24    | 0.02%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X42B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1497609 | PA      | $1468717.31    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                               | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     980000 | PA      | $1007048.00    | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Toromont Industries Ltd                               | Toromont Industries Ltd                                                          | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      34259 | NS      | $2472265.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5356 | PA      | $5233.87       | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $286.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     777848 | PA      | $721508.75     | 0.01%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                               | Warner Music Group Corp                                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39812 | NS      | $1394216.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312945R42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43826 | PA      | $42135.62      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5654000 | PA      | $4347052.34    | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1066 | PA      | $1024.44       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52772 | PA      | $54010.95      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133WJRM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114779 | PA      | $105273.56     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                               | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2715000 | PA      | $2072393.44    | 0.02%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140KLQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257611 | PA      | $226736.93     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1524320 | PA      | $1386139.03    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $712954.89     | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Steven Madden Ltd                                     | Steven Madden Ltd                                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      46811 | NS      | $1496079.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35284 | PA      | $36530.15      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $903325.98     | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36296YEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17080 | PA      | $16971.17      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1075 | PA      | $1110.77       | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     885000 | PA      | $812681.49     | 0.01%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                           | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $827095.07     | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58323 | PA      | $56516.43      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                    | Long Gilt                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -100 | NC      | $634955.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5226036.47    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1716 | PA      | $1774.16       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                       | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     139179 | NS      | $11078648.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                   | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1378942.48    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ATHENAHEALTH GROUP INC                                | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2500298.08    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2132 | PA      | $2207.59       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620ARH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4654 | PA      | $4747.42       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     699712 | PA      | $608360.83     | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                    | Weir Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     200051 | NS      | $4023913.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesdome Gold Mines Ltd                                | Wesdome Gold Mines Ltd                                                           | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     518853 | NS      | $2866337.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                          | Graphic Packaging Holding Co                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     148195 | NS      | $3297338.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HRGD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10725 | PA      | $9769.99       | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                              | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $540281.30     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150999 | PA      | $145909.32     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51951 | PA      | $49946.28      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2021-HP1                                     | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1659568 | PA      | $1418736.20    | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309430 | PA      | $263826.99     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    4725000 | PA      | $330750.00     | 0.00%             | 2020-12-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     540502 | PA      | $527510.85     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224165 | PA      | $209348.49     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                               | Stanley Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     232000 | NS      | $4387989.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MGE Energy Inc                                        | MGE Energy Inc                                                                   | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16868 | NS      | $1187507.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                              | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      21101 | NS      | $6570218.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31386FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         44 | PA      | $43.66         | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                       | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     381725 | NS      | $2852389.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2240000 | PA      | $1977920.00    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                              | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $420656.25     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     389667 | PA      | $319522.29     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XGK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     999901 | PA      | $846747.61     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                     | Chile Government International Bond                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     430000 | PA      | $333310.70     | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QBBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1384470 | PA      | $1296237.30    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $935809.07     | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     475000 | PA      | $489250.00     | 0.00%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                         | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $548764.15     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                  | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1732677.74    | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                          | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20635.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    1700000 | PA      | $1410787.50    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                | Pertamina Persero PT                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1225000 | PA      | $1110003.13    | 0.01%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                       | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $934763.08     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3866 | PA      | $3837.49       | 0.00%             | 2037-02-01      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WJAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54558 | PA      | $48798.69      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36196HPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5015 | PA      | $4825.24       | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DMFD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76601 | PA      | $70523.59      | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1919913 | PA      | $1848172.47    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1835000 | PA      | $1820355.60    | 0.01%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2041088 | PA      | $1821614.15    | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| GMS Inc                                               | GMS Inc                                                                          | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      40926 | NS      | $2038114.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1434079.36    | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     144700 | PA      | $128970.22     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                | Webster Financial Corp                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      73638 | NS      | $3486022.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Logistics Park                         | Mitsui Fudosan Logistics Park Inc                                                | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               | CORP              | JP        |        239 | NS      | $873662.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                              | Close Brothers Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     201856 | NS      | $2538469.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                   | Williams-Sonoma Inc                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       4750 | NS      | $545870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roku Inc                                              | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      14407 | NS      | $586364.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2330000 | PA      | $2094087.50    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2188 | PA      | $2103.67       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                          | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      54432 | NS      | $11019214.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2019-INV3                                             | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280018 | PA      | $262857.95     | 0.00%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                    | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      69612 | NS      | $4107108.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980325 | PA      | $840417.67     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337254 | PA      | $302988.23     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                  | ServiceMaster Funding LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1295659 | PA      | $1017203.94    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WDBV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47055 | PA      | $46225.42      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30755 | PA      | $31892.59      | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154649 | PA      | $132661.63     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                        | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     834368 | PA      | $728088.16     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                      | CIFC Funding 2019-V Ltd                                                          | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3940000 | PA      | $3835106.56    | 0.03%             | 2035-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     100619 | NS      | $8554627.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                   | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      28529 | NS      | $4079647.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBO COMMUNICACOES PART                              | Globo Comunicacao e Participacoes SA                                             | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    3875000 | PA      | $3231507.81    | 0.02%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38259 | PA      | $38828.52      | 0.00%             | 2040-12-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11093 | PA      | $11191.13      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33899 | PA      | $33507.04      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                   | Arista Networks Inc                                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      72635 | NS      | $8814257.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                        | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | CUSIP: 95003JAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1406180 | PA      | $1103153.64    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                   | Dave & Buster's Inc                                                              | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1962113.70    | 0.01%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| CSL FINANCE PLC                                       | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     790000 | PA      | $747899.72     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3142496.84    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CLARIV SCI HLD CORP                                   | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995000 | PA      | $846030.32     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36296XZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2514 | PA      | $2558.46       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                    | Ukraine Government International Bond                                            | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     515000 | PA      | $146710.63     | 0.00%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                           | Kyoritsu Maintenance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      14100 | NS      | $629501.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34006 | PA      | $33749.65      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                            | Signature Bank/New York NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      40199 | NS      | $4631728.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                              | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1003768.15    | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Sempra Energy                                         | Sempra Energy                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      65681 | NS      | $10150341.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60667 | PA      | $54365.61      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     585000 | PA      | $519207.36     | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                          | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     425000 | PA      | $396530.03     | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| AvalonBay Communities Inc                             | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      47943 | NS      | $7743753.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd                                 | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1772172.73    | 0.01%             | 2035-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                              | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $156804.56     | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                 | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     913000 | PA      | $718417.79     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                     | Middleby Corp/The                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      24588 | NS      | $3292333.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                             | Aptiv PLC                                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      40000 | PA      | $23814.02      | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2630011 | PA      | $2353501.57    | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                | Southwestern Energy Co                                                           | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1108169.53    | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118087 | PA      | $118898.46     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292LH81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30114 | PA      | $28956.69      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240325 | PA      | $224956.96     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36184SPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18672 | PA      | $17422.35      | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                               | Siemens Healthineers AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     263910 | NS      | $13164266.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    5410239 | PA      | $2474508.06    | 0.02%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127726 | PA      | $122187.74     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416CJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32966 | PA      | $34415.66      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88007 | PA      | $89118.38      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1027279.25    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                              | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    1475000 | PA      | $1124687.50    | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $930510.54     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     648741 | PA      | $662478.08     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                               | Recruit Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     322000 | NS      | $10079236.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2326473 | PA      | $1949722.36    | 0.01%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                          | Drive Auto Receivables Trust 2021-1                                              | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990000 | PA      | $927748.70     | 0.01%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1500000 | PA      | $1092937.50    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2340188.51    | 0.02%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                                 | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     915000 | PA      | $858203.23     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                           | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     293580 | NS      | $12691463.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695293 | PA      | $554499.93     | 0.00%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                    | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     805000 | PA      | $742102.74     | 0.01%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                               | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     112302 | NS      | $13070829.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36296Q6R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14038 | PA      | $13935.72      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                           | Kemper Corp                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      44945 | NS      | $2211294.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                         | Dime Community Bancshares Inc                                                    | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67028 | NS      | $2133501.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5600 | PA      | $5558.15       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1056355.31    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                        | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     415000 | PA      | $359493.75     | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140MRY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137916 | PA      | $132781.81     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354396 | PA      | $311154.54     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     470000 | PA      | $508057.07     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    1200000 | PA      | $84000.00      | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     548339 | NS      | $34420995.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        334 | PA      | $333.99        | 0.00%             | 2036-12-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                           | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     293378 | NS      | $26549962.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                         | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $991147.01     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4202093.75    | 0.03%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ASLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5423 | PA      | $5372.79       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable I                        | Hannon Armstrong Sustainable Infrastructure Capital Inc                          | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34852 | NS      | $1010010.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QUALCOMM Inc                                          | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     120153 | NS      | $13209620.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                              | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1533893.89    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Monolithic Power Systems Inc                          | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      18174 | NS      | $6426508.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Karuna Therapeutics Inc                               | Karuna Therapeutics Inc                                                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13492 | NS      | $2651178.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        871 | PA      | $873.35        | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                               | Equate Petrochemical BV                                                          | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190850.00     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                        | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     665164 | NS      | $9378487.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                    | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     700000 | PA      | $709975.00     | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                              | Endeavor Energy Resources LP / EER Finance Inc                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1254349.08    | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                  | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1100000 | PA      | $1004300.00    | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3539 | PA      | $3688.63       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                    | Enact Holdings Inc                                                               | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2098927.85    | 0.02%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services In                        | PennyMac Financial Services Inc                                                  | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      31672 | NS      | $1794535.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324508 | PA      | $303442.57     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1764000 | PA      | $1576109.75    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1640000 | PA      | $1425903.13    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     645000 | PA      | $611997.29     | 0.00%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    4312590 | PA      | $2743346.31    | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                      | Lenovo Group Ltd                                                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     555000 | PA      | $436646.25     | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5472 | PA      | $5273.94       | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                  | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2646801.17    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1028 | PA      | $1052.90       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                              | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1930624 | PA      | $1923571.03    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                           | Ovintiv Inc                                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30979 | NS      | $1570945.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35988 | PA      | $33581.73      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36207H2F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        276 | PA      | $276.24        | 0.00%             | 2026-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                            | Invincible Investment Corp                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |       1321 | NS      | $511876.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23215 | PA      | $23138.00      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd                                             | Bunge Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      21846 | NS      | $2179575.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28422 | PA      | $29752.44      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199313 | PA      | $195820.62     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                           | Kohl's Corp                                                                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      76025 | NS      | $1919631.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1464914.56    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3049977.81    | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W6GB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24587 | PA      | $22372.07      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                             | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      47551 | NS      | $1756533.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW 2020-1 LLC                                        | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     206730 | PA      | $188260.47     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                               | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    1544000 | PA      | $1445662.64    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                            | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      66899 | NS      | $10746655.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                           | Invesco Ltd                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     125904 | NS      | $2265012.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     425000 | PA      | $404720.58     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140KQTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13306 | PA      | $11719.20      | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                               | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     106221 | NS      | $1422299.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377539 | PA      | $322385.11     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                               | Magnolia Oil & Gas Corp                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     214249 | NS      | $5024139.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16831 | PA      | $16468.95      | 0.00%             | 2044-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                  | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      34207 | NS      | $2695169.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                           | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     890000 | PA      | $858493.63     | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                               | Midcontinent Communications / Midcontinent Finance Corp                          | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $614971.82     | 0.00%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                               | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     425000 | PA      | $246011.17     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IGM Biosciences Inc                                   | IGM Biosciences Inc                                                              | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      70074 | NS      | $1191958.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19097 | PA      | $18451.75      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45626 | PA      | $43222.66      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                       | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      16277 | NS      | $8893752.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $1283272.01    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3023900 | PA      | $2842938.48    | 0.02%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29071 | PA      | $29687.95      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1055000 | PA      | $919957.68     | 0.01%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                   | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     135226 | NS      | $14846462.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                             | FleetCor Technologies Inc                                                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     103516 | NS      | $19013818.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                             | CIM Trust 2021-INV1                                                              | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1228860 | PA      | $938781.34     | 0.01%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                           | ONE Gas Inc                                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      29555 | NS      | $2237904.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group Inc                                         | PRA Group Inc                                                                    | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      35228 | NS      | $1190001.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484807 | PA      | $478623.41     | 0.00%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                           | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      62793 | NS      | $5914615.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X7ZG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676176 | PA      | $581466.64     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                              | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $991184.88     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                    | Vodafone Group PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     766351 | NS      | $7755472.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122703 | PA      | $125475.69     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416CME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        812 | PA      | $816.13        | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                  | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1432421.79    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                                     | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     565000 | PA      | $581010.37     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| S&P Global Inc                                        | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      61567 | NS      | $20621250.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                        | California Water Service Group                                                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      34652 | NS      | $2101297.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     874000 | PA      | $848479.02     | 0.01%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256790 | PA      | $220316.00     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                     | Triumph Group Inc                                                                | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     180554 | NS      | $1899428.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                            | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     236799 | NS      | $4279333.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     620377 | PA      | $547282.63     | 0.00%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397411 | PA      | $368220.74     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                 | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      61338 | NS      | $28000797.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98140 | PA      | $91526.54      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J95F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54660 | PA      | $52421.87      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     438542 | NS      | $12586155.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                      | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     395000 | PA      | $359563.27     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                             | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1847240.99    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LSEGA FINANCING PLC                                   | LSEGA Financing PLC                                                              | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1365000 | PA      | $1128644.65    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                | Export-Import Bank of India                                                      | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1225000 | PA      | $966672.00     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                | Boston Beer Co Inc/The                                                           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       2962 | NS      | $976038.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652356 | PA      | $626917.30     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                       | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1293135.14    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620A9PT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5256 | PA      | $5217.94       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1435000 | PA      | $1244952.33    | 0.01%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $479613.52     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148675 | PA      | $155390.67     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        804 | PA      | $802.52        | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1135906.23    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                               | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1061276.58    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10954 | PA      | $11253.20      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312945ZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5524 | PA      | $5466.46       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                              | Corebridge Financial Inc                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     469205 | NS      | $9412252.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                  | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     656000 | PA      | $638895.46     | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                           | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     183639 | NS      | $7153850.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132XTHA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1796 | PA      | $1725.34       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POCONO MOUNTAINS PA INDL PARK                         | Pocono Mountains Industrial Park Authority                                       | CUSIP: 73043PAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      75000 | PA      | $65793.68      | 0.00%             | 2049-08-15      | Fixed         | 5.05%                 | 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        |      22717 | PA      | $21993.32      | 0.00%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                           | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     397685 | NS      | $58117685.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                           | CUSIP: 715638CJ9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5000000 | PA      | $1157521.56    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $2844938.52    | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                         | Exeter Automobile Receivables Trust 2022-3                                       | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1470000 | PA      | $1441467.01    | 0.01%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IAC Inc                                               | IAC Inc                                                                          | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      30332 | NS      | $1346740.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                     | NorthWestern Corp                                                                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      21595 | NS      | $1281447.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     723233 | NS      | $5394247.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        394 | PA      | $394.22        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1450000 | PA      | $1435689.81    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2045148.74    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6489 | PA      | $6115.88       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                   | LSEGA Financing PLC                                                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     480000 | PA      | $354518.78     | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                   | PGT Innovations Inc                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1796732.91    | 0.01%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74248 | PA      | $69351.93      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                          | Consorcio Transmantaro SA                                                        | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |     500000 | PA      | $454312.50     | 0.00%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                              | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15855.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                 | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9325000 | PA      | $8720623.44    | 0.07%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121111 | PA      | $120346.32     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                        | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1160000 | PA      | $1055817.50    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1070000 | PA      | $950904.85     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2165452.45    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                              | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2545270.34    | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Splunk Inc                                            | Splunk Inc                                                                       | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      20325 | NS      | $1749779.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     650000 | PA      | $388527.75     | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111425 | PA      | $110139.50     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                | Melrose Industries PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    5689446 | NS      | $9166293.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                        | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     181844 | NS      | $18038924.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                            | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     117409 | NS      | $8819764.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XBTG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30849 | PA      | $25347.89      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     910000 | PA      | $940289.50     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| PERUSAHAAN LISTRIK NEGAR                              | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $282300.00     | 0.00%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                              | OZLM VII Ltd                                                                     | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1782839 | PA      | $1760700.75    | 0.01%             | 2029-07-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138M8HN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3792 | PA      | $3574.55       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6452 | PA      | $6396.30       | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                        | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     398963 | NS      | $4863358.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $980950.80     | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                   | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     347000 | PA      | $277548.85     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                              | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1929903.28    | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                          | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1805000 | PA      | $1638236.05    | 0.01%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSL31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3532 | PA      | $3396.47       | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iovance Biotherapeutics Inc                           | Iovance Biotherapeutics Inc                                                      | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      70476 | NS      | $450341.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                      | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     295000 | PA      | $285860.12     | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mondelez International Inc                            | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     272439 | NS      | $18158059.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                  | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3814742.51    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                               | DCP Midstream Operating LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     685000 | PA      | $763832.53     | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72145 | PA      | $69283.52      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410FSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6955 | PA      | $7171.62       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                   | NuStar Logistics LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     670000 | PA      | $647231.81     | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TWILIO INC                                            | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1607837.71    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     818053 | PA      | $786860.95     | 0.01%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties In                        | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     192190 | NS      | $12415474.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                              | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     777000 | PA      | $540563.24     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                              | Wilmar International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    4244100 | NS      | $13221968.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4875 | PA      | $4972.68       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $938246.74     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                          | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      21549 | NS      | $1052022.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5707 | PA      | $5379.99       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                              | Advisor Group Holdings Inc                                                       | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     655000 | PA      | $668111.44     | 0.01%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     198000 | PA      | $166356.41     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1485000 | PA      | $1387435.50    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8595 | PA      | $7867.63       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                              | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $100049.65     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28150000 | PA      | $27733982.69   | 0.21%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5743 | PA      | $5225.39       | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2195120 | PA      | $2164763.46    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1127127 | PA      | $1073384.02    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                               | National Bank of Canada                                                          | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     238298 | NS      | $16056075.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1785 | PA      | $1851.75       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417FSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14120 | PA      | $12830.10      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193YPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5480 | PA      | $5108.92       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X3BP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20495 | PA      | $19238.22      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                  | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       4488 | NS      | $1791430.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51038 | PA      | $48886.92      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                            | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      30086 | NS      | $1533784.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                       | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      40872 | NS      | $562669.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77583 | PA      | $74681.79      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                          | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      52533 | NS      | $12843793.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                 | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2400000 | PA      | $2292000.00    | 0.02%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2492999.95    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1116944.23    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STATE STREET GLOBAL MARKETS, LLC                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-302141.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     331131 | PA      | $285107.87     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Samsonite International SA                            | Samsonite International SA                                                       | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | US        |    1928700 | NS      | $5064200.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                                  | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      66027 | NS      | $4518887.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20838 | PA      | $18759.68      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     699809 | PA      | $627099.34     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208749 | PA      | $215649.11     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                    | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    4410000 | PA      | $3483348.75    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     352400 | PA      | $309401.51     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                 | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68798 | NS      | $1267947.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holding                        | Ollie's Bargain Outlet Holdings Inc                                              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      23881 | NS      | $1118586.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA INC                                             | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1300927.20    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| AGCO Corp                                             | AGCO Corp                                                                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      23609 | NS      | $3274332.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                      | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      81055 | NS      | $6684605.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| RenaissanceRe Holdings Ltd                            | RenaissanceRe Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      81603 | NS      | $15033720.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                     | Prothena Corp PLC                                                                | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      13448 | NS      | $810242.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARDWALK PIPELINES LP                                | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     625000 | PA      | $594017.91     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                   | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1475464.82    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                              | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     592000 | PA      | $484221.36     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| VMware Inc                                            | VMware Inc                                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      17820 | NS      | $2187583.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418VT77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17975 | PA      | $17818.60      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM GROWTH/MGM FINANCE                                | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc       | CUSIP: 55303XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $658987.20     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3820000 | PA      | $3306727.88    | 0.02%             | 2038-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                     | Globe Telecom Inc                                                                | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |    2300000 | PA      | $1655712.50    | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                    | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1657900.30    | 0.01%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     750000 | PA      | $650030.54     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1450000 | PA      | $1268131.87    | 0.01%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5L34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10885 | PA      | $10683.39      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                              | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1790000 | PA      | $1596339.90    | 0.01%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                           | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      82777 | NS      | $20056039.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     710000 | PA      | $641482.91     | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31371NEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3915 | PA      | $4087.52       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                            | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      40063 | NS      | $3425386.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15838 | PA      | $14677.40      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27125000 | PA      | $22488320.31   | 0.17%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $882919.40     | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                            | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     113956 | NS      | $2276840.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                            | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2954.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                               | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     622000 | NS      | $4086381.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insteel Industries Inc                                | Insteel Industries Inc                                                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      70084 | NS      | $1928711.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 716558AH4<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1075500 | PA      | $204345.00     | 0.00%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                        | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     350026 | NS      | $38835384.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   19015000 | PA      | $903212.50     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                         | BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | CUSIP: 05493LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $649180.78     | 0.00%             | 2038-09-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1383 | PA      | $1390.71       | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                              | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1701957.61    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4908839 | PA      | $4001041.08    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                           | Cognex Corp                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      48063 | NS      | $2264247.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                              | HNI Corp                                                                         | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      93690 | NS      | $2663606.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9648 | PA      | $9547.87       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1745246.67    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| WP Carey Inc                                          | WP Carey Inc                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      25363 | NS      | $1982118.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133WJTN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1042553 | PA      | $954904.64     | 0.01%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                       | PGIM Core Ultra Short Bond Fund                                                  | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 1986125835 | NS      | $1986125835.26 | 14.99%            |  |  |  | No            |                  1 | On Loan: No      |
| PIKE CORP                                             | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     905000 | PA      | $791062.92     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| South32 Ltd                                           | South32 Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    3040727 | NS      | $8336545.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                      | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4023540.52    | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                           | Textron Inc                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      94160 | NS      | $6666528.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                             | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      20846 | NS      | $1836324.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                          | Danaher Corp                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |       1601 | NS      | $2171836.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIED UNIVERSAL                                      | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2383166.75    | 0.02%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1277 | PA      | $1277.93       | 0.00%             | 2036-03-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                  | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |      80200 | NS      | $3400509.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Karora Resources Inc                                  | Karora Resources Inc                                                             | CUSIP: 48575L206<br>LEI: 549300S6PWY0YYVHMC70 | Long             | EC               | CORP              | CA        |     542472 | NS      | $1862994.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                 | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1976746.56    | 0.01%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2197 | PA      | $2227.32       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                           | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     975000 | PA      | $963128.02     | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108408 | PA      | $101520.88     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     633343 | PA      | $536486.90     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                       | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1460405.41    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CyberAgent Inc                                        | CyberAgent Inc                                                                   | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     818400 | NS      | $7286038.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                       | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1067403.98    | 0.01%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ERNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44382 | PA      | $39785.81      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gentherm Inc                                          | Gentherm Inc                                                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      30056 | NS      | $1962356.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON IAQ LLC                                       | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     750000 | PA      | $624572.78     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454578 | PA      | $448195.73     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1070000 | PA      | $1026083.46    | 0.01%             | 2047-05-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75650 | PA      | $74994.67      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47181 | PA      | $44056.21      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     770000 | PA      | $387709.96     | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                            | Denso Corp                                                                       | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     177800 | NS      | $8719281.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                               | Nexstar Media Group Inc                                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       4497 | NS      | $787109.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138YA6A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5556 | PA      | $5184.12       | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W4S69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2990 | PA      | $2720.30       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                       | SBA Tower Trust                                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $569016.39     | 0.00%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     173158 | NS      | $11350506.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Great Wolf Trust                                      | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1215000 | PA      | $1171099.74    | 0.01%             | 2036-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13200000 | PA      | $13249500.00   | 0.10%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                            | NBN Co Ltd                                                                       | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1455000 | PA      | $1158393.74    | 0.01%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AS2S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30577 | PA      | $29448.64      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6943756 | PA      | $5838935.58    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                             | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     119000 | PA      | $132333.54     | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HashiCorp Inc                                         | HashiCorp Inc                                                                    | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |      54481 | NS      | $1489510.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CDI ESCROW ISSUER INC                                 | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3727984.47    | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1170341 | PA      | $1017745.35    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Challenger Ltd                                        | Challenger Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     830987 | NS      | $4272720.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                 | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     485000 | PA      | $378300.00     | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                               | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     940000 | PA      | $961186.60     | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2021-VINO                                           | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $240668.80     | 0.00%             | 2038-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55331 | PA      | $57282.87      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      14160 | NS      | $1318720.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage LLC                         | UWM Mortgage Trust 2021-INV2                                                     | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     973144 | PA      | $743428.67     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                  | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     121673 | NS      | $3838783.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1665 | PA      | $1674.42       | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                              | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1006889.46    | 0.01%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                         | Adaptive Biotechnologies Corp                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     200729 | NS      | $1533569.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY ESCROW II INC                                    | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1345000 | PA      | $973448.08     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193SYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5356 | PA      | $4971.35       | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electric Power Development Co                         | Electric Power Development Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |     383700 | NS      | $6093869.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1904 | PA      | $1987.75       | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9451 | PA      | $9369.40       | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                              | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     595000 | PA      | $562565.29     | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| East West Bancorp Inc                                 | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43712 | NS      | $2880620.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128FWAJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1730 | PA      | $1756.17       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1448120 | PA      | $1229561.37    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                               | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      84769 | NS      | $20118226.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3379 | PA      | $3494.17       | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                            | PSMC 2021-1 Trust                                                                | CUSIP: 693650AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2154154 | PA      | $1726435.78    | 0.01%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                     | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      17595 | NS      | $7395178.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                              | Empresa de los Ferrocarriles del Estado                                          | CUSIP: 000000000<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    1770000 | PA      | $1094413.13    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2691 | PA      | $2730.60       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $708261.25     | 0.01%             | 2051-04-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                         | HTA Group Ltd/Mauritius                                                          | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $299474.11     | 0.00%             | 2027-03-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2545000 | PA      | $1679700.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                                        | ChampionX Corp                                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      29341 | NS      | $850595.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199345 | PA      | $188756.99     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MRIYA FARMING                                         | MRIYA FARMING RECOVERY CERTIFICATES                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | UA        |    1359527 | NS      | $14553.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 31339SM44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30453 | PA      | $28037.03      | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $924698.48     | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2194708.67    | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                              | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12150000 | PA      | $2007620.80    | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                     | Chile Government International Bond                                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1450000 | PA      | $892475.00     | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stericycle Inc                                        | Stericycle Inc                                                                   | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      44193 | NS      | $2204788.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE BOGOTA SA                                    | Banco de Bogota SA                                                               | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    1900000 | PA      | $1854043.75    | 0.01%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5594 | PA      | $5271.42       | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                              | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1330000 | PA      | $1097499.38    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXTEL SAB DE CV                                       | Axtel SAB de CV                                                                  | CUSIP: 05462GAJ3<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $652400.00     | 0.00%             | 2024-11-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219028 | PA      | $203622.83     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                     | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     455000 | PA      | $321489.29     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28297 | PA      | $26605.49      | 0.00%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                              | Horizon Therapeutics Plc                                                         | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      23052 | NS      | $2623317.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                 | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    3575000 | PA      | $1073170.31    | 0.01%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                              | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4675000 | PA      | $4240225.00    | 0.03%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3246 | PA      | $3314.40       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                         | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $2957125.36    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                              | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1037265.57    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CITGO HOLDING INC                                     | Citgo Holding Inc                                                                | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     770000 | PA      | $772288.84     | 0.01%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XDG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488259 | PA      | $461233.02     | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EMTQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171783 | PA      | $177651.62     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                  | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 7706000000 | PA      | $1122675.03    | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                               | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2125000 | PA      | $1782343.75    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| TELFON CELUAR DEL PARAGU                              | Telefonica Celular del Paraguay SA                                               | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    1840000 | PA      | $1774795.00    | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1117821.55    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $765401.32     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312943MK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17765 | PA      | $17630.56      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     275000 | PA      | $189969.00     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                  | Capricorn Metals Ltd                                                             | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |      39875 | NS      | $125037.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    1265401 | PA      | $33796.33      | 0.00%             | 2048-10-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140Q9WH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8644 | PA      | $7681.32       | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     380000 | PA      | $373971.97     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                  | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     853771 | NS      | $28276895.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Co                        | Booz Allen Hamilton Holding Corp                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      38673 | NS      | $4042101.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440000 | PA      | $357922.51     | 0.00%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                            | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      14600 | NS      | $1357216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                               | Strategic Education Inc                                                          | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      31903 | NS      | $2498642.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                            | Korn Ferry                                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      34550 | NS      | $1748921.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                              | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     555000 | PA      | $539973.57     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                   | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   11525000 | PA      | $9463465.63    | 0.07%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    5670000 | PA      | $257985.00     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                     | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     380000 | PA      | $324940.03     | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15418 | PA      | $15130.66      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1807759.25    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118435 | PA      | $110783.40     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6H50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1429 | PA      | $1493.52       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                 | Kirin Holdings Co Ltd                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     375500 | NS      | $5723160.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617MVHU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     865008 | PA      | $800235.05     | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                       | Ross Stores Inc                                                                  | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    1746000 | PA      | $1371626.07    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     450000 | PA      | $383375.74     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31413QJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4769 | PA      | $4800.22       | 0.00%             | 2037-11-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19684 | PA      | $19645.32      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                              | Service Properties Trust                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1822326.76    | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                  | Presidio Holdings Inc                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3266742.46    | 0.02%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ICU Medical Inc                                       | ICU Medical Inc                                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       7308 | NS      | $1150863.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179301 | PA      | $160377.08     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                       | SBA Tower Trust                                                                  | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1590890.85    | 0.01%             | 2049-10-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Ericsson                                              | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    2106270 | NS      | $12341504.66   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60943 | PA      | $51589.12      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                         | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     493600 | NS      | $5451018.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3302000 | PA      | $2718682.19    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Repligen Corp                                         | Repligen Corp                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      10081 | NS      | $1706814.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SPS Commerce Inc                                      | SPS Commerce Inc                                                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      13707 | NS      | $1760390.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DNB Bank ASA                                          | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     948606 | NS      | $18735088.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32995 | PA      | $30056.89      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | CDS CDX.NA.IG.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-200294.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535000 | PA      | $453700.01     | 0.00%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     855000 | PA      | $901025.19     | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3650000 | PA      | $2788600.00    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                              | Gibraltar Industries Inc                                                         | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44122 | NS      | $2024317.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                    | Avanos Medical Inc                                                               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      86845 | NS      | $2350025.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                         | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      58936 | NS      | $11226718.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                   | Highwoods Realty LP                                                              | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     616000 | PA      | $554678.43     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     841000 | PA      | $723506.93     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                | Pacira BioSciences Inc                                                           | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29922 | NS      | $1155288.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                       | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1860587.31    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Intuit Inc                                            | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      45369 | NS      | $17658522.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                            | Floor & Decor Holdings Inc                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      34028 | NS      | $2369369.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety Inc                                        | MSA Safety Inc                                                                   | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      11084 | NS      | $1598201.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W4S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2406 | PA      | $2188.95       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association             | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5026.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97481 | PA      | $99590.41      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4606000 | PA      | $3923736.25    | 0.03%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                  | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      11194 | NS      | $377461.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39826 | PA      | $41188.39      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $24.18         | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16662 | PA      | $16098.75      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82055 | PA      | $78801.41      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-INV2                                               | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     338212 | PA      | $283328.95     | 0.00%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402DCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2124 | PA      | $2169.42       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                          | SM Energy Co                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      73584 | NS      | $2562930.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                   | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     479499 | NS      | $40177221.21   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                          | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     690000 | PA      | $685659.04     | 0.01%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                      | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1335830.67    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| HEALTH AND HAPPINESS H&H                              | Health & Happiness H&H International Holdings Ltd                                | CUSIP: 000000000<br>LEI: 2138007WU5DJFZFDDV59 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1048350.00    | 0.01%             | 2024-10-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                               | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3252212.71    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orla Mining Ltd                                       | Orla Mining Ltd                                                                  | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |     214198 | NS      | $866916.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                               | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     307000 | PA      | $302740.70     | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     975000 | PA      | $813295.49     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     650000 | PA      | $461825.00     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     210000 | PA      | $200352.89     | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                    | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     307519 | NS      | $37006836.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1900000 | PA      | $1785168.75    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379211 | PA      | $351627.54     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                               | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2748424 | PA      | $2350414.42    | 0.02%             | 2048-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563446 | PA      | $478383.55     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                   | Minejesa Capital BV                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    2850000 | PA      | $2198596.88    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                            | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      42199 | NS      | $7308866.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2994 | PA      | $2878.59       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36297KCG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77359 | PA      | $76862.33      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31013 | PA      | $25452.68      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1300000 | PA      | $1342900.00    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                    | PPG Industries Inc                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      15338 | NS      | $1928600.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36178DRT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3127 | PA      | $2863.61       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                        | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     257186 | NS      | $19502414.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Deephaven Residential Mortgage                        | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     334857 | PA      | $275992.00     | 0.00%             | 2066-04-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                    | Honda Motor Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     146300 | NS      | $3336957.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128335 | PA      | $132723.22     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2015-GC33                                    | CUSIP: 29425AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2289561 | PA      | $42874.32      | 0.00%             | 2058-09-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1043776.62    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96770 | PA      | $96996.64      | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Series 2014-3R                                                              | CUSIP: 12648GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64829 | PA      | $63454.94      | 0.00%             | 2037-05-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                            | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      37789 | NS      | $4513518.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117457 | PA      | $108957.25     | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        920 | PA      | $905.98        | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2016-A                                          | CUSIP: 78449FAB7<br>LEI: 54930039BHEBCRK29U41 | Long             | ABS-O            | CORP              | US        |     101502 | PA      | $97190.47      | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1320000 | PA      | $855772.50     | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      63585 | NS      | $21833817.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1420773.75    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62791 | PA      | $63133.42      | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25846 | PA      | $25650.56      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      10119 | NS      | $1965716.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                          | Harmonic Inc                                                                     | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     169656 | NS      | $2222493.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Avantor Inc                                           | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44370 | NS      | $935763.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                      | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2506553.72    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     345000 | PA      | $337712.28     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wingstop Inc                                          | Wingstop Inc                                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      16649 | NS      | $2291235.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BX Trust                                              | BX 2021-MFM1                                                                     | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246000 | PA      | $238049.16     | 0.00%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                              | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                   | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $705477.79     | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1514038 | PA      | $1269008.54    | 0.01%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                    | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       9764 | NS      | $802698.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc                        | Virtus Investment Partners Inc                                                   | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      15329 | NS      | $2934583.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                | BBVA Bancomer SA/Texas                                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    3500000 | PA      | $3139718.75    | 0.02%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $171725.00     | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                 | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960000 | PA      | $968974.23     | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1826 | NC      | $11722.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                             | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      21625 | NS      | $1563271.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                      | Schlumberger Ltd                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      12446 | NS      | $665363.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                               | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    2460000 | PA      | $2121750.00    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Scholar Rock Holding Corp                             | Scholar Rock Holding Corp                                                        | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     122860 | NS      | $1111883.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings Inc                                  | OneMain Holdings Inc                                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      29053 | NS      | $967755.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47556 | PA      | $47881.18      | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2481226 | PA      | $2107494.34    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     731000 | PA      | $633756.39     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                           | GPD Cos Inc                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1536052.03    | 0.01%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1126047 | PA      | $1030307.23    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1421378 | PA      | $27725.40      | 0.00%             | 2048-10-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4251492 | PA      | $4124929.75    | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                              | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1040000 | PA      | $962141.44     | 0.01%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BMQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280307 | PA      | $289946.09     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219572 | PA      | $200647.20     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                   | Senegal Government International Bond                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     850000 | PA      | $697956.25     | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138MDB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103816 | PA      | $94460.37      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                     | New Albertsons LP                                                                | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24025.64      | 0.00%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ALL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3292 | PA      | $3217.98       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3769000 | PA      | $3188044.00    | 0.02%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314829 | PA      | $272535.72     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                   | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      47202 | NS      | $8265542.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30644 | PA      | $31777.35      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312926KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44040 | PA      | $45025.46      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                        | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $997798.96     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4052183.30    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                   | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     785000 | PA      | $654848.66     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2423015 | PA      | $44846.37      | 0.00%             | 2048-04-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                       | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      87866 | NS      | $8188232.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                      | Black Knight Inc                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      49581 | NS      | $3061626.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     305000 | PA      | $291869.57     | 0.00%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3500000 | PA      | $2528750.00    | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16184 | PA      | $15116.25      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                | BBVA Bancomer SA/Texas                                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1050000 | PA      | $971118.75     | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                     | Cometa Energia SA de CV                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    1885400 | PA      | $1784413.26    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                    | Cosan Overseas Ltd                                                               | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     620000 | PA      | $616047.50     | 0.00%             | N/A             | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $501035.88     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                              | Uruguay Government International Bond                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2090000 | PA      | $2269740.00    | 0.02%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                | Export-Import Bank of India                                                      | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    7200000 | PA      | $6222600.00    | 0.05%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    3700000 | PA      | $1692287.50    | 0.01%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2020-INV1                                             | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $198673.57     | 0.00%             | 2060-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                         | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     994026 | PA      | $809417.20     | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                              | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     635000 | PA      | $588870.87     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     506000 | PA      | $473023.64     | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                               | International Bank for Reconstruction & Development                              | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    1500000 | PA      | $1320357.00    | 0.01%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                  | DBUBS 2017-BRBK Mortgage Trust                                                   | CUSIP: 23305JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1005000 | PA      | $917577.86     | 0.01%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     310000 | PA      | $338267.52     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                    | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     880000 | PA      | $876710.73     | 0.01%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        319 | PA      | $327.51        | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                              | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      80094 | NS      | $11986067.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                        | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       8770 | NS      | $2064019.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                   | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    1262900 | NS      | $19203195.59   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $890000.00     | 0.01%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $972420.97     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KNKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     351576 | PA      | $308586.22     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53658 | PA      | $51698.09      | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219717 | PA      | $204959.77     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                               | Vale SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      47986 | NS      | $812981.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                             | Shin-Etsu Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       3000 | NS      | $366336.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV Inc                                               | NOV Inc                                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      72254 | NS      | $1509386.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2020-INV1                                             | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52313 | PA      | $50015.99      | 0.00%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                   | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     945000 | PA      | $912709.30     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6256512 | PA      | $5553641.87    | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138E1JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21338 | PA      | $21497.52      | 0.00%             | 2042-01-01      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                   | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2560653.51    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Alcon Inc                                             | Alcon Inc                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      75173 | NS      | $5158293.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co                                  | Matador Resources Co                                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      12240 | NS      | $700617.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133BDP41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2200609 | PA      | $1931667.30    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132CWHA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22486 | PA      | $22032.22      | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1513.79       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270225 | PA      | $249093.11     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                       | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     127127 | NS      | $14755630.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HOME POINT CAPITAL INC                                | Home Point Capital Inc                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $755343.56     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A5YJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51405 | PA      | $50959.03      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      47605 | NS      | $11811276.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     725000 | PA      | $726721.88     | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EJJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59917 | PA      | $61946.96      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2278 | PA      | $2355.00       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      36363 | NS      | $4068292.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT OF GRENADA                                 | Grenada Government International Bond                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GD        |     229334 | PA      | $207690.91     | 0.00%             | 2030-05-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260275 | PA      | $236823.28     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                              | Empresa de Transporte de Pasajeros Metro SA                                      | CUSIP: 29246QAF2<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     525000 | PA      | $357918.75     | 0.00%             | 2061-09-13      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                         | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1031965.41    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200447 | PA      | $164195.93     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                  | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1068779.64    | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PETSMART INC/PETSMART FI                              | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4086089.91    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Post Holdings Inc                                     | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      29196 | NS      | $2635230.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US ULTRA TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        640 | NC      | $-1602425.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                       | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     475000 | PA      | $436626.40     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312940AM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18815 | PA      | $19075.03      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                              | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $929480.71     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14446 | PA      | $13143.87      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MRIYA FARMING B ORDINARY SHS PP                       | MRIYA FARMING B ORDINARY SHS PP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       1223 | NS      | $14.79         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                          | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21199.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68255 | PA      | $69196.70      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29026 | PA      | $28519.65      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                   | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      37109 | NS      | $5564865.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93215 | PA      | $94794.29      | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14529 | PA      | $14037.46      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     999900 | PA      | $846822.71     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                           | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     229035 | NS      | $32474872.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23108 | PA      | $23426.64      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4007117.05    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                            | Diageo PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     353621 | NS      | $15478654.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International Inc                                 | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     120595 | NS      | $11751982.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138E6TA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6333 | PA      | $6289.45       | 0.00%             | 2042-02-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                  | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    4000000 | PA      | $3550750.00    | 0.03%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4230000 | PA      | $3497152.50    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association             | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11459.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     217297 | PA      | $216872.09     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1771387 | PA      | $1566277.08    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56322 | PA      | $50559.93      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      49119 | NS      | $3020327.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JONES DESLAURIERS INSURA                              | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    1250000 | PA      | $1228125.00    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177496 | PA      | $161102.34     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     590000 | PA      | $617662.74     | 0.00%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                   | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      71944 | NS      | $2967690.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WF-RBS COMMERCIAL MORTGAGE TRU                        | WFRBS Commercial Mortgage Trust 2014-C24                                         | CUSIP: 92939KAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830912 | PA      | $9694.83       | 0.00%             | 2047-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| DICE Therapeutics Inc                                 | DICE Therapeutics Inc                                                            | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33857 | NS      | $1056338.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SCIENTIFIC GAMES INTERNA                              | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3032130.13    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EKRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40369 | PA      | $40879.28      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     593000 | PA      | $580103.74     | 0.00%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| STATE OF QATAR                                        | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     900000 | PA      | $819168.75     | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    3885000 | PA      | $3515925.00    | 0.03%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239675 | PA      | $200830.51     | 0.00%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     142000 | PA      | $133373.50     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2155196.60    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37056 | PA      | $38886.94      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                      | FirstEnergy Corp                                                                 | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     775000 | PA      | $875300.01     | 0.01%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                       | Xcel Energy Inc                                                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1351298.95    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31296QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        737 | PA      | $742.38        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8590 | PA      | $8717.42       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                      | MercadoLibre Inc                                                                 | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     558000 | PA      | $1133650.05    | 0.01%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140HDSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1379114 | PA      | $1252047.10    | 0.01%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victoria Gold Corp                                    | Victoria Gold Corp                                                               | CUSIP: 92625W507<br>LEI: 549300VUIN6RQ5764L78 | Long             | EC               | CORP              | CA        |     144216 | NS      | $761554.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133APV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     967777 | PA      | $821646.98     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                    | Morocco Government International Bond                                            | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1700000 | PA      | $1342787.50    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                     | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1094746.28    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMO                              | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     955000 | PA      | $725800.00     | 0.01%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                         | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     870000 | PA      | $798660.00     | 0.01%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                         | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     455000 | PA      | $398534.81     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    2369814 | NS      | $5250114.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                   | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      48983 | NS      | $8865923.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     998000 | PA      | $928886.70     | 0.01%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: —       |
| K92 Mining Inc                                        | K92 Mining Inc                                                                   | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |     533992 | NS      | $3024902.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3608552 | PA      | $3023944.71    | 0.02%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     515282 | PA      | $457923.28     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                           | Zscaler Inc                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       9079 | NS      | $1015940.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMSTOCK RESOURCES INC                                | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     805000 | PA      | $696151.43     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DNB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     783849 | PA      | $727999.59     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31413JZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1010 | PA      | $1034.42       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    6050000 | PA      | $4421415.63    | 0.03%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                         | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320000 | PA      | $310341.28     | 0.00%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13868 | PA      | $12995.99      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| (PIPAA030) AST T.Rowe Price Fixed Income Central Fund | (PIPAA030) AST T.Rowe Price Fixed Income Central Fund                            | CUSIP: 000000000<br>LEI: 549300UXMVCYEUVLSH34 | Long             | EC               | RF                | US        |  182990262 | NS      | $1881139898.18 | 14.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2019-4                                                | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274003 | PA      | $259754.58     | 0.00%             | 2059-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31768 | PA      | $33311.45      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     206656 | NS      | $9347050.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                             | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     212674 | NS      | $12111784.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18280 | PA      | $18904.93      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                      | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2071000 | PA      | $1913969.20    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3360000 | PA      | $3413386.60    | 0.03%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     169474 | PA      | $145178.54     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     684441 | PA      | $612761.98     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14247 | PA      | $13164.23      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                            | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     505000 | PA      | $461282.74     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31414GMA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12691 | PA      | $13138.29      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                   | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      39271 | NS      | $3620786.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                             | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     463866 | NS      | $53580899.04   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AS2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7252 | PA      | $6984.18       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                         | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      15155 | NS      | $869575.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                         | Timken Co/The                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      15713 | NS      | $1110437.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corp-Liberty For                        | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67491 | NS      | $4034611.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QDSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2054619 | PA      | $1928616.39    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                               | Peloton Interactive Inc                                                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      91688 | NS      | $728002.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| New Residential Mortgage Loan                         | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158948 | PA      | $145563.50     | 0.00%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43332 | PA      | $44063.20      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1144900 | PA      | $1141128.04    | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77278 | PA      | $71969.33      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings                        | Sumitomo Mitsui Trust Holdings Inc                                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     172781 | NS      | $6029286.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1300045.86    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Vail Resorts Inc                                      | Vail Resorts Inc                                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       6997 | NS      | $1667734.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106098 | PA      | $98971.35      | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2827 | PA      | $2947.42       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inari Medical Inc                                     | Inari Medical Inc                                                                | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11170 | NS      | $709965.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                            | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     721063 | PA      | $604048.11     | 0.00%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                          | Agrosuper SA                                                                     | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1301531.25    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                           | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2550000 | PA      | $2158415.63    | 0.02%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2650000 | PA      | $2550293.75    | 0.02%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        970 | PA      | $968.11        | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                        | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      62419 | NS      | $2841312.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2585000 | PA      | $1586420.62    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102117 | PA      | $94025.34      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203376 | PA      | $201028.61     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4990 | PA      | $5091.07       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                             | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     188676 | NS      | $7594209.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBVIE INC                                            | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     675000 | PA      | $567382.81     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        902 | PA      | $911.18        | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85371 | PA      | $80560.79      | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29634 | PA      | $29224.43      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                        | Tempur Sealy International Inc                                                   | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      74220 | NS      | $2547972.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1336827.02    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solu                        | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     115735 | NS      | $1194385.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214416 | PA      | $200528.28     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140MX2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572994 | PA      | $539018.02     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                            | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      30643 | NS      | $15695038.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EKY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22939 | PA      | $22740.36      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                              | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     660000 | PA      | $481196.30     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                              | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2765504.10    | 0.02%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                          | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     928874 | NS      | $82418990.02   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XBE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183204 | PA      | $156605.08     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                   | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      55800 | NS      | $4790430.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                       | Nordea Bank Abp                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     950000 | PA      | $954254.48     | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                               | Texas Pacific Land Corp                                                          | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1064 | NS      | $2494260.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Copper Corp                                  | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |      29745 | NS      | $1796300.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     640000 | PA      | $420320.00     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                      | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1272645.45    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae                                                                       | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3580000 | PA      | $3101561.85    | 0.02%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5833 | PA      | $5956.49       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2241208 | PA      | $2146721.04    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J62X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7687 | PA      | $7002.08       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312936JP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42819 | PA      | $42490.54      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                              | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2388000 | PA      | $2324376.54    | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $1536655.14    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     891284 | PA      | $776360.90     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312933Z23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13961 | PA      | $13802.40      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     450000 | PA      | $433701.49     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                               | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   26000000 | PA      | $1233143.71    | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                       | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2400000 | PA      | $2380950.00    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                            | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     508227 | NS      | $26041551.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73476 | PA      | $75656.42      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32896 | PA      | $33223.16      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36181AYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1230 | PA      | $1125.68       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36192STM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20733 | PA      | $19323.59      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VL32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     606111 | PA      | $532220.52     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50819 | PA      | $48929.81      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1875000 | PA      | $1124179.69    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158122 | PA      | $152045.97     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $883975.57     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| ORGANON & CO/ORG                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $858856.30     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220111 | PA      | $199878.85     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Katitas Co Ltd                                        | Katitas Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      35100 | NS      | $801238.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                          | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       4666 | NS      | $11507195.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                               | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     630000 | PA      | $553429.99     | 0.00%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-144904.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DocuSign Inc                                          | DocuSign Inc                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      28510 | NS      | $1580024.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EP5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11238 | PA      | $11033.74      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179N2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77803 | PA      | $71017.88      | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    2231930 | PA      | $903652.66     | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33435000 | PA      | $27228628.13   | 0.21%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     188154 | PA      | $179331.78     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      31700 | NS      | $5253007.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19707 | PA      | $20137.02      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28171.44      | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                | TechnoPro Holdings Inc                                                           | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |     360400 | NS      | $9595025.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2000000 | PA      | $1849125.00    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                               | StorageVault Canada Inc                                                          | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     140875 | NS      | $626342.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                               | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1185521.50    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2092690 | PA      | $2117259.38    | 0.02%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc                           | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      20262 | NS      | $1047748.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    3286000 | PA      | $3127386.19    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        821 | PA      | $823.23        | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                     | At Home Group Inc                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $615335.01     | 0.00%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $103841.50     | 0.00%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                              | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     660000 | NS      | $15117857.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1645 | PA      | $1744.17       | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                        | EDP Finance BV                                                                   | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     405000 | PA      | $415250.96     | 0.00%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202EDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3741 | PA      | $3733.36       | 0.00%             | 2035-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55889 | PA      | $57840.51      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10018 | PA      | $10342.35      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6535188 | PA      | $5334925.84    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2453 | PA      | $2537.19       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25030000 | PA      | $22734817.08   | 0.17%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64995 | PA      | $64049.91      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259950 | PA      | $257696.55     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68264 | PA      | $71394.10      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AQY80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8807 | PA      | $8742.51       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                  | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1154738.51    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Phreesia Inc                                          | Phreesia Inc                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      29884 | NS      | $967046.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312943CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1403 | PA      | $1348.62       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                               | Abu Dhabi Ports Co PJSC                                                          | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |    2000000 | PA      | $1652250.00    | 0.01%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1530114.20    | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Anglo American PLC                                    | Anglo American PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      20123 | NS      | $788014.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                  | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2298000 | PA      | $2181512.63    | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251629 | PA      | $225067.06     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                              | MSCI Inc                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     610000 | PA      | $533226.02     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                          | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1260.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                               | International Game Technology PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    2320000 | PA      | $2164792.00    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| 2020 CASH EXCH TRUST                                  | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        544 | NS      | $623706.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     258445 | PA      | $228729.89     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $362921.87     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                               | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36858 | NS      | $5424760.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2018-C                                          | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     827779 | PA      | $778070.72     | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95668 | PA      | $85769.04      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                        | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       4106 | NS      | $462828.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHEQUITY INC                                      | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1310432.21    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1609020.72    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1710 | PA      | $1696.60       | 0.00%             | 2036-08-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                              | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     109761 | NS      | $982360.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620C02Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        541 | PA      | $535.80        | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6WY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1358697 | PA      | $1270532.66    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                   | MEGlobal Canada ULC                                                              | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $260780.00     | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335ACA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85610 | PA      | $82308.34      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corp                              | Equitrans Midstream Corp                                                         | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      62296 | NS      | $417383.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                             | Seven & i Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     372100 | NS      | $15946856.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1679140 | PA      | $1566991.00    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEIJING ENT                                           | Beijing Enterprises Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |    1045000 | NS      | $3336474.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                    | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      53723 | NS      | $2077468.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     298029 | PA      | $286531.50     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4208446.74    | 0.03%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45751 | PA      | $48406.41      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                        | Air Lease Corp                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      60906 | NS      | $2340008.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                        | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    1219869 | NS      | $102468996.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                          | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     735000 | PA      | $603336.27     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                      | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $962880.67     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                       | Fair Isaac Corp                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       5035 | NS      | $3013850.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apartment Income REIT Corp                            | Apartment Income REIT Corp                                                       | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77068 | NS      | $2644203.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp                                            | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      32755 | NS      | $4658450.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38355 | PA      | $38883.41      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                            | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      11067 | NS      | $2482881.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GoDaddy Inc                                           | GoDaddy Inc                                                                      | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       9480 | NS      | $709293.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                          | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     267198 | NS      | $47959369.02   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC/PETSMART FI                              | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1662833.11    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/Th                        | Descartes Systems Group Inc/The                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      53989 | NS      | $3760333.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     999900 | PA      | $846964.72     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Central Asia Metals PLC                               | Central Asia Metals PLC                                                          | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     471226 | NS      | $1420458.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Industries Inc                                  | Myers Industries Inc                                                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     149949 | NS      | $3333366.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                    | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6975000 | PA      | $4986253.13    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aerojet Rocketdyne Holdings In                        | Aerojet Rocketdyne Holdings Inc                                                  | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      39506 | NS      | $2209570.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                  | GCAT 2021-NQM4 Trust                                                             | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445488 | PA      | $331511.73     | 0.00%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   13977000 | PA      | $9043119.00    | 0.07%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29047 | PA      | $28065.65      | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                 | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    1980000 | PA      | $1811670.50    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2470000 | PA      | $2173600.00    | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                 | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    1611000 | PA      | $1540491.85    | 0.01%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                          | SiteOne Landscape Supply Inc                                                     | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      10847 | NS      | $1272570.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                            | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23485 | NS      | $4337444.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                           | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      69779 | NS      | $12533703.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors                                        | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $257311.10     | 0.00%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                               | Carmax Auto Owner Trust 2021-1                                                   | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685000 | PA      | $619806.91     | 0.00%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    3700000 | PA      | $2882068.75    | 0.02%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     465000 | PA      | $369907.50     | 0.00%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                            | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      88688 | NS      | $12997226.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CEDAR FAIR LP                                         | Cedar Fair LP                                                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1501212.70    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SG Capital Partners                                   | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44739 | PA      | $42845.91      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                        | Enterprise Fleet Funding 2021-1 LLC                                              | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109444 | PA      | $106038.81     | 0.00%             | 2026-12-21      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                              | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     270457 | NS      | $56190146.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106256 | PA      | $108067.05     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3462462.69    | 0.03%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: —       |
| Carlisle Cos Inc                                      | Carlisle Cos Inc                                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       6100 | NS      | $1437465.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     791343 | PA      | $728017.75     | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44664 | PA      | $40417.94      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A22Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374532 | PA      | $357750.58     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                 | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     594000 | PA      | $543384.96     | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                           | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     812000 | PA      | $636303.50     | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     320000 | PA      | $329331.49     | 0.00%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                              | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1185482.14    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1281081 | PA      | $1149436.79    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                           | Apache Corp                                                                      | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78862.60      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                              | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1545000 | PA      | $1438611.30    | 0.01%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                              | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     453405 | NS      | $14046486.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                          | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     131449 | NS      | $9804780.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc                         | Selective Insurance Group Inc                                                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      35523 | NS      | $3147693.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1783 | NC      | $-559683.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                     | Bharti Airtel Ltd                                                                | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    2130000 | PA      | $1794290.70    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7TA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6783 | PA      | $6730.97       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                         | Service Corp International/US                                                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      24474 | NS      | $1692132.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM POWER OPERATIN                              | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     835000 | PA      | $730028.67     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO INC                                   | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     340000 | PA      | $268649.25     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2021-4                                                  | CUSIP: 03464EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     595951 | PA      | $444298.40     | 0.00%             | 2065-01-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                              | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1338534.23    | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                             | Aflac Inc                                                                        | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     347000 | PA      | $313958.57     | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                            | Tenaris SA                                                                       | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      22552 | NS      | $792928.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AXGL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70837 | PA      | $68028.10      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69371 | PA      | $70247.34      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                        | Dr Martens PLC                                                                   | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    1061494 | NS      | $2409010.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                                          | Semtech Corp                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      55827 | NS      | $1601676.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                              | Celulosa Arauco y Constitucion SA                                                | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1300125.00    | 0.01%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                           | Northern Star Resources Ltd                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     653479 | NS      | $4890190.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     203073 | NS      | $14696393.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14051 | PA      | $13791.58      | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22107 | PA      | $21848.96      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96829 | PA      | $96292.20      | 0.00%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                              | Renesas Electronics Corp                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     470100 | NS      | $4154868.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14103 | PA      | $14075.74      | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                             | Woodside Energy Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      79627 | NS      | $1915783.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36184BZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43168 | PA      | $40654.41      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                        | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      36630 | NS      | $14222330.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                              | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955000 | PA      | $895963.62     | 0.01%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                              | Elanco Animal Health Inc                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     199310 | NS      | $2435568.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                         | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      47957 | NS      | $8064449.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                 | Shockwave Medical Inc                                                            | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       5797 | NS      | $1191921.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VTR COMUNICACIONES SPA                                | VTR Comunicaciones SpA                                                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     650000 | PA      | $400278.13     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1271 | PA      | $1244.62       | 0.00%             | 2036-11-01      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44503 | PA      | $42654.00      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                            | Southwest Gas Holdings Inc                                                       | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29365 | NS      | $1817106.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Receivables Funding Co                         | Sierra Timeshare 2019-1 Receivables Funding LLC                                  | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219133 | PA      | $210641.86     | 0.00%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                              | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1525000 | PA      | $1374215.63    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                        | WFRBS Commercial Mortgage Trust 2014-C19                                         | CUSIP: 92938VAS4<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |     990000 | PA      | $960344.15     | 0.01%             | 2047-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                 | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     154198 | NS      | $15655722.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    9040000 | PA      | $7473820.00    | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      28052 | NS      | $1557776.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                       | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       8300 | NS      | $1243257.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                         | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1082333.62    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     500000 | PA      | $432500.00     | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X3BQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73859 | PA      | $69321.45      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89001 | PA      | $90516.23      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                           | Sun Hung Kai Properties Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     105666 | NS      | $1443331.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10302084 | PA      | $10366089.76   | 0.08%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                               | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    2250000 | PA      | $1859062.50    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                          | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     790000 | PA      | $683535.49     | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                   | 522 Funding CLO 2019-5 Ltd                                                       | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    3820000 | PA      | $3674014.88    | 0.03%             | 2035-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12099 | PA      | $12007.75      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25224 | PA      | $23897.32      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                          | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     105222 | NS      | $3468117.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP                                          | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     251000 | PA      | $157433.66     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                    | Douglas Emmett Inc                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     174237 | NS      | $2732036.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2823000 | PA      | $2603239.98    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11898 | PA      | $10894.20      | 0.00%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International In                        | Choice Hotels International Inc                                                  | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      14268 | NS      | $1607147.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                       | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      81936 | NS      | $5189006.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1507787.76    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Westamerica BanCorp                                   | Westamerica BanCorp                                                              | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52502 | NS      | $3098143.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        832 | PA      | $862.63        | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QCBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87583 | PA      | $77659.22      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214488 | PA      | $191780.63     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                | Sibanye Stillwater Ltd                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      81560 | NS      | $216234.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                 | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $518103.36     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SABRE GLBL INC                                        | Sabre GLBL Inc                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     260000 | PA      | $260622.98     | 0.00%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Saul Centers Inc                                      | Saul Centers Inc                                                                 | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25216 | NS      | $1025786.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT JACKSON HLDG                                 | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     635000 | PA      | $567683.65     | 0.00%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                              | Empresa de Transporte de Pasajeros Metro SA                                      | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    1545000 | PA      | $1291813.13    | 0.01%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arvinas Inc                                           | Arvinas Inc                                                                      | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32784 | NS      | $1121540.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| YUM! BRANDS INC                                       | Yum! Brands Inc                                                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $939230.56     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                     | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     325000 | PA      | $112125.00     | 0.00%             | 2042-05-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                   | Affirm Holdings Inc                                                              | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18775 | NS      | $181554.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        229 | PA      | $224.07        | 0.00%             | 2037-02-01      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2013-CCRE7 Mortgage Trust                                                   | CUSIP: 12625FAS5<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |      63000 | PA      | $62458.28      | 0.00%             | 2046-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                       | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      13311 | NS      | $6243790.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1836010.47    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Insulet Corp                                          | Insulet Corp                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      11255 | NS      | $3313359.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1284671 | PA      | $1198763.35    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1382175.70    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| Magna International Inc                               | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     289099 | NS      | $16241581.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36178AWB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9925 | PA      | $9086.49       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                 | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $157316.14     | 0.00%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                | APA Infrastructure Ltd                                                           | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1775000 | PA      | $1709242.82    | 0.01%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                            | Sprouts Farmers Market Inc                                                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      90334 | NS      | $2924111.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     545000 | PA      | $439864.12     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-2 AA PTT                              | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     336119 | PA      | $270506.37     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1088591.14    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118148 | PA      | $111444.59     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47770 | PA      | $46212.62      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335ARH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131517 | PA      | $126445.58     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                         | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1795000 | PA      | $1647529.80    | 0.01%             | 2034-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                          | ROCKWOOL A/S                                                                     | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       2276 | NS      | $532818.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                      | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2578906.20    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                | Howard Hughes Corp/The                                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       5124 | NS      | $391576.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33298 | PA      | $29997.58      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                         | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385012 | PA      | $355392.01     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105370 | PA      | $98197.29      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                               | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      14953 | NS      | $4790642.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LTD                                  | Woodside Finance Ltd                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1909000 | PA      | $1728481.52    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132410 | PA      | $127161.47     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GHP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37980 | PA      | $39384.82      | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     935000 | PA      | $730857.61     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UXH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106530 | PA      | $94070.72      | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                       | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1120000 | PA      | $837116.00     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76806 | PA      | $71646.29      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                           | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     320000 | PA      | $293537.48     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                            | Axalta Coating Systems Ltd                                                       | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |      52789 | NS      | $1344535.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings                         | Cerevel Therapeutics Holdings Inc                                                | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |      25338 | NS      | $799160.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QBLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54860 | PA      | $52753.94      | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                               | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $418375.00     | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                     | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1064456.25    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                      | Barbados Government International Bond                                           | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     450000 | PA      | $414506.25     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89913 | PA      | $89133.65      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                   | Exact Sciences Corp                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      22956 | NS      | $1136551.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33360 | PA      | $33274.79      | 0.00%             | 2041-08-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     605000 | PA      | $469800.96     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Great Portland Estates PLC                            | Great Portland Estates PLC                                                       | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |    1015630 | NS      | $6053109.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Global Commercial RE                        | Lendlease Global Commercial REIT                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     746000 | NS      | $392616.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AZW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12215 | PA      | $11999.51      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visteon Corp                                          | Visteon Corp                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      11852 | NS      | $1550597.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                        | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAH0<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     556579 | PA      | $4722.24       | 0.00%             | 2047-03-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418APE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6373 | PA      | $6005.66       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                       | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     108027 | NS      | $28468355.31   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PL                        | Direct Line Insurance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    1591628 | NS      | $4242292.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                      | Oryx Funding Ltd                                                                 | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $218471.25     | 0.00%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                          | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2363136.81    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| KAZMUNAYGAS NATIONAL CO                               | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     255000 | PA      | $208350.94     | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                        | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      91058 | NS      | $12924357.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     190294 | PA      | $189922.06     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23923 | PA      | $24402.95      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NextEra Energy Inc                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      46129 | NS      | $2338740.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1499499.67    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                            | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     394306 | PA      | $349726.34     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     270000 | PA      | $258997.50     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3255000 | PA      | $2967368.67    | 0.02%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Evotec SE                                             | Evotec SE                                                                        | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     196131 | NS      | $3190684.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                            | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     313719 | NS      | $31707579.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9759 | PA      | $10162.89      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                        | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1755000 | PA      | $1681983.05    | 0.01%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90260 | PA      | $85040.27      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                        | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    5650000 | PA      | $5465668.75    | 0.04%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                     | TRIUMPH GROUP INC-27                                                             | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      54166 | NS      | $36291.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                               | Panasonic Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     982200 | NS      | $8220052.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3415906 | PA      | $924002.57     | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3357807.35    | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Dollar Tree Inc                                       | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      44759 | NS      | $6330712.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      23405 | PA      | $23291.09      | 0.00%             | 2030-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                              | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1737486.59    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     606360 | PA      | $472328.45     | 0.00%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      82907 | PA      | $84343.98      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41282 | PA      | $38448.18      | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                           | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     655000 | PA      | $574165.95     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                        | Bancolombia SA                                                                   | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    1590000 | PA      | $1394529.38    | 0.01%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                     | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2450995.80    | 0.02%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Pioneer Natural Resources Co                          | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      43750 | NS      | $9992062.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92908 | PA      | $82709.48      | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                          | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      77295 | NS      | $1239811.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                  | Townsquare Media Inc                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2436568.41    | 0.02%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31409BCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1600 | PA      | $1659.05       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                   | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    2100000 | PA      | $1600331.25    | 0.01%             | N/A             | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1250 | PA      | $1174.52       | 0.00%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WKBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159460 | PA      | $143215.40     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                | Export-Import Bank of India                                                      | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     500000 | PA      | $468505.00     | 0.00%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                | Grupo Mexico SAB de CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     245941 | NS      | $867069.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                        | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $134114.50     | 0.00%             | 2036-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3810000 | PA      | $3395662.50    | 0.03%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                   | TransDigm Group Inc                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14903 | NS      | $9383673.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3326 | PA      | $3340.60       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I                        | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      36502 | NS      | $2414972.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     990000 | PA      | $859500.48     | 0.01%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36670000 | PA      | $36870539.06   | 0.28%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425659 | PA      | $381244.22     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                  | Woodside Finance Ltd                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1703000 | PA      | $1588412.28    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                       | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      86479 | NS      | $2680849.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      32066 | NS      | $4474489.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Huron Consulting Group Inc                            | Huron Consulting Group Inc                                                       | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      28570 | NS      | $2074182.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                  | Quaker Chemical Corp                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       8456 | NS      | $1411306.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52734 | PA      | $47529.29      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                               | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2374437.75    | 0.02%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EH3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34644 | PA      | $35999.75      | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                             | Agios Pharmaceuticals Inc                                                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      53420 | NS      | $1500033.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                    | RH                                                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       4141 | NS      | $1106433.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI INC                                              | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     320000 | PA      | $266604.72     | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25075 | PA      | $24695.41      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                | Oztel Holdings SPC Ltd                                                           | CUSIP: 000000000<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    1450000 | PA      | $1448006.25    | 0.01%             | 2028-04-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120574 | PA      | $115457.23     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                           | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3730000 | PA      | $3361789.32    | 0.03%             | 2031-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                      | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     570000 | PA      | $545207.98     | 0.00%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                              | Service Properties Trust                                                         | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     495000 | PA      | $475154.78     | 0.00%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63779 | PA      | $64585.69      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                          | Entegris Inc                                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      48782 | NS      | $3199611.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                         | Tidewater Inc                                                                    | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      71995 | NS      | $2653015.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1002030 | PA      | $934496.85     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                              | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6610000 | PA      | $6125390.43    | 0.05%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                        | GM Financial Automobile Leasing Trust 2021-2                                     | CUSIP: 380144AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $129099.15     | 0.00%             | 2025-05-20      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3590 | PA      | $3383.30       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                      | QuidelOrtho Corp                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       7476 | NS      | $640468.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                                   | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |      92431 | NS      | $1014032.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23881 | PA      | $24269.41      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                   | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1254071.55    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9895 | PA      | $10248.66      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11495 | PA      | $12153.61      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                      | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    4350000 | PA      | $3545250.00    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Fresenius SE & Co KGaA                                | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     306775 | NS      | $8568814.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                            | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      42675 | NS      | $15281821.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7697748 | PA      | $6519198.26    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                 | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1150898.27    | 0.01%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                          | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     124216 | NS      | $32969410.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1905 | PA      | $1891.36       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                               | Gulfport Energy Corp                                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     985000 | PA      | $975673.67     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1987 | PA      | $2056.72       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     201208 | PA      | $194410.40     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                       | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     183000 | NS      | $13948556.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193TDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7414 | PA      | $6909.93       | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     744000 | PA      | $573616.78     | 0.00%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group                                         | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    4261979 | NS      | $8296199.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2900000 | PA      | $2149262.50    | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                               | MMC Norilsk Nickel PJSC                                                          | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |       5243 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                      | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       2637 | NC      | $-17002137.21  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59226.56      | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                           | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      17964 | NS      | $4215791.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35855 | PA      | $34709.06      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                        | Bakkafrost P/F                                                                   | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |      21373 | NS      | $1334256.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                             | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      64599 | NS      | $13450157.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     365777 | PA      | $373448.97     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nevro Corp                                            | Nevro Corp                                                                       | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      10597 | NS      | $419641.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                | Valmont Industries Inc                                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      11001 | NS      | $3637700.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Sports C                        | Madison Square Garden Sports Corp                                                | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5057 | NS      | $927099.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36192XMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3900 | PA      | $3627.98       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                            | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1178703.91    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2021-6                                                  | CUSIP: 03465JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     777460 | PA      | $608187.42     | 0.00%             | 2066-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J6EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62904 | PA      | $56584.39      | 0.00%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                           | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   13020000 | PA      | $11587800.00   | 0.09%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Invesco CLO LTD                                       | Invesco CLO Ltd                                                                  | CUSIP: 46149MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1715000 | PA      | $1669770.82    | 0.01%             | 2034-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                           | Murata Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     187800 | NS      | $9261392.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31412YFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3678 | PA      | $3803.94       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193SYE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5669 | PA      | $5279.74       | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     498556 | PA      | $492708.79     | 0.00%             | 2048-10-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fu                        | Industrial & Infrastructure Fund Investment Corp                                 | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |        906 | NS      | $1045779.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2495 | PA      | $2482.86       | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                        | Kingfisher PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    3735489 | NS      | $10613368.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Core REIT Management P                        | Digital Core REIT Management Pte Ltd                                             | CUSIP: 000000000<br>LEI: 549300IIGO612K0POE26 | Long             | EC               | CORP              | SG        |     815900 | NS      | $449197.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $2927.70       | 0.00%             | 2033-07-05      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                               | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    1585000 | PA      | $1499806.25    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2016-P6                                      | CUSIP: 17291EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1753140 | PA      | $30831.07      | 0.00%             | 2049-12-10      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                          | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     176027 | NS      | $6155664.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                          | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     337731 | NS      | $12548574.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                           | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31548 | NS      | $897856.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1342594 | PA      | $1094089.31    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300MH89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7662 | PA      | $7750.06       | 0.00%             | 2042-10-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                        | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       4400 | NS      | $6359980.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVIATHAN BOND LTD                                    | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1500000 | PA      | $1462781.25    | 0.01%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                       | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     910000 | PA      | $786012.50     | 0.01%             | 2030-06-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110827 | PA      | $91681.77      | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                        | LUXE Trust 2021-TRIP                                                             | CUSIP: 55066WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935000 | PA      | $1801551.37    | 0.01%             | 2038-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     119466 | PA      | $119106.23     | 0.00%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193UCX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11540 | PA      | $10750.10      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                  | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     585000 | PA      | $518220.50     | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                        | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    1443500 | NS      | $9690816.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                               | Crown Castle Towers LLC                                                          | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1525733.06    | 0.01%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                       | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     176464 | NS      | $3781623.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31265000 | PA      | $31890300.00   | 0.24%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6XM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411308 | PA      | $401659.37     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     355121 | NS      | $41904278.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                             | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68129.54      | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                    | CNA Financial Corp                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      22740 | NS      | $961447.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PCL/HK                                   | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     990000 | PA      | $778991.40     | 0.01%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                           | Westrock Co                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      70523 | NS      | $2479588.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40958 | PA      | $40648.32      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7841 | PA      | $8006.98       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2346612.40    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Dynatrace Inc                                         | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22187 | NS      | $849762.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY OPERATING                              | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      63000 | PA      | $58593.29      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9C67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6045 | PA      | $5664.97       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SentinelOne Inc                                       | SentinelOne Inc                                                                  | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     141948 | NS      | $2071021.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000300 | PA      | $2650577.53    | 0.02%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                             | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      55875 | NS      | $7146971.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DRAWBRIDGE SPEC OPPOR FU                              | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin  | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1276112.52    | 0.01%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                   | BlueScope Steel Ltd                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     177672 | NS      | $2024969.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     727000 | PA      | $622483.63     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20634 | PA      | $18887.83      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1071932.38    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                        | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1602139.22    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39161 | PA      | $40471.56      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                         | Red Robin Gourmet Burgers Inc                                                    | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |     159944 | NS      | $892487.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PERKINELMER INC                                       | PerkinElmer Inc                                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $936135.50     | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BASF SE                                               | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     174129 | NS      | $8573874.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Scholastic Corp                                       | Scholastic Corp                                                                  | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      63663 | NS      | $2512141.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36192XPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4580 | PA      | $4265.47       | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     754000 | PA      | $661918.93     | 0.00%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                           | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      36818 | NS      | $7247255.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Macquarie Group Ltd                                   | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      75058 | NS      | $8473180.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AK98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12362 | PA      | $11650.59      | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                  | Las Vegas Sands Corp                                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     792000 | PA      | $715915.13     | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40412 | PA      | $40923.74      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                             | ZoomInfo Technologies Inc                                                        | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52575 | NS      | $1583033.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF SRI LANKA                                 | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    6240000 | PA      | $1921920.00    | 0.01%             | 2025-06-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      80483 | NS      | $21356164.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133BFX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90703 | PA      | $76949.04      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                    | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3922738.42    | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                                    | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1321701.82    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Blackstone Inc                                        | Blackstone Inc                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      73480 | NS      | $5451481.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                               | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1452115.98    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2934 | PA      | $2836.79       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2020-INV1                                    | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     723350 | PA      | $605608.19     | 0.00%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ENG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90012 | PA      | $93342.25      | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2554229.19    | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    1173389 | NS      | $16544784.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Mello Mortgage Capital Accepta                        | Mello Mortgage Capital Acceptance 2021-INV4                                      | CUSIP: 58550NBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3033417 | PA      | $2317364.05    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                          | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      10671 | NS      | $2157676.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KL3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1225840 | PA      | $1119014.65    | 0.01%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DMFY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     587437 | PA      | $540833.94     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                        | AmeriCredit Automobile Receivables Trust 2021-2                                  | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1825000 | PA      | $1659227.59    | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                        | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      12972 | NS      | $2294357.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X5RG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121107 | PA      | $113669.01     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FKP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45182 | PA      | $45951.66      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      79769 | NS      | $13408371.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1820000 | PA      | $1425628.75    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1315000 | PA      | $936937.50     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                      | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4050000 | PA      | $2368743.75    | 0.02%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                    | Trade Desk Inc/The                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      85398 | NS      | $3828392.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750187 | PA      | $605917.44     | 0.00%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                 | Healthpeak Properties Inc                                                        | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     284000 | PA      | $252639.65     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trex Co Inc                                           | Trex Co Inc                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24145 | NS      | $1022057.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4162 | PA      | $4307.17       | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                       | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $669506.25     | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69505 | PA      | $64436.18      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4126528 | PA      | $250510.80     | 0.00%             | 2053-03-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     463000 | PA      | $443339.62     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32063 | PA      | $26344.94      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3268936.66    | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1507177.36    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                    | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     150489 | NS      | $47533455.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    1040000 | PA      | $1031732.31    | 0.01%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     442082 | PA      | $441217.07     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                             | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     237006 | NS      | $29194399.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                    | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3608554.14    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1465227.56    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                 | Arrow Electronics Inc                                                            | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1840059.02    | 0.01%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNFW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3817 | PA      | $3427.47       | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2310000 | PA      | $1983423.75    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     910000 | PA      | $800750.13     | 0.01%             | 2027-04-01      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21327 | PA      | $21165.50      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1629005 | PA      | $1327245.30    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT                                                   | Nippon Telegraph & Telephone Corp                                                | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    1133500 | NS      | $32325732.43   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33198 | PA      | $32910.62      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29285000 | PA      | $28694724.22   | 0.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36192XPJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5165 | PA      | $4815.17       | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AUX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4164 | PA      | $4127.03       | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124749 | PA      | $126873.80     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                 | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      21516 | NS      | $865373.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21786 | PA      | $20288.53      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                       | Yum! Brands Inc                                                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     339000 | PA      | $342580.86     | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                           | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     865000 | PA      | $807180.76     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187021 | PA      | $193330.45     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                     | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $187475.00     | 0.00%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                          | Alkermes PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      76361 | NS      | $1995312.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                         | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      75999 | NS      | $11315491.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ENRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12795 | PA      | $12683.64      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148792 | PA      | $154614.22     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                     | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      34702 | NS      | $5600208.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                        | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      12180 | NS      | $1639306.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                               | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    1168889 | NS      | $11548609.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3975000 | PA      | $3196769.53    | 0.02%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19017 | PA      | $17601.99      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 2 YEAR US TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1494 | NC      | $49328.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1425000 | PA      | $1421437.50    | 0.01%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $113417.98     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Public Storage                                        | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      52057 | NS      | $14585850.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                         | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     113674 | NS      | $2528109.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1865000 | PA      | $1582102.81    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15820 | PA      | $15210.08      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15410 | PA      | $15742.73      | 0.00%             | 2039-02-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                  | Ryan Specialty Group LLC                                                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     835000 | PA      | $729845.64     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                              | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    2305000 | PA      | $2013740.20    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                   | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      70508 | NS      | $12757238.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                            | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890312 | PA      | $813223.90     | 0.01%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                           | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      18281 | NS      | $4344479.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                         | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      50090 | NS      | $3892994.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $883636.64     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20188 | PA      | $20443.06      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                        | Galton Funding Mortgage Trust 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139181 | PA      | $125720.67     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     221656 | PA      | $198328.55     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                           | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     375000 | PA      | $325149.11     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135197 | PA      | $129678.32     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                          | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      46407 | NS      | $2190410.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                           | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $849890.32     | 0.01%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc                                  | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      85549 | NS      | $8021074.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                | BBVA Bancomer SA/Texas                                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $194537.50     | 0.00%             | 2029-11-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1130000 | PA      | $1040667.29    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     120812 | NS      | $12394103.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                          | Glencore PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     970719 | NS      | $6473382.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                           | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     785000 | PA      | $746334.28     | 0.01%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110281 | PA      | $115525.23     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4154524 | PA      | $3523740.34    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                          | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1081907.32    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Inc                                 | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      90268 | NS      | $14914078.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                | ICE US MINI MSCI EAFE INDEX                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       2124 | NC      | $-5029387.74   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28135 | PA      | $26323.88      | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31296QR44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1337 | PA      | $1347.32       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31283HYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4756 | PA      | $4923.84       | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10956 | PA      | $10756.97      | 0.00%             | 2025-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AXFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111483 | PA      | $107063.81     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     445000 | PA      | $426588.13     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                               | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1339258.09    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Snowflake Inc                                         | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      32754 | NS      | $4701509.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1056536.09    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: —       |
| NYO Commercial Mortgage Trust                         | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4595000 | PA      | $4038444.87    | 0.03%             | 2038-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2025 | PA      | $2068.26       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1350000 | PA      | $1335065.63    | 0.01%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4025000 | PA      | $3766645.31    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                              | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2565000 | PA      | $1961102.81    | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $3961098.94    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Liberty Broadband Corp                                | Liberty Broadband Corp                                                           | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       7741 | NS      | $590406.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16928 | PA      | $15064.66      | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                  | BAT International Finance PLC                                                    | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2116000 | PA      | $2031813.46    | 0.02%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1652 | PA      | $1615.00       | 0.00%             | 2037-01-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Hoshino Resorts REIT Inc                              | Hoshino Resorts REIT Inc                                                         | CUSIP: 000000000<br>LEI: 353800DF2MUZWFL4IL56 | Long             | EC               | CORP              | JP        |        140 | NS      | $754037.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                             | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    1942829 | NS      | $252431771.97  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1383597.68    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CEDAR FAIR/CAN/MAGNUM/MI                              | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1427836.36    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LCI Industries                                        | LCI Industries                                                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      19874 | NS      | $1837351.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14023 | PA      | $13573.02      | 0.00%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400939 | PA      | $358743.51     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4605 | PA      | $4789.40       | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                               | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2195000 | PA      | $1786181.25    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Blueprint Medicines Corp                              | Blueprint Medicines Corp                                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      23431 | NS      | $1026512.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                      | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112127 | PA      | $104776.53     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                            | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      80459 | NS      | $6855106.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                               | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     532000 | PA      | $462135.42     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     320310 | NS      | $11864282.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TransUnion                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     119074 | NS      | $6757449.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T                        | Ellington Financial Mortgage Trust 2021-3                                        | CUSIP: 31573JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707563 | PA      | $557460.99     | 0.00%             | 2066-09-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                          | NAVIENT CORP                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1578681.85    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                          | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1290820.76    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                        | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     498421 | NS      | $19612866.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31415BAP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         44 | PA      | $43.79         | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      99485 | NS      | $31261923.24   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                               | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     158790 | NS      | $11424940.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |     885000 | PA      | $871045.59     | 0.01%             | 2033-04-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1467319 | PA      | $1203172.07    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                   | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     134928 | NS      | $6999764.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $804404.84     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AJSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7915 | PA      | $7918.37       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                 | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      66963 | NS      | $13577417.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1534495.72    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Asahi Kasei Corp                                      | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     993500 | NS      | $7072312.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                              | Saudi Government International Bond                                              | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     635000 | PA      | $560903.44     | 0.00%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7SM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7096 | PA      | $7039.67       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     280000 | PA      | $237177.32     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63681 | PA      | $59677.26      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                       | Teleperformance                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      39385 | NS      | $9415592.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141247 | PA      | $126623.94     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $954188.60     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Element Solutions Inc                                 | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     182979 | NS      | $3328388.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                         | Zoom Video Communications Inc                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      64242 | NS      | $4351753.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40993 | PA      | $38833.79      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                              | Adyen NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       2820 | NS      | $3914864.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                              | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2770972.23    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THK Co Ltd                                            | THK Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     182700 | NS      | $3454520.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                | Maxar Technologies Inc                                                           | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2056479.12    | 0.02%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| PERUSAHAAN LISTRIK NEGAR                              | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2265000 | PA      | $1999995.00    | 0.02%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                              | Suriname Government International Bond                                           | CUSIP: 86886PAB8<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     227333 | PA      | $179664.40     | 0.00%             | 2023-12-30      | Variable      | 12.88%                | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30286 | PA      | $29084.59      | 0.00%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1072 | PA      | $1098.57       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                        | Fidelity National Financial Inc                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      32487 | NS      | $1222160.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                            | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1046875.95    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     761653 | PA      | $623910.59     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     670000 | PA      | $637048.78     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                            | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      29008 | NS      | $8032895.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     275000 | PA      | $241006.00     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     722723 | PA      | $592488.51     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AA64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40753 | PA      | $42545.17      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1821337.85    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Cigna Corp                                            | Cigna Corp                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      32277 | NS      | $10694661.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-UBS6 Mortgage Trust                                                    | CUSIP: 12592PBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1338932 | PA      | $16268.70      | 0.00%             | 2047-12-10      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      81865 | PA      | $74179.01      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                         | Persimmon PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     415666 | NS      | $6094755.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1043 | PA      | $964.48        | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Co                        | Housing Development Finance Corp Ltd                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     280929 | NS      | $8931003.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                   | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    3560000 | PA      | $2888050.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SBA COMMUNICATIONS CORP                               | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1520808.81    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                              | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     524000 | PA      | $518578.57     | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51698 | PA      | $50914.73      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1363843.69    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                        | Armstrong World Industries Inc                                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      39342 | NS      | $2698467.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $371700.00     | 0.00%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                 | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     196018 | NS      | $11408467.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2690556 | PA      | $2055437.17    | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                              | Rogers Communications Inc                                                        | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $733869.86     | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                           | Nutrien Ltd                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     122427 | NS      | $8940843.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PGIM Institutional Money Market Fund - D              | PGIM Institutional Money Market Fund - D                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  851666680 | NS      | $851326013.78  | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CGDB Commercial Mortgage Trust                        | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247000 | PA      | $241093.14     | 0.00%             | 2036-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     915000 | PA      | $920850.74     | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3349372 | PA      | $2940984.05    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     456630 | PA      | $371786.31     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2017-C5                                            | CUSIP: 90276TAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710000 | PA      | $626909.62     | 0.00%             | 2050-11-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417DTR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31484 | PA      | $29467.40      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                            | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     896000 | PA      | $840579.25     | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1372022.70    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343317 | PA      | $291586.66     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151978 | PA      | $135163.68     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ERB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102862 | PA      | $90857.09      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                 | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     117000 | PA      | $104306.71     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                | Egypt Government International Bond                                              | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     985000 | PA      | $802775.00     | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                   | Kobe US Midco 2 Inc                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1170000 | PA      | $818870.25     | 0.01%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WGA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2159732 | PA      | $2007154.36    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UGZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51727 | PA      | $52596.42      | 0.00%             | 2041-07-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                   | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     170000 | PA      | $159808.02     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                  | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAE1<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     610000 | PA      | $366114.38     | 0.00%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                           | Alrosa PJSC                                                                      | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |    1356440 | NS      | $1.84          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     834542 | PA      | $682974.02     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1004339.61    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                        | Sensata Technologies Holding PLC                                                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      57040 | NS      | $2303275.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc/AR                                | Home BancShares Inc/AR                                                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     154384 | NS      | $3518411.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397180 | PA      | $1191044.03    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                             | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3788405.99    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                           | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1500000 | PA      | $1263766.58    | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4871470 | PA      | $4610084.16    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                               | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      98989 | NS      | $27747606.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CKE Restaurants Holdings Inc                          | Hardee's Funding LLC                                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     605775 | PA      | $482901.42     | 0.00%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     155154 | NS      | $16018213.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135129 | PA      | $126412.97     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                              | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1398988.08    | 0.01%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                               | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8186.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                              | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $282718.93     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     800000 | PA      | $600900.00     | 0.00%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138NWAP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8925 | PA      | $8120.35       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                             | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      41334 | NS      | $1561185.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3641250.00    | 0.03%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                         | Wolfspeed Inc                                                                    | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      14007 | NS      | $967043.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                                | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $862370.51     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     212770 | PA      | $221384.87     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1319964 | PA      | $28196.55      | 0.00%             | 2048-11-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                      | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257236.40     | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308201 | PA      | $273112.87     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                          | NiSource Inc                                                                     | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     740000 | PA      | $689792.89     | 0.01%             | N/A             | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36193VFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6626 | PA      | $6170.27       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                                            | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $101227.69     | 0.00%             | 2036-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     652023 | PA      | $530874.01     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194A5E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2919 | PA      | $2718.16       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $704178.00     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                              | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1157561.01    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Datadog Inc                                           | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      36003 | NS      | $2646220.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                              | Rogers Communications Inc                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     545000 | PA      | $503295.02     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7704 | PA      | $7261.98       | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                              | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     760000 | PA      | $575120.55     | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Dexcom Inc                                            | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     108941 | NS      | $12336478.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp                                       | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      45765 | NS      | $1810005.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                          | Novocure Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      14984 | NS      | $1099076.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EG GLOBAL FINANCE PLC                                 | eG Global Finance PLC                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1855000 | PA      | $1616168.75    | 0.01%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2465 | PA      | $2435.35       | 0.00%             | 2035-12-01      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   15175951 | NS      | $8281728.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VIASAT INC                                            | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     645000 | PA      | $584914.89     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $827833.81     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                     | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     425000 | PA      | $396330.13     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                         | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1090871.39    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                                            | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      62380 | NS      | $1498367.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6334 | PA      | $6591.55       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     725000 | PA      | $673225.45     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                 | Micron Technology Inc                                                            | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     505000 | PA      | $479792.96     | 0.00%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                    | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     720000 | PA      | $815473.65     | 0.01%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Government National Mortgage Association                                         | CUSIP: 38375GQN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33148 | PA      | $190.88        | 0.00%             | 2037-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                             | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     124258 | NS      | $40530474.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp                                           | Bruker Corp                                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      48852 | NS      | $3339034.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                         | Franklin BSP Realty Trust Inc                                                    | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     142144 | NS      | $1833657.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416YDZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122736 | PA      | $124285.97     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6374046 | PA      | $5189706.62    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     645000 | PA      | $596342.81     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings                         | WillScot Mobile Mini Holdings Corp                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     244524 | NS      | $11045149.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                       | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     503721 | NS      | $34152283.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J8LK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200903 | PA      | $194547.75     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6847 | PA      | $7001.83       | 0.00%             | 2049-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11330000 | PA      | $10902363.77   | 0.08%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                  | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233093.73     | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                       | Danske Bank A/S                                                                  | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1260000 | PA      | $1221013.96    | 0.01%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $496674.53     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| APA INFRASTRUCTURE LTD                                | APA Infrastructure Ltd                                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1221000 | PA      | $1132542.95    | 0.01%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                          | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      68463 | NS      | $37701889.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                            | Zalando SE                                                                       | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     172612 | NS      | $6076774.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                | International Paper Co                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     112935 | NS      | $3910939.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ECUADOR                                   | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     846664 | PA      | $327711.88     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      41713 | PA      | $36486.44      | 0.00%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                     | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     678152 | NS      | $15659908.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2415 | PA      | $2309.11       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     775000 | PA      | $699437.50     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Chesapeake Utilities Corp                             | Chesapeake Utilities Corp                                                        | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       6248 | NS      | $738388.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                       | Z Holdings Corp                                                                  | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    1927600 | NS      | $4814211.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3858 | PA      | $3636.05       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312933G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22689 | PA      | $22511.67      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5JN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9848 | PA      | $9744.88       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     550000 | PA      | $403150.00     | 0.00%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                  | Galp Energia SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     134770 | NS      | $1818133.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                          | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      45631 | NS      | $14569521.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1812775.39    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2200000 | PA      | $154000.00     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31411VFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8820 | PA      | $8943.37       | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1900000 | PA      | $1822575.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        311 | PA      | $318.32        | 0.00%             | 2036-10-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                                 | Bill.com Holdings Inc                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      20231 | NS      | $2204369.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates Inc                              | Manhattan Associates Inc                                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       6906 | NS      | $838388.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      52615 | NS      | $10483012.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL GROUP LIMITED                                     | ICL Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |    1900000 | PA      | $1845147.00    | 0.01%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                | VTR Comunicaciones SpA                                                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    1850000 | PA      | $1072768.75    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21346 | PA      | $21846.59      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                              | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3588107.18    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ENER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15567 | PA      | $15431.92      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     725000 | PA      | $545591.50     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335CJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     911236 | PA      | $876101.69     | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                            | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     455000 | PA      | $410013.31     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                              | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2057129.12    | 0.02%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                 | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4233420.52    | 0.03%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1463764.12    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Zimmer Biomet Holdings Inc                            | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     118382 | NS      | $15093705.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        744 | PA      | $764.55        | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2021-6                                                  | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     699342 | PA      | $534148.87     | 0.00%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1434680 | PA      | $12822.30      | 0.00%             | 2047-05-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                                   | PotlatchDeltic Corp                                                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      67848 | NS      | $2984633.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     854000 | PA      | $770879.16     | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6TA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341923 | PA      | $346230.88     | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25650 | PA      | $25456.03      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1190000 | PA      | $874650.00     | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32985 | PA      | $33818.95      | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                 | Bath & Body Works Inc                                                            | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1651407.77    | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 31336CMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        217 | PA      | $213.74        | 0.00%             | 2035-07-01      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GXD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135784 | PA      | $126902.95     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2383321.07    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22488 | PA      | $21596.07      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EQ7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43406 | PA      | $40696.80      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                 | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162077.37     | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2021-NQM1 Trust                                                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     869110 | PA      | $676093.61     | 0.01%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                              | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2112804.86    | 0.02%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138E7ZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12477 | PA      | $11967.85      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HMLZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15352 | PA      | $14381.58      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386371 | PA      | $328845.41     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2197000 | PA      | $1793026.63    | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95658 | PA      | $98997.85      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                    | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     430000 | PA      | $392329.56     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      84305 | NS      | $8343665.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                         | Rio Tinto PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     104044 | NS      | $7323037.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                               | Becton Dickinson and Co                                                          | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1458492.26    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: —       |
| Nippon Steel Corp                                     | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     157200 | NS      | $2727599.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     439462 | PA      | $400953.22     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4970000 | PA      | $3280200.00    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                   | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     154640 | NS      | $15358844.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3877942.73    | 0.03%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                             | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      62320 | NS      | $3375874.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     799000 | PA      | $582084.96     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1141000 | PA      | $1042588.75    | 0.01%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      44832 | PA      | $40617.27      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| St Joe Co/The                                         | St Joe Co/The                                                                    | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      33038 | NS      | $1276918.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Derwent London PLC                                    | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               | CORP              | GB        |      27645 | NS      | $791234.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                               | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     610000 | PA      | $611525.00     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1923 | PA      | $1963.99       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                           | Pacific Premier Bancorp Inc                                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      95855 | NS      | $3025183.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7210000 | PA      | $6231242.50    | 0.05%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                           | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1445909.17    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271289 | PA      | $260819.67     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36241L7C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26370 | PA      | $26318.52      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20369 | PA      | $19484.39      | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                  | Carpenter Technology Corp                                                        | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     471000 | PA      | $448745.91     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390943.76     | 0.00%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116203 | PA      | $108835.72     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                       | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4440563.03    | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY INC                                    | NextEra Energy Inc                                                               | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      28000 | NS      | $1405320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620C2UT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41916 | PA      | $41647.35      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119196 | PA      | $107121.87     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8406 | PA      | $8337.58       | 0.00%             | 2037-04-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     990000 | PA      | $866769.45     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MOOG INC                                              | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     345000 | PA      | $318718.50     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DARLING INGREDIENTS INC                               | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1058489.25    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAR41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4684 | PA      | $4489.21       | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37965 | PA      | $37635.53      | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                              | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     241320 | NS      | $28236853.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                           | Toro Co/The                                                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      18976 | NS      | $2148083.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33613 | PA      | $34935.41      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                        | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1390000 | PA      | $1265595.00    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                   | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3716870.43    | 0.03%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BANCO GENERAL SA                                      | Banco General SA                                                                 | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     620000 | PA      | $511810.00     | 0.00%             | N/A             | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY LP                                      | Kilroy Realty LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1618520.19    | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Netflix Inc                                           | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      68945 | NS      | $20330501.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                             | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     325252 | NS      | $16987751.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                  | Greenko Power II Ltd                                                             | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    1383999 | PA      | $1155639.20    | 0.01%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617M76W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5883 | PA      | $5463.69       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                     | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    6450000 | PA      | $5733646.88    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9RA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201208 | PA      | $193230.37     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36291JJW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59061 | PA      | $59522.25      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13478 | PA      | $11070.12      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                           | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      36854 | NS      | $24140475.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4326 | PA      | $4318.72       | 0.00%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     224986 | PA      | $218611.50     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                          | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $226250.00     | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367251 | PA      | $293471.43     | 0.00%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82490 | PA      | $84239.71      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                   | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      43594 | NS      | $5917885.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     865000 | PA      | $486438.91     | 0.00%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| LSEGA FINANCING PLC                                   | LSEGA Financing PLC                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1810000 | PA      | $1542500.28    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J8N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86649 | PA      | $81135.21      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366830 | PA      | $314313.33     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203164 | PA      | $201630.03     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6598 | PA      | $6450.18       | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18585000 | PA      | $17426409.98   | 0.13%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                          | AES Andes SA                                                                     | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     825000 | PA      | $759000.00     | 0.01%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Intellia Therapeutics Inc                             | Intellia Therapeutics Inc                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      21376 | NS      | $745808.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93517 | PA      | $95500.88      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6839 | PA      | $6776.48       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BORAL FINANCE PTY LTD                                 | Boral Finance Pty Ltd                                                            | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | AU        |     182000 | PA      | $161311.61     | 0.00%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                     | Kosmos Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     800000 | PA      | $679150.00     | 0.01%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                            | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       5803 | NS      | $2488094.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     574377 | PA      | $551434.03     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                               | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      17898 | NS      | $15106448.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                              | Enel Finance America LLC                                                         | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     320000 | PA      | $332644.45     | 0.00%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30203 | PA      | $31507.48      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    5500000 | PA      | $398750.00     | 0.00%             | 2019-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     514346 | PA      | $479619.94     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RUWAIS POWER CO PJSC                                  | Ruwais Power Co PJSC                                                             | CUSIP: 000000000<br>LEI: 635400CH1S8AGGXHLZ09 | Long             | DBT              | CORP              | AE        |    1640000 | PA      | $1660500.00    | 0.01%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                   | NAC Kazatomprom JSC                                                              | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      87023 | NS      | $2443916.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                               | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1365412.32    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                 | Molina Healthcare Inc                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      27779 | NS      | $9173181.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                   | BellRing Brands Inc                                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      42801 | NS      | $1097417.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Materials Inc                                 | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      65782 | NS      | $6405851.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                   | Payoneer Global Inc                                                              | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     253418 | NS      | $1386196.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227326 | PA      | $212299.32     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2020559.47    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Elekta AB                                             | Elekta AB                                                                        | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     879700 | NS      | $5306309.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP Inc                                           | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      16028 | NS      | $1728619.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134630 | PA      | $133526.45     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31296QQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        987 | PA      | $989.66        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Storebrand ASA                                        | Storebrand ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    1235976 | NS      | $10741940.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36297GYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     296261 | PA      | $278612.20     | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                          | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     577778 | NS      | $29170763.84   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                       | PerkinElmer Inc                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     755000 | PA      | $658257.64     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7345000 | PA      | $5039588.13    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19757 | PA      | $20006.83      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32118 | PA      | $33399.52      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2020-3                                                  | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303698 | PA      | $267902.74     | 0.00%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6840 | PA      | $6599.26       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                        | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     750000 | PA      | $771925.07     | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| LENOVO GROUP LTD                                      | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     800000 | PA      | $629400.00     | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                           | Aker BP ASA                                                                      | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     495000 | PA      | $456521.42     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                          | Wheaton Precious Metals Corp                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      27916 | NS      | $1090662.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                         | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      46571 | NS      | $13215918.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                              | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1065000 | PA      | $1039440.00    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67715 | PA      | $67567.51      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                           | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      42468 | NS      | $2496269.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Essex Property Trust Inc                              | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      37616 | NS      | $7971582.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                               | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3637073.64    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1166650 | PA      | $1041743.32    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1461835 | PA      | $1322286.55    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13550470 | PA      | $11033362.08   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                              | Solaris Midstream Holdings LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1115263.53    | 0.01%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc                                   | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     285599 | NS      | $17512930.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                     | Metso Outotec Oyj                                                                | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     348268 | NS      | $3586281.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                       | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1536781.60    | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2016-B                                          | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |     265934 | PA      | $254137.89     | 0.00%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                 | eG Global Finance PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3555000 | PA      | $3309705.00    | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAMAR FUNDING LTD                                     | Lamar Funding Ltd                                                                | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1887250.00    | 0.01%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                               | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2974000 | PA      | $1029375.75    | 0.01%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                        | Murphy USA Inc                                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      10628 | NS      | $2970951.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     460848 | PA      | $423715.26     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94351 | PA      | $85849.66      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1766992.22    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PANAMA                                    | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2080000 | PA      | $1467440.00    | 0.01%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                    | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     334597 | NS      | $29069787.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                              | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3185000 | PA      | $3112382.00    | 0.02%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Hamamatsu Photonics KK                                | Hamamatsu Photonics KK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     161100 | NS      | $7688937.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                | Williams Cos Inc/The                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     155000 | PA      | $141414.83     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     770000 | PA      | $616669.71     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MC6H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $2.72          | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                        | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      23768 | NS      | $3058466.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NCL CORPORATION LTD                                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1195000 | PA      | $941122.25     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    7762000 | PA      | $5976740.00    | 0.05%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   37670000 | PA      | $1600975.00    | 0.01%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources                         | Alpha Metallurgical Resources Inc                                                | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8826 | NS      | $1292038.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652768 | PA      | $563497.75     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                 | Healthpeak Properties Inc                                                        | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     245000 | PA      | $204726.37     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4230 | PA      | $3913.16       | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71675 | PA      | $73195.95      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                              | Ipsen SA                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      34167 | NS      | $3675023.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                        | Sumitomo Rubber Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |     261700 | NS      | $2274327.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                               | Becton Dickinson and Co                                                          | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2481000 | PA      | $2126709.75    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        347 | PA      | $362.23        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                   | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     344131 | NS      | $4938279.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                    | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      19699 | NS      | $653440.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6608 | PA      | $6227.64       | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                      | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7781 | NS      | $1628952.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EastGroup Properties Inc                              | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      35494 | NS      | $5255241.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                     | GXO Logistics Inc                                                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      21367 | NS      | $912157.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                   | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      13147 | NS      | $465272.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                         | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     139321 | NS      | $37176415.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140MSLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397083 | PA      | $382214.72     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                    | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $23053.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                              | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1770000 | PA      | $1702138.20    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                  | Carpenter Technology Corp                                                        | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1245782.48    | 0.01%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                        | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      46245 | NS      | $14255483.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PANAMA                                    | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    6050000 | PA      | $4480025.00    | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                | Brazilian Government International Bond                                          | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     385000 | PA      | $284851.88     | 0.00%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5886000 | PA      | $5691234.91    | 0.04%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                         | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     597200 | NS      | $9927308.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     946796 | PA      | $924082.38     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     250000 | PA      | $230511.07     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                              | SMC Corp                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       9100 | NS      | $3799739.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                                             | Esab Corp                                                                        | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      46164 | NS      | $2166014.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418CPN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33132 | PA      | $31671.84      | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59931 | PA      | $54530.61      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3170312 | PA      | $2660148.35    | 0.02%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                            | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425600 | PA      | $1130572.08    | 0.01%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2075000 | PA      | $2043722.49    | 0.02%             | 2033-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21071 | PA      | $20887.88      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     799000 | PA      | $746314.32     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     978000 | PA      | $786078.51     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CapitaLand Integrated Commerci                        | CapitaLand Integrated Commercial Trust                                           | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     975100 | NS      | $1487234.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213726 | PA      | $205248.18     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  169920000 | PA      | $149082584.66  | 1.12%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        695 | PA      | $716.97        | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620ADCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4255 | PA      | $4227.24       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                   | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $839165.86     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                                | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3217000 | PA      | $3263112.41    | 0.02%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                              | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $680931.29     | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                            | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     256371 | NS      | $41432117.31   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1413 | PA      | $1462.49       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                              | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      16977 | NS      | $7897191.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                               | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       1426 | NS      | $6577539.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100426 | PA      | $99628.60      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133B9Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1010000 | PA      | $917607.91     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2760922 | PA      | $2327281.88    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1031 | PA      | $1055.00       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                              | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18471.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QW5G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103667 | PA      | $99343.46      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2014-LC17 Mortgage Trust                                                    | CUSIP: 12592MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1354204 | PA      | $12049.17      | 0.00%             | 2047-10-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    9000000 | PA      | $7873875.00    | 0.06%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98035 | PA      | $87992.24      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                              | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1723481.96    | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                               | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1136388.71    | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543818 | PA      | $508033.73     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                              | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2067514.18    | 0.02%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Honeywell International Inc                           | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     128466 | NS      | $27530263.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                               | Becton Dickinson and Co                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     128000 | PA      | $113901.86     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1210 | PA      | $1199.71       | 0.00%             | 2037-02-01      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                             | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2646911.18    | 0.02%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     388929 | PA      | $348080.53     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     425000 | PA      | $405418.58     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SURINAME INT                              | Suriname Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    3058000 | PA      | $2175575.88    | 0.02%             | 2026-10-26      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                        | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      46059 | NS      | $8030847.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR & Co Inc                                          | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      65764 | NS      | $3052764.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59265 | PA      | $57971.71      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9LL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10280 | PA      | $9632.38       | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                               | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     229203 | NS      | $8054193.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                            | Xencor Inc                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      41535 | NS      | $1081571.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104210 | PA      | $106420.45     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312939V73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19546 | PA      | $19398.86      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                         | AIA Group Ltd                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    2970000 | PA      | $2786840.10    | 0.02%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2021-GR1                                     | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955883 | PA      | $730242.29     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                             | Five9 Inc                                                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      22041 | NS      | $1495702.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3370000 | PA      | $3067070.70    | 0.02%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                               | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     560000 | PA      | $461055.00     | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                     | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1010000 | PA      | $935512.50     | 0.01%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                              | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2838160.01    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Western Alliance Bancorp                              | Western Alliance Bancorp                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      53957 | NS      | $3213678.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10045 | PA      | $10372.92      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EQ2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169948 | PA      | $157994.38     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1408061.90    | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                 | CUSIP: 040114GM6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9945000 | PA      | $36050.63      | 0.00%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                    | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     246804 | NS      | $12895509.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BSREP Commercial Mortgage Trus                        | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $1140818.82    | 0.01%             | 2038-08-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                             | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      24233 | NS      | $4212664.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M97F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66340 | PA      | $68864.91      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99150 | PA      | $92600.17      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2376 | PA      | $2375.32       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seagen Inc                                            | Seagen Inc                                                                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16882 | NS      | $2169505.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    4750000 | PA      | $4632140.63    | 0.03%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                  | Ooredoo International Finance Ltd                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    1095000 | PA      | $938962.50     | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                              | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      49860 | NS      | $18798715.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419000 | PA      | $379721.23     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                    | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     390000 | PA      | $337350.00     | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     841975 | NS      | $30260814.06   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     540000 | PA      | $363254.82     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4325770 | PA      | $1090094.04    | 0.01%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417HBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81921 | PA      | $76547.36      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                       | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     865000 | PA      | $812122.55     | 0.01%             | 2025-12-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M73F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20834 | PA      | $21217.14      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                 | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     670000 | PA      | $525777.72     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                              | Republic of South Africa Government International Bond                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2225000 | PA      | $1905156.25    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3704 | PA      | $3370.01       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                           | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     157571 | NS      | $14011213.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     560000 | PA      | $447055.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                     | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     944266 | NS      | $11311699.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                             | Bunzl PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     199694 | NS      | $6643851.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X9JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90387 | PA      | $84551.54      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18215 | PA      | $18503.42      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                            | Belden Inc                                                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      44852 | NS      | $3224858.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1470000 | PA      | $1417855.72    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                              | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      95295 | NS      | $11195256.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3228000 | PA      | $3097736.03    | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132A5H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4743 | PA      | $4218.28       | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Worley Ltd                                            | Worley Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    1012407 | NS      | $10327020.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2031422 | PA      | $1762082.85    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                   | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3520000 | PA      | $2640000.00    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                               | Ausgrid Finance Pty Ltd                                                          | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    1662000 | PA      | $1533307.19    | 0.01%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KT Corp                                               | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     230742 | NS      | $6175877.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                            | Boliden AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     143100 | NS      | $5375150.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1223152 | PA      | $1144321.35    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    1710000 | PA      | $1502983.13    | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                     | Kosmos Energy Ltd                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     233088 | NS      | $1482439.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                            | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     281037 | NS      | $38741322.32   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                        | Ford Credit Auto Owner Trust 2018-REV1                                           | CUSIP: 34532RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2090000 | PA      | $1990949.47    | 0.02%             | 2031-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                           | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      46222 | NS      | $7734327.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                       | Alamo Group Inc                                                                  | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      12434 | NS      | $1760654.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2018-C46                                   | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1242699 | PA      | $33340.11      | 0.00%             | 2051-08-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Lazard Ltd                                            | Lazard Ltd                                                                       | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      76164 | NS      | $2640605.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2741515.58    | 0.02%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                       | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28351 | NS      | $837205.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GS5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5052 | PA      | $4856.96       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                      | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     559847 | NS      | $35611867.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                               | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $290456.25     | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                         | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     146900 | NS      | $9857367.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                 | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      97000 | PA      | $87756.87      | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                    | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    2210000 | PA      | $2189695.63    | 0.02%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                              | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1075000 | PA      | $763250.00     | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SABLE INTL FINANCE LTD                                | Sable International Finance Ltd                                                  | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    1150000 | PA      | $1062312.50    | 0.01%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1636 | PA      | $1697.65       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ASLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3238 | PA      | $3209.52       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                           | Popular Inc                                                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      50100 | NS      | $3322632.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     710000 | PA      | $622923.04     | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200174 | PA      | $186974.58     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1355000 | PA      | $1134843.26    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                 | Tokyo Tatemono Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |      53600 | NS      | $648900.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31413NEV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2855 | PA      | $2898.26       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSMC                                                  | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    1992749 | NS      | $28941616.95   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Lending Corp                                     | Open Lending Corp                                                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77647 | NS      | $524117.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                          | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      32939 | NS      | $384513.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AJXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6651 | PA      | $6647.54       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                  | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     430000 | PA      | $417839.19     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HLBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13181 | PA      | $12351.79      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -356 | NC      | $471672.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                           | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1336000 | PA      | $1244136.51    | 0.01%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                     | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    1550000 | PA      | $1561915.63    | 0.01%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ENK32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52931 | PA      | $52471.68      | 0.00%             | 2042-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                         | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      11631 | NS      | $8242075.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22721 | PA      | $20741.66      | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240263 | PA      | $205767.25     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     589057 | PA      | $499776.01     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                | Warehouses De Pauw CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      42487 | NS      | $1217116.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                              | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     775000 | PA      | $684905.81     | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UCD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     414669 | PA      | $413428.73     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     314275 | NS      | $30304465.52   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6659 | PA      | $6274.22       | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                              | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $4376216.42    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95326 | PA      | $98732.41      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $629891.25     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                        | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      65234 | NS      | $806944.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     965000 | PA      | $724353.13     | 0.01%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80774 | PA      | $77572.77      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                  | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12096 | NS      | $785393.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3129325J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23019 | PA      | $22752.01      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                               | Bahamas Government International Bond                                            | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    4780000 | PA      | $3629215.00    | 0.03%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42505000 | PA      | $42275871.70   | 0.32%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26689 | PA      | $27848.24      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LWX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99812 | PA      | $105731.62     | 0.00%             | 2040-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                      | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965000 | PA      | $780641.81     | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                               | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     524998 | NS      | $16000635.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HQBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9341 | PA      | $8509.60       | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WVX55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51445 | PA      | $48158.74      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     191822 | PA      | $178764.43     | 0.00%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1154.54       | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                     | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     860000 | PA      | $602000.00     | 0.00%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAF3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    6495000 | PA      | $6479476.95    | 0.05%             | 2026-03-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                   | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     137380 | NS      | $4395506.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $22283931.25   | 0.17%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41527 | PA      | $43244.27      | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                              | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      52500 | NS      | $6445930.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman CLO XVI-S Ltd                                                   | CUSIP: 64131TAN4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |    1580000 | PA      | $1539525.46    | 0.01%             | 2034-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                    | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     170000 | PA      | $174368.23     | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                         | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      30638 | NS      | $1075393.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Teledyne Technologies Inc                             | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      36153 | NS      | $14457946.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2200000 | PA      | $1795475.00    | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                 | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    8284940 | PA      | $2608720.62    | 0.02%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617K53Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57680 | PA      | $55335.43      | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7ZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9241 | PA      | $9171.56       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                              | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      70410 | NS      | $11651446.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     395294 | PA      | $354777.47     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                              | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1505921.00    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                            | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     412139 | NS      | $18090117.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1908229.96    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Albemarle Corp                                        | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       2057 | NS      | $446081.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                               | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2542283.99    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HMSH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1338 | PA      | $1252.25       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        914 | PA      | $897.08        | 0.00%             | 2035-02-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     164673 | PA      | $164351.09     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266552 | PA      | $263475.18     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PICC P&C                                              | PICC Property & Casualty Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    7876000 | NS      | $7446725.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     775000 | PA      | $747136.06     | 0.01%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                           | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1175028.70    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $998253.04     | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                        | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      16126 | NS      | $839519.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42703 | PA      | $42619.63      | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37080 | PA      | $37166.25      | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                              | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    2650000 | PA      | $2115528.13    | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                              | Acadia Healthcare Co Inc                                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      28670 | NS      | $2360114.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138MLFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56267 | PA      | $51197.46      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      18469 | PA      | $17792.64      | 0.00%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                          | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1227307.00    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      59700 | PA      | $57280.14      | 0.00%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2300000 | PA      | $2241493.75    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     164042 | NS      | $5500328.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                         | GameStop Corp                                                                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      23360 | NS      | $431225.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc                             | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     137941 | NS      | $885581.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corp                                     | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      51891 | NS      | $3191815.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1608 | PA      | $1527.49       | 0.00%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                   | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1790000 | PA      | $1407817.10    | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT OF JAMAICA                                 | Jamaica Government International Bond                                            | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    1340000 | PA      | $1562188.75    | 0.01%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -221 | NC      | $205452.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10737 | PA      | $10637.80      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                 | Bridgepoint Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    1568543 | NS      | $3622302.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12684 | PA      | $12824.17      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                       | PerkinElmer Inc                                                                  | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     614000 | PA      | $480761.00     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Liberty Energy Inc                                    | Liberty Energy Inc                                                               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     144073 | NS      | $2306608.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     489994 | NS      | $7893269.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110030 | PA      | $112364.86     | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                 | Banco Santander Chile                                                            | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    1850000 | PA      | $1569378.13    | 0.01%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                              | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     845000 | PA      | $779352.41     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                         | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     234086 | NS      | $12790459.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                               | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     967000 | PA      | $872254.65     | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                         | Element Fleet Management Corp                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    1073677 | NS      | $14630236.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                      | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1130000 | PA      | $1078818.57    | 0.01%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1032218.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                           | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3559845.64    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                            | Mattel Inc                                                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      87494 | NS      | $1560892.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KINGDOM OF MOROCCO                                    | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    7750000 | PA      | $5259343.75    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3256000 | PA      | $2818983.75    | 0.02%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                | Boardwalk Pipelines LP                                                           | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     810000 | PA      | $678127.48     | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     401852 | PA      | $352819.97     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                               | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      98752 | NS      | $7559465.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410FSD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46948 | PA      | $48567.29      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                               | Becton Dickinson and Co                                                          | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      26950 | NS      | $1349656.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Workiva Inc                                           | Workiva Inc                                                                      | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      10200 | NS      | $856494.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MVW Owner Trust                                       | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420292 | PA      | $380495.72     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     465000 | PA      | $387561.64     | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     885000 | PA      | $849599.35     | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403DWK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7930 | PA      | $8258.85       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                    | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      26522 | NS      | $3615336.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae                                                                       | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3025000 | PA      | $3093742.55    | 0.02%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       5078 | NS      | $1716211.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                      | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2170000 | PA      | $1817512.36    | 0.01%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                               | DCC PLC                                                                          | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     134750 | NS      | $6625919.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                               | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    3100000 | PA      | $2281987.50    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                              | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3560000 | PA      | $3129372.43    | 0.02%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                        | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1610000 | PA      | $1391601.57    | 0.01%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $78794.85      | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620A9VX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2490 | PA      | $2471.69       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                          | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     169511 | NS      | $8287392.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                  | Rush Enterprises Inc                                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      56432 | NS      | $2950264.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88478 | PA      | $92080.82      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae                                                                       | CUSIP: 21H070613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1025000 | PA      | $1052737.27    | 0.01%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                 | DP World Crescent Ltd                                                            | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    2225000 | PA      | $2075925.00    | 0.02%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                              | FMC Corp                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      52628 | NS      | $6567974.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AA BOND CO LTD                                        | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     345000 | PA      | $332689.00     | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tosoh Corp                                            | Tosoh Corp                                                                       | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      80400 | NS      | $956087.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                        | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1210000 | PA      | $1141673.84    | 0.01%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1440000 | PA      | $1258141.54    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                             | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     116562 | NS      | $25713577.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                               | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1302262.50    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                               | Helios Technologies Inc                                                          | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      42478 | NS      | $2312502.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                 | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1389507.96    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417GAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1092700 | PA      | $994224.70     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                       | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     272800 | NS      | $8856395.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1051946.68    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HADRIAN MERGER SUB                                    | Hadrian Merger Sub Inc                                                           | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2234000 | PA      | $1971540.05    | 0.01%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36192XPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31379 | PA      | $29270.46      | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24063 | PA      | $23639.02      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     420000 | PA      | $375749.82     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FN44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3222 | PA      | $3163.38       | 0.00%             | 2026-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALS Ltd                                               | ALS Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     327946 | NS      | $2718972.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        912 | NC      | $-575124.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONTAINER                               | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    1710000 | PA      | $1485348.75    | 0.01%             | 2030-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                 | Mitsui Fudosan Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     829700 | NS      | $15164406.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9X55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38773 | PA      | $38437.23      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                            | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      64370 | NS      | $8993776.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                 | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1630000 | PA      | $1585990.00    | 0.01%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2360791 | PA      | $1989970.81    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                          | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      57698 | NS      | $2271570.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1304325.00    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11340000 | PA      | $10042101.62   | 0.08%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                               | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    4360000 | PA      | $1712117.50    | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1718430 | PA      | $1489188.37    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                           | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      19394 | NS      | $2007085.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138A2WW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25221 | PA      | $24221.64      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                        | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     344569 | NS      | $45686403.71   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                            | Genmab A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      13817 | NS      | $5841755.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73968 | PA      | $60669.61      | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40692 | PA      | $38059.26      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                              | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 000000000<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     925000 | PA      | $698548.44     | 0.01%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                       | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     291849 | NS      | $20840937.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15063 | PA      | $15382.30      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39776 | PA      | $41041.33      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      46217 | NS      | $19969903.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                       | Sealed Air Corp                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     141760 | NS      | $7070988.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410FZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14203 | PA      | $14828.09      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647000 | PA      | $604365.09     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23764588 | PA      | $19362222.84   | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                            | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1208475 | PA      | $999193.72     | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1282 | PA      | $1337.11       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                              | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1756459.48    | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31676 | PA      | $31515.91      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                        | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3575000 | PA      | $3245949.49    | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                  | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3470000 | PA      | $2934240.92    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                      | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     244346 | NS      | $11169055.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                            | Lattice Semiconductor Corp                                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      34042 | NS      | $2208644.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc                                               | WEX Inc                                                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      10717 | NS      | $1753837.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                   | TreeHouse Foods Inc                                                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      33440 | NS      | $1651267.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10717 | PA      | $10944.23      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4549 | PA      | $4539.98       | 0.00%             | 2042-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5537807 | PA      | $4691371.55    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                              | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     425794 | PA      | $412434.85     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                        | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     450668 | PA      | $431020.58     | 0.00%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2250000 | PA      | $157500.00     | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                 | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    1250000 | PA      | $376015.63     | 0.00%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                               | El Salvador Government International Bond                                        | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     525000 | PA      | $227325.00     | 0.00%             | 2027-01-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33707 | PA      | $30463.67      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                        | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      11322 | NS      | $2467063.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae                                                                       | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2055000 | PA      | $1829323.52    | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ANL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6715 | PA      | $6327.79       | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                              | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     272546 | NS      | $14027970.89   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                         | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     428497 | NS      | $13316314.37   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36891 | PA      | $35467.37      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                              | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2576712.73    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                      | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1575478.59    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BELLIS ACQUISITION CO PL                              | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     890000 | PA      | $872336.34     | 0.01%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $954304.00     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                    | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      28200 | NS      | $8285970.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                         | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      23038 | NS      | $8642014.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                              | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     930000 | PA      | $913451.21     | 0.01%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     289172 | PA      | $295638.44     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                              | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     860000 | PA      | $715950.00     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                    | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      73298 | NS      | $7161214.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MEGLOBAL CANADA ULC                                   | MEGlobal Canada ULC                                                              | CUSIP: 000000000<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1003000.00    | 0.01%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2263258.66    | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1561546.25    | 0.01%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                             | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |      90366 | NS      | $434660.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                   | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1489296.25    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1685929.39    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138YAG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1803 | PA      | $1618.70       | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23254.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                    | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     906000 | PA      | $865795.90     | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Analog Devices Inc                                    | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      30327 | NS      | $4974537.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                       | CDS CDX.NA.IG.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6504886.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                                     | H World Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |     138600 | NS      | $590912.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36196HQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5409 | PA      | $5229.36       | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $863090.84     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                            | Raytheon Technologies Corp                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      24774 | NS      | $2500192.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2575000 | PA      | $2396842.19    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                        | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      38563 | NS      | $156951.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OZ Minerals Ltd                                       | OZ Minerals Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |     125309 | NS      | $2361969.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $840663.83     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Welcia Holdings Co Ltd                                | Welcia Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     171600 | NS      | $4000048.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble Inc                                           | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     103478 | NS      | $5231847.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                            | Mueller Water Products Inc                                                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     246893 | NS      | $2656568.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                   | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      90925 | NS      | $7120336.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                         | Alfa Laval AB                                                                    | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      24145 | NS      | $698450.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $257512.15     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                               | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $166111.85     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                               | Manulife Financial Corp                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     471427 | NS      | $8408391.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96310 | PA      | $99226.29      | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140323 | PA      | $140305.88     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80652 | PA      | $78948.16      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atrion Corp                                           | Atrion Corp                                                                      | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3023 | NS      | $1691217.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                   | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      91088 | NS      | $13458252.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2270000 | PA      | $2195797.56    | 0.02%             | 2032-01-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31410TUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        595 | PA      | $621.87        | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                   | Boxer Parent Co Inc                                                              | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1814657.88    | 0.01%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                   | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3407422.61    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24897 | PA      | $25703.56      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                        | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     119912 | NS      | $41696999.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Umicore SA                                            | Umicore SA                                                                       | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     238544 | NS      | $8773600.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MANILA WATER CO INC                                   | Manila Water Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493004SJIK0GOUIZM45 | Long             | DBT              | CORP              | PH        |    2100000 | PA      | $1771875.00    | 0.01%             | 2030-07-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79734 | PA      | $71639.86      | 0.00%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procore Technologies Inc                              | Procore Technologies Inc                                                         | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      26865 | NS      | $1267490.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1382935 | PA      | $1315021.80    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1000000 | PA      | $962375.00     | 0.01%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                         | Ultragenyx Pharmaceutical Inc                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      28251 | NS      | $1308868.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      34925 | NS      | $3295872.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAK2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $197022.00     | 0.00%             | 2028-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDJ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74345 | PA      | $73783.24      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     338000 | NS      | $14740180.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1890 | PA      | $1954.82       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                 | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     640000 | PA      | $603720.00     | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                           | Markel Corp                                                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        804 | NS      | $1059261.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                               | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3520000 | PA      | $3472260.00    | 0.03%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                          | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      92010 | NS      | $3468777.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                 | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $3998946.58    | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                          | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     641679 | NS      | $56615338.17   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4365656 | PA      | $181281.25     | 0.00%             | 2052-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                             | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       4620 | NS      | $333602.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WAYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2299 | PA      | $2203.20       | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                              | Globo Comunicacao e Participacoes SA                                             | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     600000 | PA      | $510487.50     | 0.00%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                              | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     625000 | PA      | $604649.04     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                             | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     203332 | NS      | $235865.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verallia SA                                           | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |      26342 | NS      | $892722.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     223135 | PA      | $203686.46     | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                             | Toast Inc                                                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      31964 | NS      | $576310.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Uber Technologies Inc                                 | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     201141 | NS      | $4974216.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDOR MERGER SUB INC                                 | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1930125.81    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF VENEZUELA                                 | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    3025000 | PA      | $211750.00     | 0.00%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Ryder System Inc                                      | Ryder System Inc                                                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      38789 | NS      | $3241596.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Owl Capital Inc                                  | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     397852 | NS      | $4217231.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| THAIOIL TRSRY CENTER                                  | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    4675000 | PA      | $2805876.56    | 0.02%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        755 | PA      | $724.11        | 0.00%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17425 | PA      | $15854.98      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc                                   | Jack in the Box Inc                                                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      24238 | NS      | $1653758.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2673.40       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                       | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       4848 | NS      | $1161386.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                | eXp World Holdings Inc                                                           | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      53816 | NS      | $596281.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dollar General Corp                                   | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      47824 | NS      | $11776660.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                | Brazilian Government International Bond                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1040000 | PA      | $877045.00     | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                    | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1600000 | PA      | $1428300.00    | 0.01%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     352385 | NS      | $11561751.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HubSpot Inc                                           | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      15835 | NS      | $4578373.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                        | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     270121 | NS      | $27338946.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $459624.56     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Crown Castle Inc                                      | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      18803 | NS      | $2550438.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                  | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     275197 | NS      | $9813525.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                              | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1021166.94    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76380 | PA      | $73504.70      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68272 | PA      | $69435.34      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                         | Annaly Capital Management Inc                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      55876 | NS      | $1177866.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ADVANCED DRAINAGE SYSTEM                              | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1501769.84    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| OFG Bancorp                                           | OFG Bancorp                                                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      68737 | NS      | $1894391.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                       | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      44682 | NS      | $3132655.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP FINANCE 2010                                      | WPP Finance 2010                                                                 | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    2748000 | PA      | $2659771.34    | 0.02%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1198 | PA      | $1188.69       | 0.00%             | 2037-02-01      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                    | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     104962 | NS      | $4273003.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                            | Omron Corp                                                                       | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      83100 | NS      | $4016039.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2220886 | PA      | $1811825.03    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1875000 | PA      | $89062.50      | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9185 | PA      | $9379.50       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      28905 | PA      | $18636.28      | 0.00%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                  | JBG SMITH Properties                                                             | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70918 | NS      | $1346023.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                              | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1734307.56    | 0.01%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                              | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82598.37      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                              | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $223958.68     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                            | Nucor Corp                                                                       | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $382345.54     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138YS6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26457 | PA      | $25341.79      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1195000 | PA      | $909514.50     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418A6M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6669 | PA      | $6283.65       | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                    | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      18500 | NS      | $4901760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                         | Capitol Federal Financial Inc                                                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     149049 | NS      | $1289273.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      52518 | NS      | $11126463.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6698 | PA      | $6028.90       | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     337654 | PA      | $337988.84     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                             | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |       4333 | NS      | $441446.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18960000 | PA      | $15268725.00   | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4707 | PA      | $4869.97       | 0.00%             | 2035-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                         | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      51405 | NS      | $6041629.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tietto Minerals Ltd                                   | Tietto Minerals Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    3154115 | NS      | $1518484.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     204226 | PA      | $174254.87     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J82L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3480 | PA      | $3261.34       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16815 | PA      | $17562.81      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      17653 | NS      | $12736462.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333273 | PA      | $351916.51     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                              | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      63176 | NS      | $14641038.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTONE FINANCE LTD                                  | SmarTone Finance Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $993312.50     | 0.01%             | 2023-04-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132CWFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346913 | PA      | $330124.15     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                              | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     297000 | PA      | $275843.81     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184186.00     | 0.00%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                         | First American Financial Corp                                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      25544 | NS      | $1336972.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419AJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31658 | PA      | $32739.53      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49134 | PA      | $44019.33      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                              | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1115027.94    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                 | CUSIP: 3132A83M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226615 | PA      | $218651.25     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3286000 | PA      | $3049166.94    | 0.02%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Hol                        | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10731 | NS      | $675838.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     133202 | PA      | $124052.22     | 0.00%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                   | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |      20918 | NS      | $1078950.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     685000 | PA      | $658798.75     | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                           | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     164425 | NS      | $29705020.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2081 | PA      | $1925.27       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                              | Globo Comunicacao e Participacoes SA                                             | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     625000 | PA      | $531757.81     | 0.00%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EPTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282203 | PA      | $288183.36     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                               | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1040962.43    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1902 | PA      | $1967.81       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                              | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    4237000 | PA      | $3536418.74    | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3902 | PA      | $4053.77       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                      | AGL CLO 14 Ltd                                                                   | CUSIP: 00851WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3490000 | PA      | $3389434.25    | 0.03%             | 2034-12-02      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     474149 | NS      | $7134625.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                        | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     645000 | PA      | $661963.50     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Legrand SA                                            | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     159174 | NS      | $12762846.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1307002 | PA      | $1212465.19    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        294 | PA      | $294.47        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1863796.61    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust                          | Hilton Grand Vacations Trust 2017-A                                              | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51896 | PA      | $51080.63      | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                     | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     154617 | NS      | $7365953.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292118 | PA      | $288746.35     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                            | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1869255.73    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2064770.52    | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8045 | PA      | $6727.78       | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1045000 | PA      | $847756.25     | 0.01%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| AmeriCredit Automobile Receiva                        | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1054000 | PA      | $969975.33     | 0.01%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNH36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23769 | PA      | $22274.37      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                         | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       5347 | NS      | $407120.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                 | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     243609 | NS      | $7342375.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      16300 | NS      | $2206042.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EGFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71183 | PA      | $68361.47      | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ARH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6740 | PA      | $6416.75       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140N0DG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284943 | PA      | $267286.69     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45420 | PA      | $43028.32      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                    | Planet Fitness Inc                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      16371 | NS      | $1290034.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4FN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341736 | PA      | $321652.33     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                 | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      20165 | NS      | $1052008.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EQCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132809 | PA      | $134486.33     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J62W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4029 | PA      | $3670.38       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     845000 | PA      | $796219.10     | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                          | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     121107 | NS      | $67714556.91   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7030 | PA      | $6623.04       | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1086948.54    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                            | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       9951 | NS      | $2151107.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QFTM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835867 | PA      | $737246.24     | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $37.27         | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                 | Sri Lanka Government International Bond                                          | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     800000 | PA      | $240650.00     | 0.00%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AB23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97758 | PA      | $93880.58      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                        | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408829 | PA      | $401059.70     | 0.00%             | 2046-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2159000 | PA      | $1869559.06    | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cactus Inc                                            | Cactus Inc                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      16104 | NS      | $809387.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3625000 | PA      | $2713472.00    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFJL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17278 | PA      | $17515.86      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                               | Becton Dickinson and Co                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1729200.88    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                         | United States Treasury Bill                                                      | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157860000 | PA      | $157074616.51  | 1.19%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                        | Pinnacle Financial Partners Inc                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      43265 | NS      | $3175651.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33101 | PA      | $30694.09      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Physical Therapy Inc                               | US Physical Therapy Inc                                                          | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      21172 | NS      | $1715567.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SIRIUS XM RADIO INC                                   | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1330085.56    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                            | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     392606 | PA      | $339449.79     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                               | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1157450.12    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Autoliv Inc                                           | Autoliv Inc                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      89782 | NS      | $6866061.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                       | SEALED AIR CORP                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     470000 | PA      | $467712.90     | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                           | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1555000 | PA      | $1366747.81    | 0.01%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp                           | National Bank Holdings Corp                                                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50518 | NS      | $2125292.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                        | DraftKings Inc                                                                   | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      87341 | NS      | $994813.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognizant Technology Solutions                        | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      43016 | NS      | $2460085.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617MN6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2097738 | PA      | $1940529.01    | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                        | PDC Energy Inc                                                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      36810 | NS      | $2336698.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Endeavor Group Holdings Inc                           | Endeavor Group Holdings Inc                                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30790 | NS      | $694006.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2019-1                                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72524 | PA      | $68238.85      | 0.00%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AON CORP                                              | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     450000 | PA      | $384221.93     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                  | Las Vegas Sands Corp                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     150411 | NS      | $7230256.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61381 | PA      | $50264.74      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                       | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      37929 | NS      | $1419355.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                        | Bright Horizons Family Solutions Inc                                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     119107 | NS      | $7515651.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                           | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     924473 | NS      | $10289384.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                       | Hillenbrand Inc                                                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      36035 | NS      | $1537613.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage SA                              | Shurgard Self Storage SA                                                         | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |      22816 | NS      | $1046216.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36295QLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74950 | PA      | $74402.99      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252551 | PA      | $250361.89     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312944WL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32884 | PA      | $32541.01      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1037412.43    | 0.01%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                          | Barclays PLC                                                                     | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1102173.39    | 0.01%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2311295.24    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13300000 | PA      | $11674906.25   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AMK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3085 | PA      | $3129.46       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29795 | PA      | $29387.38      | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2374 | PA      | $2455.56       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31292HXN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        175 | PA      | $178.77        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermon Group Holdings Inc                            | Thermon Group Holdings Inc                                                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      72406 | NS      | $1453912.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                               | Denali Therapeutics Inc                                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      23508 | NS      | $653757.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                    | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     305586 | NS      | $25546989.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC                            | MMAF Equipment Finance LLC 2020-A                                                | CUSIP: 60700MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     875000 | PA      | $763462.00     | 0.01%             | 2030-08-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                               | TGS ASA                                                                          | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |      48165 | NS      | $651307.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                        | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    1186168 | PA      | $1130021.14    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                    | Bahrain Government International Bond                                            | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    6400000 | PA      | $5509200.00    | 0.04%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                              | Univar Solutions USA Inc/Washington                                              | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3313910.83    | 0.03%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        651 | PA      | $649.66        | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                    | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      10268 | NS      | $293562.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     366127 | PA      | $352413.59     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                     | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      45000 | PA      | $40117.39      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                | Sun Life Financial Inc                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     351720 | NS      | $16326146.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11375 | PA      | $10989.35      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1545000 | PA      | $1068270.94    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                              | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    2475000 | PA      | $470250.00     | 0.00%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     115000 | PA      | $75900.00      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                               | IAA Inc                                                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      26253 | NS      | $1050120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                               | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      31349 | NS      | $8074561.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Booking Holdings Inc                                  | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       6537 | NS      | $13173885.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1339999 | PA      | $1231257.66    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                              | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      37957 | NS      | $3996492.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140JAFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368921 | PA      | $372457.13     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                   | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2325000 | PA      | $2112843.75    | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                                         | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92428 | PA      | $14354.62      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOSEPHS UNIV MEDICAL                               | St Joseph's University Medical Center Inc                                        | CUSIP: 85258PAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2518442.79    | 0.02%             | 2027-07-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                        | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342665 | PA      | $325902.45     | 0.00%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                             | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      62518 | NS      | $16419727.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     197434 | NS      | $60987362.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                             | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     764000 | PA      | $508075.22     | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                      | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     867289 | NS      | $35810362.81   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3017 | PA      | $3112.90       | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                               | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     740000 | PA      | $649026.25     | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31371LDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11326 | PA      | $11264.84      | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                               | Gates Global LLC / Gates Corp                                                    | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $978842.48     | 0.01%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HESS CORP                                             | Hess Corp                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     420000 | PA      | $456513.03     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 312945PQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11507 | PA      | $11419.70      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                            | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      33875 | NS      | $9782422.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1657765 | PA      | $1339752.27    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                               | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     910000 | PA      | $877410.35     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     487414 | PA      | $467218.78     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                 | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1496859.23    | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables                         | Exeter Automobile Receivables Trust 2021-4                                       | CUSIP: 30165JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1655000 | PA      | $1557701.72    | 0.01%             | 2027-10-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                          | Freshpet Inc                                                                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      15075 | NS      | $795507.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IGO Ltd                                               | IGO Ltd                                                                          | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    2463157 | NS      | $22531367.06   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58205 | PA      | $60224.50      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1490000 | PA      | $1382145.46    | 0.01%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208402 | PA      | $195619.96     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                      | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1450323.60    | 0.01%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417YYU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7373 | PA      | $7309.43       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     785000 | PA      | $746176.41     | 0.01%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194BZE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231960 | PA      | $207665.41     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inspire Medical Systems Inc                           | Inspire Medical Systems Inc                                                      | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       3185 | NS      | $802237.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         75 | PA      | $76.22         | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                 | Reynolds American Inc                                                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     288000 | PA      | $295017.65     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                        | Morgan Stanley Capital I Trust 2019-MEAD                                         | CUSIP: 61771LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $408375.35     | 0.00%             | 2036-11-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138WF3A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15007 | PA      | $13946.40      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     905000 | PA      | $828810.31     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        500 | PA      | $511.18        | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                        | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1621381.83    | 0.01%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     560000 | PA      | $533486.41     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     190007 | NS      | $10818845.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                     | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    1334400 | NS      | $18204612.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                             | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      51511 | NS      | $17334996.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331183 | PA      | $324468.19     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                 | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       7626 | NS      | $1070954.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc                                          | Amedisys Inc                                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       6953 | NS      | $580853.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                   | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    5665000 | PA      | $5308927.73    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31411GGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1376 | PA      | $1396.91       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommVault Systems Inc                                 | CommVault Systems Inc                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      22015 | NS      | $1383422.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     900000 | PA      | $929700.00     | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                  | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1235000 | PA      | $1210917.50    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 3620AVQP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7499 | PA      | $7430.35       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                            | Nucor Corp                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      34669 | NS      | $4569720.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deephaven Residential Mortgage                        | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     357753 | PA      | $300673.23     | 0.00%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                            | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      25207 | NS      | $1234134.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1067900.00    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF TURKEY                                    | Turkey Government International Bond                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     380000 | PA      | $393300.00     | 0.00%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3187000 | PA      | $2842654.63    | 0.02%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418AWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7086 | PA      | $6676.43       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                        | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      22234 | NS      | $1005199.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140H5ZE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31644 | PA      | $30172.40      | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Osisko Mining Inc                                     | Osisko Mining Inc                                                                | CUSIP: 688281104<br>LEI: 254900SJU6CW31RVHW15 | Long             | EC               | CORP              | CA        |     223426 | NS      | $577541.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1271777 | PA      | $1036285.38    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                      | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     810000 | PA      | $661162.50     | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Barry Callebaut AG                                    | Barry Callebaut AG                                                               | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       3780 | NS      | $7464559.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                         | UWM Mortgage Trust 2021-INV1                                                     | CUSIP: 90354XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2397418 | PA      | $1831495.18    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                              | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    2445000 | PA      | $1433870.25    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     360000 | PA      | $366641.86     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8918 | PA      | $8718.43       | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                  | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     540000 | PA      | $519306.66     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                        | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112753 | PA      | $106125.27     | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                  | Colombia Government International Bond                                           | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     550000 | PA      | $474134.38     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                               | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $988391.78     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2025739.41    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      81561 | PA      | $81400.89      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ACH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108872 | PA      | $104553.30     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Next PLC                                              | Next PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     117137 | NS      | $8207878.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26341 | PA      | $28010.91      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     826629 | PA      | $717970.26     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                  | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1583571.35    | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                        | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1037361 | NS      | $248779915.02  | 1.88%             |  |  |  | No            |                  1 | On Loan: —       |
| CASCADES INC/USA INC                                  | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1025000 | PA      | $931661.66     | 0.01%             | 2026-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ADANI INTERNATIONAL CONT                              | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 000000000<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2357437.50    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                  | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      68717 | NS      | $4294812.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                               | Rockcliff Energy II LLC                                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     905000 | PA      | $828214.10     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rhyolite Resources Ltd                                | Rhyolite Resources Ltd                                                           | CUSIP: 76243H109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     476727 | NS      | $52813.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                | Oman Government International Bond                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     560000 | PA      | $561330.00     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GR/DIAMON                              | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $9563.10       | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    1674616 | NS      | $20398774.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                 | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     170900 | NS      | $8541582.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172902 | PA      | $162903.02     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     373980 | PA      | $1961.52       | 0.00%             | 2047-04-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                                 | TransJamaican Highway Ltd                                                        | CUSIP: 000000000<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |     428581 | PA      | $342945.16     | 0.00%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2350000 | PA      | $1849523.44    | 0.01%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                               | Becton Dickinson and Co                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     103596 | NS      | $26344462.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1727000 | PA      | $1468894.46    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3703 | PA      | $3865.47       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mobileye Global Inc                                   | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      91978 | NS      | $3224748.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DANSKE BANK A/S                                       | Danske Bank A/S                                                                  | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1645000 | PA      | $1636420.34    | 0.01%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418MFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104623 | PA      | $108221.90     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32011 | PA      | $31836.61      | 0.00%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36194CP23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1451 | PA      | $1351.08       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64548 | PA      | $62716.63      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132J7YN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28838 | PA      | $26269.45      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1690000 | PA      | $1653850.90    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144495 | PA      | $143242.02     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7346 | PA      | $7592.01       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                  | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    1485000 | PA      | $1351350.00    | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                        | Littelfuse Inc                                                                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      13879 | NS      | $3056155.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                 | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       3068 | NS      | $756016.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14498 | PA      | $15007.33      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                          | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1670000 | PA      | $1273375.00    | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                              | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    1302031 | NS      | $18626971.33   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2019-K92 Mortgage Trust                                                    | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $631606.57     | 0.00%             | 2052-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     184369 | PA      | $172408.58     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1000 | PA      | $980.42        | 0.00%             | 2035-07-01      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2021-GR2                                     | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     984940 | PA      | $747515.42     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                               | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4875000 | PA      | $3266786.25    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                  | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      27940 | NS      | $1768602.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14378 | PA      | $13892.01      | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1301743.00    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pennant Group Inc/The                                 | Pennant Group Inc/The                                                            | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      78975 | NS      | $867145.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31417Y5U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50951 | PA      | $51595.03      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 3138EQHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73704 | PA      | $72338.14      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9328546 | PA      | $8095016.04    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                               | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     300052 | NS      | $45475881.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      18341 | NS      | $4220997.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                     | Ashtead Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     188861 | NS      | $10728209.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1779 | PA      | $1644.22       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                             | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     132283 | NS      | $6764952.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2021-3                                                  | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     706503 | PA      | $580215.80     | 0.00%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSKQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13366 | PA      | $12852.11      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                 | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     935000 | PA      | $853120.26     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJPV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4081 | PA      | $4050.45       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1220000 | PA      | $1194209.20    | 0.01%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8HG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69409 | PA      | $66731.57      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                    | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    6203000 | PA      | $2574245.00    | 0.02%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CORK & SEAL CO INC                              | Crown Cork & Seal Co Inc                                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92594.25      | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3201370 | PA      | $2608575.98    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5057 | PA      | $4548.00       | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3132GRHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119781 | PA      | $115159.27     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                | Stevens Holding Co Inc                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $216608.24     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                      | COLT 2021-1 Mortgage Loan Trust                                                  | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     869148 | PA      | $700621.67     | 0.01%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9J52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18863 | PA      | $18118.68      | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                             | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      43335 | NS      | $695526.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                                         | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     288514 | PA      | $46292.94      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                 | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $454034.63     | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae I Pool                                                                | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52772 | PA      | $54010.95      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

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