# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0000777535-26-000068
**Filing Date:** 2026-5
**Character Count:** 682465
**Document Hash:** 962e5d9df512b0424d6f4a003bf2e028
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000777535-26-000068.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000777535-26-000068

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 261028707

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

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

## Series and Classes Contracts Data

### Responsible Balanced Account (Series ID: S000005086)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000154491 | Class R1     | QCSCRX          |
| C000154492 | Class R2     | QCSCPX          |
| C000154493 | Class R3     | QCSCIX          |
| C000234677 | Class R4     | QSCCFX          |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** College Retirement Equities Fund - Responsible Balanced Account

- **b. EDGAR series identifier (if any):** S000005086

- **c. LEI of Series:** TKKJXN8KY1SLC3QQHZ77

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $20607189521.00

**Total Liabilities:** $72266960.00

**Net Assets:** $20534922561.00

**Delayed Delivery Securities:** $3503059.00

**Cash Not Reported:** $36571208.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4028.14000000 | **1-Year:** -217867.22000000 | **5-Year:** -749330.22000000 | **10-Year:** -1577574.09000000 | **30-Year:** -2162050.84000000

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

- **3-Month:** -3736.38000000 | **1-Year:** -20262.70000000 | **5-Year:** -63465.92000000 | **10-Year:** -55810.26000000 | **30-Year:** -72900.43000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154492 | 1.52%                | 1.48%                | -4.49%               |
| Class ID C000154493 | 1.52%                | 1.49%                | -4.48%               |
| Class ID C000234677 | 1.54%                | 1.50%                | -4.47%               |
| Class ID C000154491 | 1.51%                | 1.47%                | -4.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $216669822.55            | $69679337.49                               |
| Month 2  | $115956227.93            | $161138244.15                              |
| Month 3  | $697047004.19            | $-1724308128.75                            |

**Designated Index Information**

- **Index Name:** Russell 3000 Index, the MSCI EAFE + Canada Index, the Barclays U.S. Aggregate Bond Index

- **Index Identifier:** 40% LFI:LHMN0001, 42% RUSSELL: 3000, 18% MSCI:EAFE_CANADA

### Schedule of Portfolio Investments

| Name                                                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2359148 | PA      | $2323916.27   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   4288661 | PA      | $3729077.80   | 0.02%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                      | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3206 | NS      | $465607.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                             | Pulte Homes, Inc                                                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $83973.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                      | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9875000 | PA      | $9547878.18   | 0.05%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                    | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |   7970000 | PA      | $8326769.08   | 0.04%             | 2043-05-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| VAT Group AG                                                               | VAT Group AG.                                                                   | CUSIP: H90508104<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |     19555 | NS      | $12199215.10  | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6020539.50   | 0.03%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     62862 | NS      | $56276576.88  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                              | Industria de Diseno Textil S.A.                                                 | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    363213 | NS      | $21142193.61  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                                               | Consorcio Transmantaro SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |   1940000 | PA      | $1860610.93   | 0.01%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                 | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4500000 | PA      | $4519377.45   | 0.02%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    150435 | PA      | $147521.61    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates Series 2024-P016                       | Freddie Mac Multiclass Certificates Series                                      | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13750000 | PA      | $13832060.00  | 0.07%             | 2033-09-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                            | UPM-Kymmene Oyj                                                                 | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |    416614 | NS      | $13039913.61  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                          | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9490816 | PA      | $9508430.63   | 0.05%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                              | Sales Tax Securitization Corp                                                   | CUSIP: 79467BFT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1007582.65   | 0.00%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880929 | PA      | $4746577.86   | 0.02%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1306125 | PA      | $1200216.16   | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13316024 | PA      | $12969260.00  | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                        | Elevance Health, Inc                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     27295 | NS      | $7990611.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                             | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4825000 | PA      | $3762564.72   | 0.02%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                      | Travelers Cos, Inc                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    263481 | NS      | $76852138.08  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                               | GEA Group AG.                                                                   | CUSIP: D28304109<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |    149371 | NS      | $10712542.12  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                             | Daifuku Co Ltd                                                                  | CUSIP: J08988107<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |    324900 | NS      | $11471912.33  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7424863 | PA      | $7200434.69   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                                       | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12136221.13  | 0.06%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1062737 | PA      | $104630.82    | 0.00%             | 2043-09-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                  | Tokio Marine Holdings, Inc                                                      | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    590700 | NS      | $27728008.42  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5419702.09   | 0.03%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4041659 | PA      | $3477159.21   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                              | TerraForm Power Operating, LLC, Term Loan B                                     | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |  10041234 | PA      | $9984751.82   | 0.05%             | 2029-05-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8881921 | PA      | $7996756.29   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  18000000 | PA      | $17716764.24  | 0.09%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-4                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46648UBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    783118 | PA      | $694779.11    | 0.00%             | 2048-11-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    914267 | PA      | $753520.26    | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   9145000 | PA      | $7555273.44   | 0.04%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                             | CUSIP: BV6928360<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $584854.62    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                            | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10750000 | PA      | $10811388.63  | 0.05%             | 2026-12-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| Nasdaq Inc                                                                 | Nasdaq Stock Market, Inc                                                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    194779 | NS      | $16534789.31  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                             | Atlas Copco AB                                                                  | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    865618 | NS      | $13531565.53  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  32290614 | PA      | $29859877.38  | 0.15%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34711667 | PA      | $32802058.09  | 0.16%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                               | Connecticut Avenue Securities Trust                                             | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4574000 | PA      | $4678906.52   | 0.02%             | 2043-07-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Moncler SpA                                                                | Moncler S.p.A                                                                   | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |    141715 | NS      | $8532451.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                 | Legrand S.A.                                                                    | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |    106342 | NS      | $16520721.07  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2250000 | PA      | $2213740.31   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                           | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4988763.35   | 0.02%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149453 | PA      | $140765.74    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                             | ACS Actividades de Construccion y Servicios S.A.                                | CUSIP: E7813W163<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |    110328 | NS      | $13455090.31  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427491 | PA      | $378113.47    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                                | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6581748.96   | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1538475 | PA      | $1452438.77   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1524665 | PA      | $1475334.32   | 0.01%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                           | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1425000 | PA      | $1420887.17   | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                             | JB Hunt Transport Services, Inc                                                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1288 | NS      | $272927.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  55562775 | PA      | $452253.21    | 0.00%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                           | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5286322.61   | 0.03%             | 2032-09-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1791000.00   | 0.01%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                               | Connecticut Avenue Securities Trust                                             | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3930000 | PA      | $4093498.22   | 0.02%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3013358 | PA      | $2814505.58   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                  | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3327 | NS      | $241839.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                                      | East Japan Railway Co                                                           | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |    583100 | NS      | $13336344.43  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                          | Take-Two Interactive Software, Inc                                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    293418 | NS      | $57950055.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   6293000 | PA      | $6499108.34   | 0.03%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                    | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   9695000 | PA      | $10070928.47  | 0.05%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4421965 | PA      | $547192.05    | 0.00%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                 | Zimmer Biomet Holdings, Inc                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3897 | NS      | $352366.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                            | Bunge Global S.A.                                                               | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      1758 | NS      | $223617.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2143339 | PA      | $1928355.85   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10727000 | PA      | $9850534.59   | 0.05%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                       | Labcorp Holdings, Inc                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $144877.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5259967.20   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                | WK Kellogg Foundation Trust                                                     | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1477887.23   | 0.01%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                                | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1185793.34   | 0.01%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                   | County of Santa Clara CA                                                        | CUSIP: 801546SY9<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5005334.00   | 0.02%             | 2039-08-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                        | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19725000 | PA      | $19940461.90  | 0.10%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Acciona SA                                                                 | Acciona S.A.                                                                    | CUSIP: E0008Z109<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |     22224 | NS      | $5844074.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                                               | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |    105217 | NS      | $45900916.25  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                             | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5998946.73   | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                   | Arizona Industrial Development Authority                                        | CUSIP: 04052AER3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2552506.50   | 0.01%             | 2035-10-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust, Inc                                                    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4407612.55   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                        | CUSIP: 63607YCH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1883554.90   | 0.01%             | 2054-11-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95004NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175000 | PA      | $1169464.58   | 0.01%             | 2042-08-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp (Class A)                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1178339 | NS      | $33830112.69  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460446 | PA      | $1439019.39   | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                            | Turkcell Iletisim Hizmetleri AS.                                                | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   7675000 | PA      | $7816182.78   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12598956 | PA      | $11945641.37  | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                           | SLG Office Trust                                                                | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  78068000 | PA      | $843251.50    | 0.00%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| Orsted AS                                                                  | Orsted AS                                                                       | CUSIP: K7653Q105<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |    539328 | NS      | $13374800.51  | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kone Oyj                                                                   | Kone Oyj (Class B)                                                              | CUSIP: X4551T105<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |    188929 | NS      | $12061365.21  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2717732 | PA      | $2684576.14   | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                 | RCKT Mortgage Trust                                                             | CUSIP: 74938DCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290570 | PA      | $1826268.39   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   9475000 | PA      | $6187218.30   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1954294 | PA      | $1858621.23   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                            | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6491700.85   | 0.03%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                     | Arch Capital Group Ltd                                                          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |     28668 | NS      | $2751841.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                             | ServiceNow, Inc                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    515822 | NS      | $53929190.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                                                | American Water Works Co, Inc                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       752 | NS      | $102339.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34352 | PA      | $30245.89     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  14916000 | PA      | $14232977.27  | 0.07%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Stora Enso Oyj                                                             | Stora Enso Oyj (R Shares)                                                       | CUSIP: X8T9CM113<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    313044 | NS      | $3676042.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                         | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    147662 | NS      | $35825754.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 90376PDF5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1775000 | PA      | $1706546.61   | 0.01%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                           | Wartsila Oyj (B Shares)                                                         | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    347719 | NS      | $12951827.40  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                            | CUSIP: YU6666710<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4918787.89   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                  | SLG Office Trust                                                                | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1506095.40   | 0.01%             | 2041-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    284306 | NS      | $17243158.90  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29796000 | PA      | $24551438.59  | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                              | Alen Mortgage Trust                                                             | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1332562.50   | 0.01%             | 2034-04-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Neptune Issuer 2024-1 LLC                                           | Sunrun Neptune Issuer LLC                                                       | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2681064 | PA      | $2679880.91   | 0.01%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE                                             | New York Transportation Development Corp                                        | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6265000 | PA      | $6298151.25   | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                | Northern States Power Co                                                        | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $7700437.88   | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9840212.10   | 0.05%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                             | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4219064 | PA      | $3473148.38   | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                     | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   3930000 | PA      | $3938115.73   | 0.02%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                              | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  16777000 | PA      | $17215865.52  | 0.08%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Scout24 SE                                                                 | Scout24 SE                                                                      | CUSIP: D345XT105<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     78401 | NS      | $6049293.36   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11400000 | PA      | $11421545.54  | 0.06%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1023276.37   | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   9755439 | PA      | $1898126.58   | 0.01%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                        | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $6734270.50   | 0.03%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust                                                      | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1911655 | PA      | $1693363.29   | 0.01%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Aeon Co Ltd                                                                | Aeon Co Ltd                                                                     | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |   1179600 | NS      | $14103225.24  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                                    | Z Holdings Corp                                                                 | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |   2874725 | NS      | $6931340.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   3925000 | PA      | $3939402.00   | 0.02%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  36483921 | PA      | $32603254.24  | 0.16%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI                                                   | National Community Renaissance of California                                    | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8550000 | PA      | $7477273.74   | 0.04%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9800000 | PA      | $7757526.14   | 0.04%             | 2036-07-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                       | Endeavour Mining plc                                                            | CUSIP: G3042J105<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |    200075 | NS      | $12054473.27  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                           | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  13375000 | PA      | $13396319.35  | 0.07%             | 2030-06-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Burlington Stores Inc                                                      | Burlington Stores, Inc                                                          | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       184 | NS      | $59869.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                             | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2785125.00   | 0.01%             | 2048-03-10      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                            | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $326194.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                    | Sika AG.                                                                        | CUSIP: H7631K273<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       430 | NS      | $71172.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156109000 | PA      | $150498832.81 | 0.73%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   5276000 | PA      | $3977552.02   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                       | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     92765 | NS      | $9284848.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                                        | Axon Enterprise, Inc                                                            | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     51187 | NS      | $21738607.03  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510987 | PA      | $1248639.57   | 0.01%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sanrio Co Ltd                                                              | Sanrio Co Ltd                                                                   | CUSIP: J68209105<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |    390500 | NS      | $2427835.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AutoNation Inc                                                             | AutoNation, Inc                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3644447.34   | 0.02%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                               | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     41530 | PA      | $42191.99     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5625722.38   | 0.03%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                         | Analog Devices, Inc                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     82769 | NS      | $26332129.66  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                           | Transurban Group                                                                | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |   1537844 | NS      | $15001423.23  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                 | Vivint Solar Financing VII LLC                                                  | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3895457 | PA      | $3575270.10   | 0.02%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                         | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250035 | PA      | $1858621.88   | 0.01%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                     | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  16475000 | PA      | $15574096.42  | 0.08%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |  12563000 | PA      | $12236478.84  | 0.06%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust 2021-7                                             | Flagstar Mortgage Trust                                                         | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2506464 | PA      | $2066636.80   | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3756492.52   | 0.02%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4062267.57   | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 153970000 | PA      | $150986831.25 | 0.74%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17615329 | PA      | $17455719.79  | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   6400000 | PA      | $6398728.19   | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 193393000 | PA      | $194722576.88 | 0.95%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                            | Dollar Tree, Inc                                                                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2001 | NS      | $219129.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                    | QBE Insurance Group Ltd                                                         | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    928385 | NS      | $13699947.71  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN JUAN CAPISTRANO CA                                                     | City of San Juan Capistrano CA                                                  | CUSIP: 798339HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974809.60    | 0.00%             | 2031-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80905000 | PA      | $80645851.58  | 0.39%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                  | Gjensidige Forsikring ASA                                                       | CUSIP: R2763X101<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |    209069 | NS      | $5468966.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14372017 | PA      | $12828156.29  | 0.06%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                                  | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |    775000 | PA      | $776961.87    | 0.00%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                              | Automatic Data Processing, Inc                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    279040 | NS      | $56695347.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                  | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    504151 | NS      | $40372412.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                             | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5250000 | PA      | $5174085.00   | 0.03%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R                                             | San Francisco City & County Redevelopment Agency                                | CUSIP: 79770GGH3<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1757361.80   | 0.01%             | 2044-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |   8495000 | PA      | $8740807.92   | 0.04%             | 2042-08-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                              | American Municipal Power, Inc                                                   | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    380000 | PA      | $389598.23    | 0.00%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XEEL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $616415.26    | 0.00%             | 2038-05-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                                    | City & County of Honolulu HI                                                    | CUSIP: 438687EQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1531580.24   | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                     | Singapore Exchange Ltd                                                          | CUSIP: Y79946102<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    820800 | NS      | $12521410.30  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119457 | PA      | $117703.61    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                             | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $11356304.91  | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210027 | PA      | $189315.43    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CANAL BARGE CO                                                             | Canal Barge Co, Inc                                                             | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |   2725898 | PA      | $2685121.48   | 0.01%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507639 | PA      | $517720.08    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP                                           | Brookfield Renewable Partners LP                                                | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    308000 | NS      | $5334560.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2022203 | PA      | $1810101.68   | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                   | Johnson Controls International plc                                              | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1775165.36   | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                               | Iberdrola S.A.                                                                  | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |   1629781 | NS      | $37312453.71  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4622231 | PA      | $3985294.32   | 0.02%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $8482198.18   | 0.04%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9685835.10   | 0.05%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2406398.99   | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5970119.76   | 0.03%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                        | Henkel KGaA                                                                     | CUSIP: D3207M102<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    108563 | NS      | $7798125.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | San Francisco City & County Public Utilities Commission Wastewater Revenue      | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9045000 | PA      | $9148639.42   | 0.04%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                             | Eaton Corp plc                                                                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    251074 | NS      | $89801637.58  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216330 | PA      | $212888.36    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                    | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6725000 | PA      | $6715198.92   | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                        | Ford Foundation                                                                 | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $10257745.34  | 0.05%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| SEATTLE WA LOCAL IMPT DIST #67                                             | City of Seattle WA Local Improvement District No 6751                           | CUSIP: 812645AJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5255000 | PA      | $4504460.93   | 0.02%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                   | Tryg A.S.                                                                       | CUSIP: K9640A110<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      9454 | NS      | $225338.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3919816 | PA      | $3239231.42   | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                    | NYC Commercial Mortgage Trust                                                   | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375000 | PA      | $1371908.04   | 0.01%             | 2042-07-13      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                               | Cie Generale des Etablissements Michelin S.C.A                                  | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    389122 | NS      | $13330886.31  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2171063.70   | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                  | Danone                                                                          | CUSIP: F12033134<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    235508 | NS      | $18818772.94  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                                                  | Graco, Inc                                                                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2855 | NS      | $241675.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1969345 | PA      | $1695317.84   | 0.01%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                  | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1862 | NS      | $110062.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2755690 | PA      | $2595229.78   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                          | CUSIP: 64966WMT1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   6645000 | PA      | $6685411.57   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776796 | PA      | $765399.48    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704204 | PA      | $668285.48    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                                              | Schroders plc                                                                   | CUSIP: G78602144<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    951610 | NS      | $7326971.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                                      | Liberty Utilities Finance GP                                                    | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14641000 | PA      | $13138248.20  | 0.06%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| First Solar Inc                                                            | First Solar, Inc                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     47536 | NS      | $9376951.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1193811 | PA      | $1107507.49   | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                           | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  13625000 | PA      | $13613418.75  | 0.07%             | 2029-03-12      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10350840.90  | 0.05%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                     | One Market Plaza Trust                                                          | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3432374 | PA      | $3308220.25   | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  11345016 | PA      | $7865670.94   | 0.04%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearinghouse Community Development Financial Institution                  | Clearinghouse Community Development Financial Institution                       | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2383185.49   | 0.01%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5746208 | PA      | $4943922.38   | 0.02%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3912775.76   | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co                         | International Finance Facility for Immunisation Co                              | CUSIP: YU6831645<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |  12125000 | PA      | $12146179.34  | 0.06%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                                  | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5504126.27   | 0.03%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                 | Pfizer, Inc                                                                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4715259.16   | 0.02%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                        | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   9000000 | PA      | $8974748.70   | 0.04%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132WWZ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3108998 | PA      | $2643859.36   | 0.01%             | 2038-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-3                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1971481 | PA      | $1602589.94   | 0.01%             | 2052-08-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Disco Corp                                                                 | Disco Corp                                                                      | CUSIP: J12327102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37800 | NS      | $15406643.32  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                                          | Verus Securitization Trust                                                      | CUSIP: 92541JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1285474.97   | 0.01%             | 2071-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8300000 | PA      | $8256895.78   | 0.04%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                     | Rockefeller Foundation                                                          | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |  15810000 | PA      | $9437460.30   | 0.05%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                                               | MTR Corp                                                                        | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |   1628364 | NS      | $6672978.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| H & M Hennes & Mauritz AB                                                  | Hennes & Mauritz AB (B Shares)                                                  | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      2011 | NS      | $37623.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8075164 | PA      | $6733071.88   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                  | Argenx SE                                                                       | CUSIP: N0610Q109<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | BE        |     19662 | NS      | $14269481.86  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                           | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   4925000 | PA      | $4980077.41   | 0.02%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                                               | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    443003 | NS      | $83993368.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2073932 | PA      | $1945921.15   | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                 | Menora Mivtachim Holdings Ltd                                                   | CUSIP: 05609MDC6<br>LEI: 2549009I6K3RDXFFY773 | Long             | ABS-MBS          | CORP              | US        |   2169000 | PA      | $1504653.30   | 0.01%             | 2055-02-17      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35830000 | PA      | $26190890.14  | 0.13%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MAC Trust 2025-801B                                                        | MAC Trust                                                                       | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1109171.94   | 0.01%             | 2040-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                            | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5443957.35   | 0.03%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                        | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6750000 | PA      | $7097711.40   | 0.03%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  13050000 | PA      | $13054487.37  | 0.06%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                          | CIM Trust                                                                       | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1178804 | PA      | $970681.97    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496184 | PA      | $489398.67    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                  | Land Securities Group plc                                                       | CUSIP: G5375M142<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |    718628 | NS      | $5300775.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                  | Kommuninvest I Sverige AB                                                       | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4175000 | PA      | $4247839.64   | 0.02%             | 2028-09-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP                                      | Brookfield Infrastructure Partners LP                                           | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    490000 | NS      | $7913500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030210 | PA      | $1677711.21   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MSDB Trust                                                                 | MSDB Trust                                                                      | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2902979.10   | 0.01%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  13844052 | PA      | $10260308.94  | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                         | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21023 | PA      | $19755.86     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1175745 | PA      | $1106336.35   | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3588627.20   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| D'ieteren Group                                                            | Dieteren S.A.                                                                   | CUSIP: B49343187<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |     22452 | NS      | $4157052.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                            | Norsk Hydro ASA                                                                 | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |   1285737 | NS      | $13703893.08  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                    | Centersquare Issuer LLC                                                         | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125000 | PA      | $2027338.19   | 0.01%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     62621 | PA      | $65827.25     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                            | Sony Corp                                                                       | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |   1536000 | NS      | $32014415.41  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                               | Xylem, Inc                                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    110640 | NS      | $13221480.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                                      | McCormick & Co, Inc                                                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2818 | NS      | $142139.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137FWGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   5735000 | PA      | $4716000.33   | 0.02%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9664968.09   | 0.05%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3445795 | PA      | $3469679.57   | 0.02%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                       | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       384 | NS      | $32728.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                              | Regeneron Pharmaceuticals, Inc                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1172 | NS      | $905534.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                               | Citizens Financial Group, Inc                                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1366 | NS      | $81919.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                           | Oversea-Chinese Banking Corp                                                    | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |   1252667 | NS      | $21455365.09  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13257093 | PA      | $13139697.35  | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                      | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    177161 | NS      | $176528535.23 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                                         | PPG Industries, Inc                                                             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       653 | NS      | $69792.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES 2020-A                                                     | Delta Air Lines Pass Through Trust                                              | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11467483 | PA      | $11037363.11  | 0.05%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                              | Automatic Data Processing, Inc                                                  | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8039958.80   | 0.04%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Hormel Foods Corp                                                          | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      5201 | NS      | $117802.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                                 | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    681850 | NS      | $9048149.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rakuten Group Inc                                                          | Rakuten, Inc                                                                    | CUSIP: J64264104<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |   1560900 | NS      | $7296499.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                           | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $6959470.77   | 0.03%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                  | Neste Oil Oyj                                                                   | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |    427351 | NS      | $13887862.79  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                        | Klabin Austria GmbH                                                             | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | BR        |   4000000 | PA      | $3978840.00   | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                         | IQVIA Holdings, Inc                                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2379 | NS      | $405714.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3766019 | PA      | $3199536.84   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                 | Merck KGaA                                                                      | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |     99610 | NS      | $12655823.97  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                          | Brookfield Renewable Partners ULC                                               | CUSIP: 11282ZAV0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |   4125000 | PA      | $2933165.30   | 0.01%             | 2035-10-12      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4256518 | PA      | $3662008.42   | 0.02%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Mortgage Trust                                                            | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4940000 | PA      | $4293913.21   | 0.02%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                                 | Twilio, Inc                                                                     | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      4420 | NS      | $556124.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                   | Mitsubishi Estate Co Ltd                                                        | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    501072 | NS      | $13907977.59  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                                             | Pharr Economic Development Corp                                                 | CUSIP: 717185AJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1091299.09   | 0.01%             | 2033-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                               | DNB Bank ASA                                                                    | CUSIP: R1R15X100<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    505614 | NS      | $15819972.22  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                    | ABB Ltd                                                                         | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    385958 | NS      | $31381444.68  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                       | Texas Water Development Board                                                   | CUSIP: 882854VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1234234.02   | 0.01%             | 2035-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                        | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1098 | NS      | $189602.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2466011 | PA      | $2017984.39   | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Swisscom AG                                                                | Swisscom AG.                                                                    | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       363 | NS      | $304616.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8212963.25   | 0.04%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust                                                        | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115000 | PA      | $1573479.84   | 0.01%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                     | AXA S.A.                                                                        | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    522427 | NS      | $24006322.07  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XEE80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5744666 | PA      | $5110884.62   | 0.02%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                                     | Air Canada Pass Through Trust                                                   | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1886808 | PA      | $1793463.78   | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                               | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: J77712180<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |    202500 | NS      | $11786146.30  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                            | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1528516.68   | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH                                                | New Jersey Economic Development Authority                                       | CUSIP: 64578EMR5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    720000 | PA      | $741731.69    | 0.00%             | 2032-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7838139.98   | 0.04%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                   | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |  15200210 | PA      | $12114644.89  | 0.06%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10050000 | PA      | $10191554.75  | 0.05%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                          | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2859048 | PA      | $2350273.69   | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Co                                                           | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       679 | NS      | $71804.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3592624 | PA      | $3189154.42   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $3424574.21   | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                   | Universal Music Group NV                                                        | CUSIP: N90313102<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |    641943 | NS      | $12460631.36  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132XEEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646500 | PA      | $5423190.52   | 0.03%             | 2037-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $12958981.02  | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                    | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3313840.20   | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                    | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |  11879000 | PA      | $10419726.50  | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10793107 | PA      | $9952661.08   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057410 | PA      | $1013033.27   | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                     | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    382663 | NS      | $13661069.10  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                        | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    623000 | PA      | $375522.20    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  12450000 | PA      | $8562020.13   | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $3801056.63   | 0.02%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Zero Operating Co LLC                                               | Vistra Zero Operating Company, LLC, Term Loan B                                 | CUSIP: 92841DAB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   4676500 | PA      | $4660810.34   | 0.02%             | 2031-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                  | Endesa S.A.                                                                     | CUSIP: E41222113<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |    307751 | NS      | $12834163.33  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XEFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1849886 | PA      | $1705656.56   | 0.01%             | 2039-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1949497 | PA      | $1633471.41   | 0.01%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                 | Allianz AG.                                                                     | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     91534 | NS      | $38656493.36  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                  | Bunzl plc                                                                       | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |    329627 | NS      | $9923562.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                       | Sunrun Athena Issuer LLC                                                        | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |   2215727 | PA      | $2139116.75   | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6458941 | PA      | $5875682.18   | 0.03%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2092654.64   | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                             | GE Vernova, Inc                                                                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     68920 | NS      | $60160268.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                                    | TIS, Inc                                                                        | CUSIP: J8T622102<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      6000 | NS      | $128288.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                           | Bank Hapoalim Ltd                                                               | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    641595 | NS      | $15067855.61  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                              | Tesla Auto Lease Trust                                                          | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1606552 | PA      | $1609727.73   | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA                                             | Pennsylvania Economic Development Financing Authority                           | CUSIP: 708686EL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6925000 | PA      | $692.50       | 0.00%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8238266.09   | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust 2019-LIC                                                | Jackson Park Trust                                                              | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3215212.70   | 0.02%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LLC                                                       | Emera US Finance LLC                                                            | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2102538.90   | 0.01%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245039 | PA      | $216468.83    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521875 | PA      | $506285.12    | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2540964 | PA      | $1967404.54   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132WWX56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7154577 | PA      | $6387261.83   | 0.03%             | 2037-08-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                 | Verizon Communications, Inc                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1654169 | NS      | $83039283.80  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                       | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3491619.99   | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  11736000 | PA      | $9079950.73   | 0.04%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                | NN Group NV                                                                     | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    176053 | NS      | $13749018.45  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                          | CUSIP: 75936LAM6<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   7435000 | PA      | $7214587.71   | 0.04%             | 2028-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2981260 | PA      | $2968648.66   | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                             | State of Wisconsin                                                              | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      3000 | PA      | $3004.10      | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132WWZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2214622 | PA      | $1958870.49   | 0.01%             | 2037-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                               | Connecticut Avenue Securities Trust                                             | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4470000 | PA      | $4663456.24   | 0.02%             | 2043-10-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4456562 | PA      | $3983234.69   | 0.02%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                                   | Rexel S.A.                                                                      | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |    225956 | NS      | $8953733.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 202078800 | PA      | $147257032.30 | 0.72%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                     | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     74055 | PA      | $72525.82     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                  | Legal & General Group plc                                                       | CUSIP: G54404127<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |   4037586 | NS      | $13268847.42  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                      | Travelers Cos, Inc                                                              | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004809.42   | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5937562.26   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082020 | PA      | $1630817.90   | 0.01%             | 2050-08-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7343544.60   | 0.04%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                     | Emirates NBD Bank PJSC                                                          | CUSIP: DC6977995<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |   7000000 | PA      | $6871036.90   | 0.03%             | 2031-01-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664205 | PA      | $637298.78    | 0.00%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1714184 | PA      | $1609086.67   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                   | Wilmar International Ltd                                                        | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   1967414 | NS      | $5910848.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                                             | California Municipal Finance Authority                                          | CUSIP: 13049SDS0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47805.28     | 0.00%             | 2028-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  19749000 | PA      | $17203360.02  | 0.08%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                | Paychex, Inc                                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     89226 | NS      | $8219499.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                  | Sampo Oyj                                                                       | CUSIP: X75653232<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |   1364605 | NS      | $14514121.26  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5803688 | PA      | $4993084.83   | 0.02%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10129544.20  | 0.05%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                    | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5739 | PA      | $5678.46      | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3440059 | PA      | $3074567.23   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                             | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1715073.94   | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE S.A.                                                                       | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2465209.63   | 0.01%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  11961000 | PA      | $11393768.95  | 0.06%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404649 | PA      | $382582.41    | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2318472 | PA      | $2112264.01   | 0.01%             | 2048-06-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| San Luis Obispo County Financing Authority                                 | San Luis Obispo County Financing Authority                                      | CUSIP: 798693BV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1361198.21   | 0.01%             | 2040-09-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27300295 | PA      | $155546.16    | 0.00%             | 2051-11-25      | Variable      | 0.10%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  10534000 | PA      | $5991763.74   | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5566749.58   | 0.03%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                            | Knorr-Bremse AG.                                                                | CUSIP: D4S43E114<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     73804 | NS      | $8432238.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 133693178 | PA      | $129596746.44 | 0.63%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                              | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2086560.20   | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16775000 | PA      | $16736716.10  | 0.08%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                      | One Bryant Park Trust                                                           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11800000 | PA      | $10912022.86  | 0.05%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Pinterest Inc                                                              | Pinterest, Inc                                                                  | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     17331 | NS      | $317850.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108785 | PA      | $100989.48    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                               | Autozone, Inc                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        93 | NS      | $314133.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust                                                    | CUSIP: 36251PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2961402.90   | 0.01%             | 2049-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                         | Johnson Controls International plc                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      6519 | NS      | $853663.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10550000 | PA      | $10123551.38  | 0.05%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial, Inc                                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4019 | NS      | $392616.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                                                         | Seibu Holdings, Inc                                                             | CUSIP: J7030Q119<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |    213200 | NS      | $5956543.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                                   | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49752511 | PA      | $434911.57    | 0.00%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                            | Caterpillar, Inc                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    170109 | NS      | $120515422.14 | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6288401.50   | 0.03%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500314.98   | 0.01%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3014399.07   | 0.01%             | 2027-08-16      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                        | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1750000 | PA      | $1785732.20   | 0.01%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                           | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7048419.11   | 0.03%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                    | New York State Electric & Gas Corp                                              | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  11610000 | PA      | $10135792.04  | 0.05%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9022340 | PA      | $8101634.16   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                               | CUSIP: 79773KSJ4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5748357.80   | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1                                                                | EFMT                                                                            | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3745000 | PA      | $3737048.24   | 0.02%             | 2068-02-25      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11464251.46  | 0.06%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCRC Affordable Multifamily Ho                                             | CCRC Affordable Multifamily Housing Mortgage Trust                              | CUSIP: 12508HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2901500 | PA      | $2643725.52   | 0.01%             | 2034-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10591310 | PA      | $9323891.51   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   6250000 | PA      | $6196206.56   | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                         | Ingersoll Rand, Inc                                                             | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    597748 | NS      | $47891569.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EDZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $305570.30    | 0.00%             | 2036-09-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024745 | PA      | $832160.24    | 0.00%             | 2035-09-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                    | Delta Air Lines Pass Through Trust                                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355667 | PA      | $3244942.44   | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                 | Mizuho Financial Group, Inc                                                     | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    704721 | NS      | $28529753.42  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2950153 | PA      | $2535636.98   | 0.01%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Welltower Inc                                                              | Welltower, Inc                                                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    455658 | NS      | $90088143.18  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $3509227.49   | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                    | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10300000 | PA      | $10516300.00  | 0.05%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy, Inc                                                            | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  14752000 | PA      | $13010745.91  | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6818701 | PA      | $4926421.54   | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                                                             | WLB Asset II D Pte Ltd                                                          | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |  15411727 | PA      | $14966495.86  | 0.07%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157796 | PA      | $2215001.58   | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                      | Fast Retailing Co Ltd                                                           | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |     57700 | NS      | $22797624.38  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                           | DSM-Firmenich AG.                                                               | CUSIP: H0245V108<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | NL        |     83841 | NS      | $5996647.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  19626000 | PA      | $11548047.72  | 0.06%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                             | STWD Mortgage Trust                                                             | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1123177.50   | 0.01%             | 2036-11-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9750000 | PA      | $8576840.81   | 0.04%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137H92A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1675000 | PA      | $1648320.77   | 0.01%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                              | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15639039.29  | 0.08%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                               | 3i Group plc                                                                    | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    440244 | NS      | $14347995.49  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA                                               | CUSIP: 79765DV72<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   7085000 | PA      | $5513334.45   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                          | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2025000 | PA      | $2026689.40   | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HENRY CNTY AL WTR AUTH WTR REV                                             | Henry County Water Authority                                                    | CUSIP: 42633QEX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $479832.19    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                          | CNH Industrial NV                                                               | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | US        |     17300 | NS      | $190300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                 | Eiffage S.A.                                                                    | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     69812 | NS      | $10706898.95  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                        | Meridian Energy Ltd                                                             | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |    404037 | NS      | $1293365.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870075 | PA      | $861083.92    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5700000 | PA      | $5540844.43   | 0.03%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    185979 | NS      | $171057904.83 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc                                     | International Flavors & Fragrances, Inc                                         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3900 | NS      | $282945.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4867482 | PA      | $4487389.74   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                      | BB Blue Financing DAC                                                           | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   4375000 | PA      | $4249045.59   | 0.02%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                    | Capital Impact Partners                                                         | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11875000 | PA      | $12021237.66  | 0.06%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                                               | Sartorius AG.                                                                   | CUSIP: D6705R119<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |     26572 | NS      | $6648759.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                       | PNC Financial Services Group, Inc                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2518 | NS      | $523970.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                              | Sequoia Mortgage Trust                                                          | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1219237 | PA      | $1023275.79   | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                                                  | Aptiv plc                                                                       | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118360 | NS      | $8218918.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                                                | Daiwa House Industry Co Ltd                                                     | CUSIP: J11508124<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    285300 | NS      | $8950699.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                              | Sequoia Mortgage Trust                                                          | CUSIP: 81750KAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4478011 | PA      | $4445160.64   | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                          | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16379839 | PA      | $15546754.23  | 0.08%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                           | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9776840.20   | 0.05%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                                   | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2292324.78   | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                             | CUSIP: BV6928352<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  15641000 | PA      | $14924778.59  | 0.07%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Getlink SE                                                                 | Getlink S.E.                                                                    | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |    255318 | NS      | $5509467.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                        | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1689049.91   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1581063 | PA      | $1375976.74   | 0.01%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5573133 | PA      | $4605488.06   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                             | Grace Trust                                                                     | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8297000 | PA      | $7420479.20   | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                          | J.P. Morgan Mortgage Trust                                                      | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040671 | PA      | $2437480.80   | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                  | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: J72810120<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    545200 | NS      | $22199877.36  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2351727 | PA      | $1915568.64   | 0.01%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                      | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |  20340000 | PA      | $20363940.38  | 0.10%             | 2027-07-30      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                            | Cigna Group                                                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     33470 | NS      | $8928122.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                  | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |  19785000 | PA      | $19867163.15  | 0.10%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                        | Ford Foundation                                                                 | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $884145.84    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1684237 | PA      | $1595531.70   | 0.01%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                  | Orkla ASA                                                                       | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    731708 | NS      | $9208269.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                   | Visa, Inc (Class A)                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    490123 | NS      | $148134775.52 | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| 180 Medical Inc                                                            | 180 Medical, Inc                                                                | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2450759.50   | 0.01%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5379400 | PA      | $4445392.40   | 0.02%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Informa PLC                                                                | Informa plc                                                                     | CUSIP: G4770L106<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |   1174355 | NS      | $11794891.06  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                     | Star Energy Geothermal Wayang Windu Ltd                                         | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |  10965000 | PA      | $10975970.92  | 0.05%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   8612000 | PA      | $8517053.56   | 0.04%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $12431095.63  | 0.06%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                     | City of Los Angeles CA                                                          | CUSIP: 544351RZ4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   5445000 | PA      | $5313017.01   | 0.03%             | 2039-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2787343 | PA      | $2412320.28   | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8168770 | PA      | $8355679.30   | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2991933 | PA      | $2857195.08   | 0.01%             | 2033-07-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22138440 | PA      | $21945808.18  | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     55727 | PA      | $50167.77     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                    | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |   3755000 | PA      | $3919572.64   | 0.02%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  12730936 | PA      | $9896780.50   | 0.05%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24587014 | PA      | $24831226.57  | 0.12%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                                               | BT Group plc                                                                    | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   4670958 | NS      | $13090670.23  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151510000 | PA      | $150172451.54 | 0.73%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   6614082 | PA      | $4655836.59   | 0.02%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $4432006.60   | 0.02%             | 2032-01-26      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | United States Department of Housing and Urban Development                       | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4466380.00   | 0.02%             | 2036-08-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                       | Booking Holdings, Inc                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     17968 | NS      | $75651029.76  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28385222 | PA      | $171202.63    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   7322235 | PA      | $6543689.01   | 0.03%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                               | Unilever plc                                                                    | CUSIP: G92087348<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    500968 | NS      | $27502830.56  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                          | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     52469 | NS      | $3635052.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                   | Marsh & McLennan Cos, Inc                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    243151 | NS      | $42174540.95  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                                                    | Sociedad de Transmision Austral S.A.                                            | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   4376000 | PA      | $4134668.85   | 0.02%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                           | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1506185 | PA      | $1404437.62   | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4005851 | PA      | $3881875.45   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  18675000 | PA      | $19284176.26  | 0.09%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars, Inc                                                                       | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10807000 | PA      | $10882440.97  | 0.05%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc                                                                 | NetApp, Inc                                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    136136 | NS      | $13938965.04  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                        | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5903496 | PA      | $5905429.20   | 0.03%             | 2039-01-17      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                          | CUSIP: 64966WKJ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5240561.70   | 0.03%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                                  | Trinity Rail Leasing L.P.                                                       | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4068555 | PA      | $4052102.37   | 0.02%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1284781 | PA      | $1158203.99   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2274 | PA      | $2308.78      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                                 | Copart, Inc                                                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    643767 | NS      | $21373064.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                      | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2239265.25   | 0.01%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-2                                             | Flagstar Mortgage Trust                                                         | CUSIP: 33852BAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775815 | PA      | $702623.00    | 0.00%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    378648 | PA      | $398038.18    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                   | Mowi ASA                                                                        | CUSIP: R4S04H101<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    495039 | NS      | $11259063.87  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20509198 | PA      | $20916859.33  | 0.10%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771209.42    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                                                    | Montefiore Medical Center                                                       | CUSIP: 61237WAC0<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $9422567.33   | 0.05%             | 2032-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3751329 | PA      | $3821291.59   | 0.02%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                          | Sekisui House Ltd                                                               | CUSIP: J70746136<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      2400 | NS      | $53776.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                  | Adobe, Inc                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    207363 | NS      | $50405798.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                             | Air Products and Chemicals, Inc                                                 | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005981.90   | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Fastenal Co                                                                | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3164 | NS      | $146809.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                                  | KDDI Corp                                                                       | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |   1125664 | NS      | $19166373.85  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                    | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8895000 | PA      | $9062483.96   | 0.04%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17857991 | PA      | $16908317.34  | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48162399 | PA      | $45647285.01  | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                       | Keurig Dr Pepper, Inc                                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2155 | NS      | $56741.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4750000 | PA      | $4167781.62   | 0.02%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                   | Svenska Handelsbanken AB                                                        | CUSIP: W9112U104<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    902991 | NS      | $11904781.85  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Solventum Corp                                                             | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      4292 | NS      | $280267.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                                    | City & County of Honolulu HI                                                    | CUSIP: 438687EP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5645000 | PA      | $5398444.46   | 0.03%             | 2035-09-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                             | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    589530 | NS      | $52815992.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  25100435 | PA      | $23154555.50  | 0.11%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                   | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    851139 | NS      | $34939255.95  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                                  | CUSIP: 79585TAS2<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $18336571.27  | 0.09%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                               | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1081 | NS      | $95582.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6658543.92   | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                 | Fidelity National Information Services, Inc                                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1680 | NS      | $78808.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                                                | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5084307.53   | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7932000 | PA      | $6513757.77   | 0.03%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                          | Kinder Morgan, Inc                                                              | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3091471.44   | 0.02%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11692980.91  | 0.06%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                        | Essilor International S.A.                                                      | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     91717 | NS      | $21372365.78  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                         | AerCap Holdings NV                                                              | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | US        |     99029 | NS      | $13584798.22  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock Financing DAC                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |  10500000 | PA      | $10330740.53  | 0.05%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| SUMIT 2022-BVUE Mortgage Trust                                             | SUMIT Mortgage Trust                                                            | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3628118.80   | 0.02%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6955000 | PA      | $7024145.98   | 0.03%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123118 | PA      | $115193.89    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYRACUSE NY INDL DEV AGY PILOT                                             | Syracuse Industrial Development Agency                                          | CUSIP: 87172NBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1244955.86   | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $10301433.03  | 0.05%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4575027 | PA      | $3848097.60   | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                    | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |    500000 | PA      | $517270.10    | 0.00%             | 2043-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8480050.50   | 0.04%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                                | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2277775.32   | 0.01%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                         | Banco Santander S.A.                                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13000000 | PA      | $12673436.23  | 0.06%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                        | Bridge Housing Corp                                                             | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3722674.68   | 0.02%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   8125000 | PA      | $7506181.48   | 0.04%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132WWZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1797966 | PA      | $1629408.69   | 0.01%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12728530.19  | 0.06%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4186241 | PA      | $3743583.84   | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                                              | Sunrun Jupiter Issuer LLC                                                       | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6382303 | PA      | $6118048.15   | 0.03%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2040539 | PA      | $1687468.92   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5842683 | PA      | $5365276.59   | 0.03%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                   | Ferguson Enterprises, Inc                                                       | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       576 | NS      | $134357.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                             | S&P Global, Inc                                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    182012 | NS      | $77416984.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167150 | PA      | $152262.61    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776568 | PA      | $728577.44    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                             | Commonwealth Bank of Australia                                                  | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    373872 | NS      | $43782936.56  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                              | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9585000 | PA      | $8819599.12   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  13750000 | PA      | $13998815.46  | 0.07%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                                 | Fanuc Ltd                                                                       | CUSIP: J13440102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |    414655 | NS      | $14453599.98  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14708340.50  | 0.07%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                             | Mitsubishi Chemical Holdings Corp                                               | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |   1239900 | NS      | $7248611.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5946000 | PA      | $5286145.74   | 0.03%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                             | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $4164818.88   | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                                 | Expeditors International Washington, Inc                                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       450 | NS      | $64453.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                 | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    140708 | NS      | $79260816.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                                | Pentair plc                                                                     | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |       455 | NS      | $39635.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                                           | Isuzu Motors Ltd                                                                | CUSIP: J24994113<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    558100 | NS      | $8037066.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868JX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $652468.16    | 0.00%             | 2030-09-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                     | Ethiopian Leasing LLC                                                           | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657689 | PA      | $652959.40    | 0.00%             | 2026-08-14      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  20120000 | PA      | $21114052.74  | 0.10%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                                     | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     11713 | NS      | $305943.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                                    | NVR, Inc                                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        10 | NS      | $65898.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10069498.60  | 0.05%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72154 | PA      | $67264.83     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46942 | PA      | $44347.01     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark Mortgage Trust                                                        | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8870000 | PA      | $7562828.99   | 0.04%             | 2062-03-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| UPPER ALLEGHENY PA JT SANTN AU                                             | Upper Allegheny Joint Sanitary Authority                                        | CUSIP: 915455NA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $434418.90    | 0.00%             | 2039-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2236611 | PA      | $2100346.68   | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2066703 | PA      | $1959546.49   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                   | eBay, Inc                                                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    755021 | NS      | $68722011.42  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                     | Banco Nacional de Comercio Exterior SNC                                         | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   6925000 | PA      | $6789353.79   | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| News Corp                                                                  | News Corp (Class A)                                                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    642532 | NS      | $16018322.76  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312749 | PA      | $303400.16    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 690353UZ8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1634000 | PA      | $1581069.27   | 0.01%             | 2030-05-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                 | Charter Communications, Inc                                                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       736 | NS      | $158887.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1939487.85   | 0.01%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                          | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4314561 | PA      | $3397202.62   | 0.02%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                            | EUR260408                                                                       | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-173018.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                 | Mondelez International, Inc                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    597144 | NS      | $34419380.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Commercial Mortgage Trust                                              | NYC Commercial Mortgage Trust                                                   | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075000 | PA      | $3081296.06   | 0.02%             | 2040-10-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   6100000 | PA      | $6022685.43   | 0.03%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                           | Puget Energy, Inc                                                               | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  14775000 | PA      | $14662421.15  | 0.07%             | 2056-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    197209 | PA      | $193390.63    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $8491937.75   | 0.04%             | 2042-08-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28779568 | PA      | $27885967.39  | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058744 | PA      | $945800.84    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2376985 | PA      | $1964277.07   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Dassault Systemes SE                                                       | Dassault Systemes SE                                                            | CUSIP: F24571451<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |    592070 | NS      | $11986012.20  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384CK24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3699363 | PA      | $2977498.18   | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7803705 | PA      | $7564404.24   | 0.04%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262089 | PA      | $258243.54    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                             | Lonza Group AG.                                                                 | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     11489 | NS      | $7370404.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  37721768 | PA      | $3741999.35   | 0.02%             | 2037-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6610991.89   | 0.03%             | 2035-09-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| California State Public Works Board                                        | California State Public Works Board                                             | CUSIP: 13068XRS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $329504.14    | 0.00%             | 2026-11-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1243525 | PA      | $1223291.26   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  11750000 | PA      | $12208723.76  | 0.06%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                         | Auckland International Airport Ltd                                              | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |   1724145 | NS      | $7896514.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3141884.70   | 0.02%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                             | Central American Bank for Economic Integration                                  | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   5925000 | PA      | $5877836.17   | 0.03%             | 2029-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4650000 | PA      | $4655156.66   | 0.02%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                   | Renesas Electronics Corp                                                        | CUSIP: J4881V107<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    945608 | NS      | $13519568.28  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2286712.08   | 0.01%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   2032736 | PA      | $1853250.69   | 0.01%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $6080670.28   | 0.03%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION                                             | Metropolitan Water Reclamation District of Greater Chicago                      | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |  11675000 | PA      | $12036648.30  | 0.06%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                  | Tesla, Inc                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    419632 | NS      | $155998196.00 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                            | Inter-American Development Bank                                                 | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $4002520.00   | 0.02%             | 2029-02-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                 | Vivint Colar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12027667 | PA      | $11689371.05  | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                     | Eurofins Scientific SE                                                          | CUSIP: L31839134<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | FR        |    120157 | NS      | $8767734.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                     | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     58931 | PA      | $57742.57     | 0.00%             | 2048-02-25      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738795 | PA      | $718414.06    | 0.00%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                              | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  62315731 | NS      | $62315730.82  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42631422 | PA      | $41409491.71  | 0.20%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6436782.42   | 0.03%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1124814 | PA      | $1117952.85   | 0.01%             | 2048-10-26      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                          | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10013000 | PA      | $10053318.35  | 0.05%             | 2028-06-20      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14258 | PA      | $13584.90     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    401981 | NS      | $26221220.63  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726795 | PA      | $2503103.17   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  16684000 | PA      | $16948221.34  | 0.08%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     64399 | PA      | $62552.67     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                      | Schneider Electric S.A.                                                         | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |    129647 | NS      | $35313461.10  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2688187 | PA      | $2345405.98   | 0.01%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6173672.86   | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Randstad NV                                                                | Randstad Holdings NV                                                            | CUSIP: N7291Y137<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |    107302 | NS      | $2800565.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Uber Technologies Inc                                                      | Uber Technologies, Inc                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    181436 | NS      | $13050691.48  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2675372 | PA      | $486660.54    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                      | University of New Mexico                                                        | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |  16865000 | PA      | $16472880.32  | 0.08%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                                        | Williams-Sonoma, Inc                                                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1624 | NS      | $296103.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                                            | J Sainsbury plc                                                                 | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   1766338 | NS      | $7925568.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2084351 | PA      | $2068166.15   | 0.01%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAVACA-NAVIDAD RIVER TX AUTH                                               | Lavaca-Navidad River Authority                                                  | CUSIP: 519385DJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6430000 | PA      | $6379868.51   | 0.03%             | 2035-08-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                    | Rockwell Automation, Inc                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       957 | NS      | $343448.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                  | Nestle S.A.                                                                     | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    541297 | NS      | $53096365.66  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                 | Zoetis, Inc                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    283724 | NS      | $33539014.04  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2495233 | PA      | $2146348.70   | 0.01%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Asics Corp                                                                 | Asics Corp                                                                      | CUSIP: J03234150<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     85400 | NS      | $2295987.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                        | Sumitomo Mitsui Financial Group, Inc                                            | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    928400 | NS      | $30526078.75  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                             | Kingfisher plc                                                                  | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1078152 | NS      | $4099496.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302616 | PA      | $305837.50    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852180 | PA      | $877612.28    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                            | CUSIP: 06540XBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6827466.40   | 0.03%             | 2062-11-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    338657 | PA      | $334105.07    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $3890671.85   | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10720728.59  | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                        | Quanta Services, Inc                                                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |    150753 | NS      | $82766412.06  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  49489062 | PA      | $48003273.22  | 0.23%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                         | Hong Kong Exchanges and Clearing Ltd                                            | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    403846 | NS      | $20373212.26  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                    | CSL Ltd                                                                         | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |    180380 | NS      | $17716735.85  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                  | Adidas-Salomon AG.                                                              | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       808 | NS      | $130780.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                      | Daiichi Sankyo Co Ltd                                                           | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    746247 | NS      | $13350853.84  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                           | Coca-Cola Co                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2242979 | NS      | $170578552.95 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Seattle Children's Hospital                                                | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $1947159.50   | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Hermes International SCA                                                   | Hermes International                                                            | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      8687 | NS      | $16456226.07  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                   | Alcon, Inc                                                                      | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      4112 | NS      | $310826.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                  | Aegon NV                                                                        | CUSIP: G0112X105<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |   1285992 | NS      | $9404745.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370772 | PA      | $374250.68    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                     | Trane Technologies plc                                                          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     77956 | NS      | $32487383.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                              | DR Horton, Inc                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2369 | NS      | $325074.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings LLC                                                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9698432.73   | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                             | Atlas Copco AB                                                                  | CUSIP: W1R924252<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    980170 | NS      | $17296886.82  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95004NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1693138.12   | 0.01%             | 2042-08-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    892046 | PA      | $806847.33    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                                 | Daiwa Securities Group, Inc                                                     | CUSIP: J11718111<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |   1283300 | NS      | $12159763.70  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     56518 | PA      | $56458.14     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                                  | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8784008.20   | 0.04%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935243.90    | 0.00%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6640822 | PA      | $4888999.31   | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   5704000 | PA      | $5756195.88   | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                        | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    405000 | PA      | $40.50        | 0.00%             | 2026-12-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6920495.41   | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                     | JP Morgan Mortgage Trust Series                                                 | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  18288936 | PA      | $15734513.29  | 0.08%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3809151.01   | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                         | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6200000 | PA      | $6349400.84   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    338041 | PA      | $314141.95    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                 | RCKT Mortgage Trust                                                             | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1168265 | PA      | $984437.23    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| SEATTLE WA LOCAL IMPT DIST #67                                             | City of Seattle WA Local Improvement District No 6751                           | CUSIP: 812645AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5235000 | PA      | $4436287.67   | 0.02%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                              | Uni-Charm Corp                                                                  | CUSIP: J94104114<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      6300 | NS      | $36937.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    742966 | PA      | $715213.31    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                             | CUSIP: YV1295778<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  25000000 | PA      | $25615500.00  | 0.12%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8406161.28   | 0.04%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                        | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1210000 | PA      | $1203102.40   | 0.01%             | 2033-06-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Admiral Group PLC                                                          | Admiral Group plc                                                               | CUSIP: G0110T106<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     11696 | NS      | $489193.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                    | Brazilian Government International Bond                                         | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  17375000 | PA      | $17055300.00  | 0.08%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST EARTHQUAKE AUTH                                              | California Earthquake Authority                                                 | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1135237.95   | 0.01%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                        | Yamaha Motor Co Ltd                                                             | CUSIP: J95776126<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    931269 | NS      | $6727857.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                                 | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    390000 | NS      | $5795400.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust                                                        | CUSIP: 034952AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2035000 | PA      | $2019580.19   | 0.01%             | 2070-10-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                      | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $10021080.50  | 0.05%             | 2028-08-28      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                        | Arista Networks, Inc                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    568680 | NS      | $69822530.40  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |  15623000 | PA      | $15660022.60  | 0.08%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3917268 | PA      | $664085.05    | 0.00%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                | Givaudan S.A.                                                                   | CUSIP: H3238Q102<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |      2010 | NS      | $6796816.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488048 | PA      | $492425.40    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1418298 | PA      | $1280034.37   | 0.01%             | 2050-06-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                                  | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9050258.79   | 0.04%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Prologis Inc                                                               | Prologis, Inc                                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    649654 | NS      | $85871265.72  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                      | Swiss Life Holding                                                              | CUSIP: H8404J162<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |     14256 | NS      | $15527823.67  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   2221629 | NS      | $52896986.49  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11138288.18  | 0.05%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                   | Community Preservation Corp                                                     | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   9645000 | PA      | $8969020.82   | 0.04%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                | GoDaddy, Inc                                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      4126 | NS      | $341096.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                        | PayPal Holdings, Inc                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    255949 | NS      | $11576573.27  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   4950000 | PA      | $4869078.34   | 0.02%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3357250.83   | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15313580 | PA      | $93320.95     | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2242950 | PA      | $2151799.75   | 0.01%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                             | Mastercard, Inc (Class A)                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    261110 | NS      | $130466222.60 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3779839.40   | 0.02%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  18014000 | PA      | $11615726.77  | 0.06%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                   | Ameriprise Financial, Inc                                                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     95276 | NS      | $42340654.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  32010661 | PA      | $31162276.93  | 0.15%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-MED1                                           | Sequoia Mortgage Trust                                                          | CUSIP: 816940AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    638000 | PA      | $627029.40    | 0.00%             | 2056-04-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                          | CUSIP: 64972KMP7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2410099.68   | 0.01%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                     | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   7765000 | PA      | $7766759.94   | 0.04%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                                      | West Japan Railway Co                                                           | CUSIP: J95094108<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |    420900 | NS      | $8295738.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                | Alnylam Pharmaceuticals, Inc                                                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       244 | NS      | $80732.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                        | Astellas Pharma, Inc                                                            | CUSIP: J03393105<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    959126 | NS      | $15635492.83  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1080501.45   | 0.01%             | 2036-07-15      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MCR 2024-TWA Mortgage Trust                                                | MCR Mortgage Trust                                                              | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1863969.72   | 0.01%             | 2039-06-12      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                  | Prosus NV                                                                       | CUSIP: N7163R103<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    414366 | NS      | $19183298.42  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16792484 | PA      | $16913963.19  | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4645000 | PA      | $4840589.80   | 0.02%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                                       | Enterprise Community Loan Fund, Inc                                             | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5874705.42   | 0.03%             | 2028-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UPPER ALLEGHENY PA JT SANTN AU                                             | Upper Allegheny Joint Sanitary Authority                                        | CUSIP: 915455NB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1170975.75   | 0.01%             | 2049-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3693125 | PA      | $3340759.64   | 0.02%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                 | BFLD Trust                                                                      | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $36760.50     | 0.00%             | 2035-10-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2130221 | PA      | $2058793.35   | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                        | Societe Generale                                                                | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    246372 | NS      | $17989317.62  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WLB Asset VII Pte Ltd                                                      | WLB Asset VII Pte Ltd                                                           | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | CORP              | MU        |   5550000 | PA      | $5536663.68   | 0.03%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fortescue Ltd                                                              | Fortescue Metals Group Ltd                                                      | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   1002071 | NS      | $14319194.15  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                                         | Intertek Group plc                                                              | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |    153710 | NS      | $7479368.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                    | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     76010 | NS      | $18560121.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                                             | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79765RQ36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3725000 | PA      | $3468047.64   | 0.02%             | 2036-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                         | City of Oakland CA                                                              | CUSIP: 672240ZX9<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4302655.80   | 0.02%             | 2045-07-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6134000 | PA      | $4120699.44   | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI                                                    | City & County of Honolulu HI                                                    | CUSIP: 4386705Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $2985180.78   | 0.01%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                        | Bridge Housing Corp                                                             | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5632252.37   | 0.03%             | 2035-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                     | Darden Restaurants, Inc                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1439 | NS      | $282101.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                     | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13653129.42  | 0.07%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12426441 | PA      | $10939427.32  | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                               | Alphabet, Inc                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    873109 | NS      | $250460047.74 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1125 | NS      | $108528.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                    | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2882961.20   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                               | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   5935821 | PA      | $5575104.70   | 0.03%             | 2033-06-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                                                      | City of Port Lions AK                                                           | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3147710.03   | 0.02%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                     | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $10537882.60  | 0.05%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   6445000 | PA      | $6289524.43   | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                    | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  15138723 | PA      | $12464609.86  | 0.06%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  16362000 | PA      | $16470334.93  | 0.08%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                        | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    139398 | NS      | $9481851.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010357 | PA      | $993812.35    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7554652 | PA      | $7483874.93   | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3050000 | PA      | $2994057.11   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                           | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3033226 | PA      | $2797658.02   | 0.01%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                      | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7324000 | PA      | $6694706.54   | 0.03%             | 2032-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3310748 | PA      | $3211014.16   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                       | WLB Asset VI Pte Ltd                                                            | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |   9631908 | PA      | $9938203.03   | 0.05%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    189325 | PA      | $185658.78    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG                                                                    | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    816942 | NS      | $31855341.45  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-13                                           | JP Morgan Mortgage Trust                                                        | CUSIP: 46592XCG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3354355 | PA      | $2754705.92   | 0.01%             | 2052-04-25      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   1143475 | NS      | $56053144.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                          | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810863 | PA      | $1710863.71   | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                    | Panasonic Corp                                                                  | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |   1011600 | NS      | $16965898.73  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                             | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4356092 | PA      | $3888315.87   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   6550000 | PA      | $6575945.07   | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                     | Standard Chartered plc                                                          | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    808050 | NS      | $16839646.92  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  13315000 | PA      | $13383525.91  | 0.07%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 690353TW7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   2700400 | PA      | $2619527.42   | 0.01%             | 2030-05-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24248630 | PA      | $175543.11    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Toray Industries Inc                                                       | Toray Industries, Inc                                                           | CUSIP: J89494116<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |   1427400 | NS      | $10166834.77  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                              | REA Group Ltd                                                                   | CUSIP: Q8051B108<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      1543 | NS      | $169048.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                          | Compass Group plc                                                               | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    626973 | NS      | $17493118.89  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3089376.76   | 0.02%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                          | Galderma Group AG.                                                              | CUSIP: H3301B107<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     77951 | NS      | $15319996.74  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                                  | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $10433641.97  | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                            | Impac CMB Trust                                                                 | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91172 | PA      | $86639.70     | 0.00%             | 2035-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                               | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1880 | NS      | $103926.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY CNTY AL WTR AUTH WTR REV                                             | Henry County Water Authority                                                    | CUSIP: 42633QEY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $586292.52    | 0.00%             | 2049-01-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                                 | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8047805 | PA      | $7972744.88   | 0.04%             | 2027-02-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                    | Recruit Holdings Co Ltd                                                         | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    485300 | NS      | $21144490.49  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3155322 | PA      | $2609364.27   | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                | Equinix, Inc                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     82500 | NS      | $80869800.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                                                | Pearson plc                                                                     | CUSIP: G69651100<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    220256 | NS      | $2903826.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                              | Nomura Research Institute Ltd                                                   | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |    265500 | NS      | $7266106.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3341024 | PA      | $3214459.74   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                            | Flagstar Mortgage Trust                                                         | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2082248 | PA      | $1692350.59   | 0.01%             | 2051-11-25      | Variable      | 2.96%                 | Yes           |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                                  | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1982712.48   | 0.01%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                 | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699726.18   | 0.01%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE S.A.                                                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11350000 | PA      | $11879350.04  | 0.06%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                             | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929977.00    | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                      | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $7948417.13   | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Obayashi Corp                                                              | Obayashi Corp                                                                   | CUSIP: J59826107<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    514900 | NS      | $12471118.34  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                     | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7541951.24   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  18880000 | PA      | $16593386.37  | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12537956 | PA      | $88758.70     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                          | Travelers Cos, Inc                                                              | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1562399.88   | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                 | Siemens AG.                                                                     | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    168925 | NS      | $41155892.59  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                               | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     42579 | NS      | $8934777.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                              | Sequoia Mortgage Trust                                                          | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2969109 | PA      | $2856602.08   | 0.01%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4326062.51   | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                                               | Concordia Financial Group Ltd                                                   | CUSIP: J08613101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1062900 | NS      | $9487648.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                         | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854885 | PA      | $753756.66    | 0.00%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart, Inc                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  18954000 | PA      | $16791289.65  | 0.08%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645397 | PA      | $3665641.38   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4665887.19   | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX Trust                                                                       | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4386901 | PA      | $3625217.56   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                | Reckitt Benckiser Group plc                                                     | CUSIP: G7S0C8107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    247196 | NS      | $16621542.93  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                        | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5903496 | PA      | $5906287.56   | 0.03%             | 2039-01-17      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Tractor Supply Co                                                          | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4840 | NS      | $219252.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Nations Development Corp                                            | United Nations Development Corp                                                 | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1932829.90   | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| KDC Agribusiness Fairless Hills LLC                                        | KDC Agribusiness Fairless Hills LLC                                             | CUSIP: 48244KAA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450366 | PA      | $45.04        | 0.00%             | 2026-09-17      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| American Tower Corp                                                        | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2351 | NS      | $405735.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8230101 | PA      | $7080599.52   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                                   | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5577584 | PA      | $76366.06     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                  | Colbun S.A.                                                                     | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   5300000 | PA      | $4712585.63   | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust 2025-P11                                    | PENN Commercial Mortgage Trust                                                  | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017159.20   | 0.00%             | 2042-08-10      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Applied Materials Inc                                                      | Applied Materials, Inc                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    315948 | NS      | $107987866.92 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  14522243 | PA      | $2433766.73   | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4052882 | PA      | $4101120.11   | 0.02%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                    | Scottish & Southern Energy plc                                                  | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    487726 | NS      | $16860002.53  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1932692.69   | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                | Nvidia Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   4171666 | NS      | $727538550.40 | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                              | Accenture plc                                                                   | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |    358437 | NS      | $71074472.73  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                                                          | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $454712.88    | 0.00%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                            | Inter-American Development Bank                                                 | CUSIP: YJ9986359<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4500000 | PA      | $4407840.00   | 0.02%             | 2030-11-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Columbus Metropolitan Housing Authority                                    | Columbus Metropolitan Housing Authority                                         | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4042731.60   | 0.02%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  13540482 | PA      | $14051211.38  | 0.07%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393769 | PA      | $1327371.05   | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8003099 | PA      | $7411786.63   | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                           | Puget Energy, Inc                                                               | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9011807.19   | 0.04%             | 2056-09-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | ONEOK, Inc                                                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    867340 | NS      | $78398862.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                | MongoDB, Inc                                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2370 | NS      | $580104.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                               | Autodesk, Inc                                                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    262046 | NS      | $62733812.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                             | Salesforce, Inc                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    405177 | NS      | $75634390.59  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5656209 | PA      | $4980094.96   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autotrader Group PLC                                                       | Auto Trader Group plc                                                           | CUSIP: G06708104<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     25664 | NS      | $160633.13    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282613 | PA      | $248869.05    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                                    | Consolidated Edison, Inc                                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    241667 | NS      | $27351871.06  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  11125000 | PA      | $11320106.80  | 0.06%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9372605.10   | 0.05%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                 | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      1212 | NS      | $381028.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8923509 | PA      | $7374149.38   | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     74413 | PA      | $79452.79     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                        | Fixed Income Clearing Corp (FICC)                                               | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  52763000 | PA      | $52763000.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                                             | District of Columbia Water & Sewer Authority                                    | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8365542.00   | 0.04%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8396744 | PA      | $8320662.48   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIF Capital Markets Mechanism PLC                                          | CIF Capital Markets Mechanism plc                                               | CUSIP: YS5628724<br>LEI: 21380087AGD9RSA4SK17 | Long             | DBT              | CORP              | GB        |  23331000 | PA      | $23599754.92  | 0.11%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                              | AIB Group plc                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $5039004.17   | 0.02%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                             | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  21780000 | PA      | $20902244.22  | 0.10%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                                                 | Zalando SE                                                                      | CUSIP: D98423102<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       732 | NS      | $17883.30     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1825878.90   | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7588546 | PA      | $7359169.04   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5922113 | PA      | $5301831.29   | 0.03%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20980428 | PA      | $18743884.79  | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   7511000 | PA      | $7374895.42   | 0.04%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                 | Intuit, Inc                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    137132 | NS      | $59293134.16  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                      | Spotify Technology S.A.                                                         | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |     48372 | NS      | $23456066.52  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3435203 | PA      | $2851620.78   | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444919 | PA      | $429967.40    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5400648.69   | 0.03%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476419 | PA      | $481479.67    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287769 | PA      | $248903.29    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31760902 | PA      | $32538938.88  | 0.16%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                               | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  10224102 | PA      | $9679589.95   | 0.05%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11708628 | PA      | $11593311.87  | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                               | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4824648.49   | 0.02%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    825662 | PA      | $780448.97    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4687133.13   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                          | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   8750000 | PA      | $7772712.76   | 0.04%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21887800 | PA      | $285316.23    | 0.00%             | 2051-03-27      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374914 | PA      | $332349.34    | 0.00%             | 2050-05-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1753894 | PA      | $1561816.77   | 0.01%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                         | LEX Trust                                                                       | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $995106.50    | 0.00%             | 2043-03-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  22507009 | PA      | $20111394.85  | 0.10%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                  | Sunrun Callisto Issuer LLC                                                      | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4724845 | PA      | $4288488.71   | 0.02%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                          | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |  10976352 | PA      | $10238691.82  | 0.05%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 90376PBH3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   6949219 | PA      | $5758642.50   | 0.03%             | 2038-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   9130000 | PA      | $9260705.08   | 0.05%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                                      | Lynas Corp Ltd                                                                  | CUSIP: Q5683J210<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |    839066 | NS      | $11392389.12  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3008263 | PA      | $2884249.91   | 0.01%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                     | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316000 | PA      | $1223449.27   | 0.01%             | 2035-08-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205949 | PA      | $193716.09    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                     | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2909372.40   | 0.01%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                 | RCKT Mortgage Trust                                                             | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1785325 | PA      | $1447973.44   | 0.01%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| General Mills Inc                                                          | General Mills, Inc                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5927 | NS      | $220602.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10625000 | PA      | $10663781.25  | 0.05%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                         | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1463676 | PA      | $1143981.34   | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HubSpot Inc                                                                | HubSpot, Inc                                                                    | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       724 | NS      | $176728.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                                 | Dai-ichi Life Holdings, Inc                                                     | CUSIP: J09748112<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |   1687000 | NS      | $15557497.97  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    527431 | PA      | $502218.79    | 0.00%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                           | Ajinomoto Co, Inc                                                               | CUSIP: J00882126<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    511826 | NS      | $14469954.38  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3148105 | PA      | $2979282.42   | 0.01%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                              | Agate Bay Mortgage Trust                                                        | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |     58679 | PA      | $54647.43     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group, Inc                                                        | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8386010.78   | 0.04%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| THIRAX 1 LLC                                                               | Thirax  LLC                                                                     | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17026993 | PA      | $15184803.37  | 0.07%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $12507976.76  | 0.06%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                        | Gilead Sciences, Inc                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    487746 | NS      | $67977160.02  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                                | Bouygues S.A.                                                                   | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |    196322 | NS      | $11378176.98  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                               | CUSIP: 36187SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   6144259 | PA      | $5704554.47   | 0.03%             | 2040-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                              | CAD260408                                                                       | CUSIP: CAD260408<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39814.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3972951 | PA      | $3662057.00   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                  | Aviva plc                                                                       | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |   1695476 | NS      | $13606852.72  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                 | DOLP Trust                                                                      | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 102725000 | PA      | $2697748.54   | 0.01%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                          | CDP Financial, Inc                                                              | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   6250000 | PA      | $6222719.69   | 0.03%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                     | Diamondback Energy, Inc                                                         | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6225179.44   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3768552 | PA      | $3376947.13   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2892961 | PA      | $2952139.90   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                      | Texas Instruments, Inc                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    384148 | NS      | $74578492.72  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                           | WULF COMPUTE LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6425000 | PA      | $6789169.00   | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Bayerische Motoren Werke AG                                                | Bayerische Motoren Werke AG.                                                    | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    172487 | NS      | $15956201.85  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                  | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1969107.98   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11165588.41  | 0.05%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                             | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2780977 | PA      | $2392695.96   | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MARY FREE BED REHAB HSP                                                    | Mary Free Bed Rehabilitation Hospital                                           | CUSIP: 57388MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1540785.87   | 0.01%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                               | KBC Groep NV                                                                    | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |    120191 | NS      | $14710412.11  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                                                | ABIOMED, Inc                                                                    | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |       774 | NC      | $789.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                                 | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6879311.12   | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29389512 | PA      | $29124729.41  | 0.14%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                   | Mitsubishi Electric Corp                                                        | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    639400 | NS      | $20912907.08  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2403368 | PA      | $1984579.77   | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6500000 | PA      | $6061528.20   | 0.03%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3500000 | PA      | $3071536.30   | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                  | Metso Outotec Oyj                                                               | CUSIP: X5404W104<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |    645372 | NS      | $11184483.16  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                         | United Rentals, Inc                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       716 | NS      | $521648.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                                       | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   7750000 | PA      | $5898028.30   | 0.03%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                          | Iron Mountain, Inc                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3560 | NS      | $363618.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   7000000 | PA      | $7048986.42   | 0.03%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                     | EQT AB                                                                          | CUSIP: W3R27C102<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |    129237 | NS      | $4009923.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7736248 | PA      | $1384775.23   | 0.01%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3663616.94   | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                            | Yum! Brands, Inc                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3316 | NS      | $515571.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                         | Home Depot, Inc                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    335528 | NS      | $110351803.92 | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Julius Issuer 2023-2 LLC                                            | Sunrun Julius Issuer LLC                                                        | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4817677 | PA      | $4853594.95   | 0.02%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7077441.20   | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                 | AbbVie, Inc                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    134850 | NS      | $29328526.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  11600000 | PA      | $10750664.94  | 0.05%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7252730 | PA      | $7234665.03   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                     | IDEXX Laboratories, Inc                                                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     92240 | NS      | $51828733.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                               | Prysmian S.p.A.                                                                 | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |    132413 | NS      | $15636794.62  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   6550000 | PA      | $6205297.08   | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                     | Corp Andina de Fomento                                                          | CUSIP: YI4657387<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |  10200000 | PA      | $9954996.00   | 0.05%             | 2031-02-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5207323 | PA      | $5284643.16   | 0.03%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4050000 | PA      | $4316592.14   | 0.02%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5886460 | PA      | $4029955.54   | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                                 | Oriental Land Co Ltd                                                            | CUSIP: J6174U100<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     13000 | NS      | $221257.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                           | Asahi Kasei Corp                                                                | CUSIP: J0242P110<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |   1156600 | NS      | $11316726.69  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                        | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1478001 | PA      | $1408208.14   | 0.01%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eisai Co Ltd                                                               | Eisai Co Ltd                                                                    | CUSIP: J12852117<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       200 | NS      | $6261.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                              | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13900000 | PA      | $13654768.97  | 0.07%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11611005 | PA      | $11502558.21  | 0.06%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                         | Sompo Holdings, Inc                                                             | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |    428400 | NS      | $16676855.91  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                | Hologic, Inc                                                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     95155 | NS      | $7192766.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                              | Scentre Group                                                                   | CUSIP: Q8351E109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2267224 | NS      | $5231230.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5193485 | PA      | $4923174.02   | 0.02%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                    | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1898111.62   | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                               | Broadcom, Inc                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    683191 | NS      | $211454446.41 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  10747488 | PA      | $1469881.28   | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                  | Epiroc AB                                                                       | CUSIP: W25918124<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |    488891 | NS      | $12034946.75  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                    | Centersquare Issuer LLC                                                         | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6270000 | PA      | $6076617.53   | 0.03%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38378USA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5859830 | PA      | $5218132.74   | 0.03%             | 2043-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                      | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3078476.45   | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2709820 | PA      | $2242028.54   | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI BRD OF                                             | Honolulu City & County Board of Water Supply                                    | CUSIP: 438689LV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $896078.20    | 0.00%             | 2032-07-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                         | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     79597 | NS      | $19666826.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    741198 | PA      | $78109.02     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                | TeliaSonera AB                                                                  | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    418134 | NS      | $2142213.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                  | Amgen, Inc                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    252373 | NS      | $88797440.05  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                            | Antofagasta plc                                                                 | CUSIP: G0398N128<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    271583 | NS      | $12178995.78  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3784005 | PA      | $3774140.87   | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2679314 | PA      | $2176489.01   | 0.01%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                     | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2274357.02   | 0.01%             | 2027-11-19      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                          | Computershare Ltd                                                               | CUSIP: Q2721E105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    536601 | NS      | $10583096.17  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4950000 | PA      | $5087742.51   | 0.02%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    561155 | NS      | $66569817.65  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                          | Conservation Fund                                                               | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10384000 | PA      | $9908353.82   | 0.05%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                   | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   5187000 | PA      | $5232385.99   | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  58770292 | PA      | $58273985.33  | 0.28%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132478 | PA      | $119420.68    | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                         | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    515020 | PA      | $470483.77    | 0.00%             | 2047-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                               | CaixaBank S.A.                                                                  | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |   1505144 | NS      | $18043147.78  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727572 | PA      | $1466223.00   | 0.01%             | 2051-09-20      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                  | Serbia International Bond                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5100000 | PA      | $5110006.05   | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1273023.80   | 0.01%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $1902565.68   | 0.01%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corp                                                        | Sunnova Energy Corp                                                             | CUSIP: 867ESCAF2<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $9225.00      | 0.00%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                                      | Daikin Industries Ltd                                                           | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |    125900 | NS      | $15101309.26  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                   | RELX plc                                                                        | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    579061 | NS      | $18971400.03  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4228551 | PA      | $3630032.85   | 0.02%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                          | EOG Resources, Inc                                                              | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3648820.48   | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  15886028 | PA      | $14463950.49  | 0.07%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                             | CSAIL Commercial Mortgage Trust                                                 | CUSIP: 12595BBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6100000 | PA      | $5451872.56   | 0.03%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                | Royal Caribbean Cruises Ltd                                                     | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |    104624 | NS      | $28790432.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3146000 | PA      | $2357920.30   | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                               | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5376124.43   | 0.03%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                              | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14290370.25  | 0.07%             | 2055-09-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                          | Cisco Systems, Inc                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1524656 | NS      | $118298059.04 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  22676000 | PA      | $22309765.14  | 0.11%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily ML Certificates                                    | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17770260 | PA      | $16817916.65  | 0.08%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                          | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |  15240000 | PA      | $15068636.11  | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  13000000 | PA      | $11392286.62  | 0.06%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial, Inc                                                       | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $1954952.34   | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 343023000 | PA      | $337663265.63 | 1.64%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                  | Hoya Corp                                                                       | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |    116700 | NS      | $20231152.85  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                               | WinWater Mortgage Loan Trust                                                    | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |    145780 | PA      | $124574.20    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| DSV A/S                                                                    | DSV AS                                                                          | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     74031 | NS      | $17879084.28  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                  | Unibail-Rodamco-Westfield                                                       | CUSIP: F95094581<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    110963 | NS      | $12242049.62  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                 | Sandvik AB                                                                      | CUSIP: W74857165<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    422613 | NS      | $16246019.43  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC Trust                                                                      | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3299900.00   | 0.02%             | 2032-11-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| THE BUSH FOUNDATION                                                        | Bush Foundation                                                                 | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $767491.95    | 0.00%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615000 | PA      | $1486196.81   | 0.01%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                    | Principal Financial Group, Inc                                                  | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9028173.90   | 0.04%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                                | CUSIP: 60416UGK5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4225000 | PA      | $4235194.50   | 0.02%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                              | Shimadzu Corp                                                                   | CUSIP: J72165129<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |    241055 | NS      | $5728153.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                               | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2410687 | PA      | $1993571.55   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBERLIN COLLEGE                                                            | Oberlin College                                                                 | CUSIP: 674241AB0<br>LEI: PEENSVLBKCCBLAO0OM26 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2164176.04   | 0.01%             | 2051-10-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| InPost SA                                                                  | InPost S.A.                                                                     | CUSIP: L5125Z108<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | NL        |    253915 | NS      | $4495301.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                        | Electronic Arts, Inc                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    293537 | NS      | $59843388.19  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5069495 | PA      | $4585052.29   | 0.02%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $10689675.48  | 0.05%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | Magellan Midstream Partners LP                                                  | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1771490.75   | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple, Inc                                                                      | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $16915496.81  | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                | Cummins, Inc                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3787 | NS      | $2037481.74   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5015000 | PA      | $5088429.63   | 0.02%             | 2042-04-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698006 | PA      | $590684.13    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet, Inc                                                                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4836366.26   | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                        | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |  11436000 | PA      | $7396789.93   | 0.04%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   4450000 | PA      | $4504921.90   | 0.02%             | 2029-02-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13807663 | PA      | $12426896.70  | 0.06%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Generali                                                                   | Assicurazioni Generali S.p.A.                                                   | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    414213 | NS      | $16664414.87  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                        | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6243073.69   | 0.03%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584494 | PA      | $1558627.55   | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83037 | PA      | $77992.50     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                            | Seagate Technology Holdings plc                                                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |    101032 | NS      | $39580296.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                        | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1289099 | PA      | $1065276.94   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30864348 | PA      | $291902.66    | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    291633 | PA      | $294669.60    | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                           | Mercadolibre, Inc                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       342 | NS      | $591324.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |   7403292 | PA      | $7684455.70   | 0.04%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                             | Pacific Life Global Funding II                                                  | CUSIP: YN2398777<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5965417.15   | 0.03%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2004106 | PA      | $1657339.86   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Evolution Mining Ltd                                                       | Evolution Mining Ltd                                                            | CUSIP: Q3647R147<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |   1392571 | NS      | $12539701.29  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17902153 | PA      | $130025.13    | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2020716 | PA      | $2068307.34   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2213340 | PA      | $2149137.87   | 0.01%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                     | Agence Francaise de Developpement EPIC                                          | CUSIP: YS4991701<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  10200000 | PA      | $10417013.67  | 0.05%             | 2030-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                             | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22870000 | PA      | $22686353.90  | 0.11%             | 2032-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4021000 | PA      | $3833929.25   | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                    | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |  12318000 | PA      | $7877384.40   | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   1989003 | PA      | $2342284.45   | 0.01%             | 2053-08-20      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                 | Biogen, Inc                                                                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       397 | NS      | $72782.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64567 | PA      | $61172.91     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                              | Totalenergies Capital USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7795268.07   | 0.04%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                              | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     35406 | NS      | $30638936.16  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                       | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    413671 | NS      | $100269713.69 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                                 | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2752955 | PA      | $2712082.07   | 0.01%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468343 | PA      | $430906.27    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                          | Swire Pacific Ltd (Class A)                                                     | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    366500 | NS      | $4005747.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                                | Komatsu Ltd                                                                     | CUSIP: J35759125<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    382100 | NS      | $15215438.76  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12316134 | PA      | $11095783.55  | 0.05%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                          | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7190000 | PA      | $6867314.96   | 0.03%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  19738000 | PA      | $12394562.76  | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745725 | PA      | $753632.51    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                              | Live Nation, Inc                                                                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    262022 | NS      | $39960975.22  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                                  | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4850000 | PA      | $5133999.61   | 0.03%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                 | BMO 360A                                                                        | CUSIP: 05609MCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4635051.20   | 0.02%             | 2055-02-17      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                         | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  12325000 | PA      | $7679520.65   | 0.04%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                           | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12140933.11  | 0.06%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3271914.95   | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12942812.50  | 0.06%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                   | Nature Conservancy                                                              | CUSIP: 63902HAW9<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2829973.05   | 0.01%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                  | Kering                                                                          | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     45662 | NS      | $13865877.39  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6899877 | PA      | $5693628.69   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Boliden AB                                                                 | Boliden AB                                                                      | CUSIP: W17218210<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |    196934 | NS      | $10323640.69  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup, Inc                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    900882 | NS      | $102169027.62 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynnton Funding Trust                                                      | Wynnton Funding Trust                                                           | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18375000 | PA      | $18062883.17  | 0.09%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                       | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11250000 | PA      | $11231693.66  | 0.05%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                 | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      1371 | NS      | $94859.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                         | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7244336 | PA      | $6291640.88   | 0.03%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 287555000 | PA      | $287981840.89 | 1.40%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8429000 | PA      | $7517257.41   | 0.04%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672859 | PA      | $661736.89    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                      | BB Blue Financing DAC                                                           | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |  10839600 | PA      | $10501685.55  | 0.05%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                              | Akzo Nobel NV                                                                   | CUSIP: N01803308<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |    174096 | NS      | $10007960.98  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                             | Structured Asset Investment Loan Trust                                          | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133971 | PA      | $128884.31    | 0.00%             | 2034-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223564 | PA      | $216737.51    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251717 | PA      | $229716.61    | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd                                                                | Fujitsu Ltd                                                                     | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    772600 | NS      | $15800180.52  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5369286.84   | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                     | Motorola Solutions, Inc                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      8753 | NS      | $3798539.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                             | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    432071 | NS      | $16846448.29  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    384301 | PA      | $379136.86    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251476 | PA      | $233015.00    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole S.A.                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5775000 | PA      | $5845148.06   | 0.03%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19159000 | PA      | $19919980.15  | 0.10%             | 2042-06-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595991 | PA      | $515715.59    | 0.00%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                            | Ulta Beauty, Inc                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        30 | NS      | $15681.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                 | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       396 | NS      | $82546.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                 | BOC Hong Kong Holdings Ltd                                                      | CUSIP: Y0920U103<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   2612757 | NS      | $14414589.57  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                     | GPS Blue Financing DAC                                                          | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |  14242000 | PA      | $14069671.80  | 0.07%             | 2041-11-09      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1397975 | NS      | $201923509.00 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10924350.56  | 0.05%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                                             | Pharr Economic Development Corp                                                 | CUSIP: 717185AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1136956.51   | 0.01%             | 2030-08-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                               | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    837917 | PA      | $843782.59    | 0.00%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                             | Sequoia Mortgage Trust                                                          | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5662393 | PA      | $5259922.13   | 0.03%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                             | Shellpoint Co-Originator Trust                                                  | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210282 | PA      | $194682.12    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  12255000 | PA      | $11859350.27  | 0.06%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1765581.50   | 0.01%             | 2032-11-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12375000 | PA      | $12415132.00  | 0.06%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                   | Bayer AG.                                                                       | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    383581 | NS      | $17751441.06  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4238108 | PA      | $3978949.42   | 0.02%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                           | Nitto Denko Corp                                                                | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |    589400 | NS      | $11790487.24  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                              | SoftBank Corp                                                                   | CUSIP: J75963132<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |  13011900 | NS      | $17411522.69  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                                              | New York City Housing Development Corp                                          | CUSIP: 64972EGM5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2173619.00   | 0.01%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                               | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   5080358 | PA      | $4935317.83   | 0.02%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                        | Macquarie Group Ltd                                                             | CUSIP: Q57085286<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |    130046 | NS      | $18473918.99  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                               | Brambles Ltd                                                                    | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    852467 | NS      | $13378850.76  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Protective Life Corp                                                       | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4778513.83   | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                         | Steel Dynamics, Inc                                                             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3310 | NS      | $595800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                          | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2446786 | PA      | $2024836.06   | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                          | USAA Capital Corp                                                               | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  14473000 | PA      | $13204290.31  | 0.06%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $13758122.39  | 0.07%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2515370 | PA      | $2227893.26   | 0.01%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4576626 | PA      | $775854.42    | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                      | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20865407.58  | 0.10%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                         | Connecticut Light and Power Co                                                  | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5647144.94   | 0.03%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14600582.25  | 0.07%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-2                                             | Flagstar Mortgage Trust                                                         | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1947705 | PA      | $1787895.14   | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Haleon PLC                                                                 | Haleon plc                                                                      | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   3528231 | NS      | $17461193.11  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   4350000 | PA      | $4175726.86   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                            | Kerry Group plc (Class A)                                                       | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     52729 | NS      | $4198269.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15193000 | PA      | $15337842.62  | 0.07%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                      | Arab Petroleum Investments Corp                                                 | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  14000000 | PA      | $14359484.02  | 0.07%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2239792 | PA      | $2106580.15   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $17522686.65  | 0.09%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                                  | Marks & Spencer Group plc                                                       | CUSIP: G5824M107<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    419182 | NS      | $1888716.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                          | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    491863 | NS      | $105091448.58 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4075180.65   | 0.02%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10850000 | PA      | $10088409.21  | 0.05%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                            | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2972594.80   | 0.01%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                       | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    202267 | NS      | $54711200.83  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                              | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    958000 | PA      | $954618.15    | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                                 | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8779484.97   | 0.04%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Cellnex Telecom SA                                                         | Cellnex Telecom S.A.                                                            | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    275934 | NS      | $8872586.19   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5864033 | PA      | $5542424.04   | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                           | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2793394 | PA      | $2242016.65   | 0.01%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Waters Corp                                                                | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       303 | NS      | $90233.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   9699000 | PA      | $8662394.74   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                | Cummins, Inc                                                                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8422591.06   | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |  15800000 | PA      | $15103365.36  | 0.07%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3322982 | PA      | $2816224.07   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                             | CBRE Group, Inc                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    327806 | NS      | $44404600.76  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753631 | PA      | $2720033.89   | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                 | Advanced Micro Devices, Inc                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    426102 | NS      | $86681929.86  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Los Angeles CA                                                     | City of Los Angeles CA                                                          | CUSIP: 544351SG5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3543495.54   | 0.02%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toledo-Lucas County Port Authority                                         | Toledo-Lucas County Port Authority                                              | CUSIP: 889251JN5<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   3020000 | PA      | $2925123.68   | 0.01%             | 2049-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                                              | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue | CUSIP: 592098Z42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1511770.60   | 0.01%             | 2043-07-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1289551 | PA      | $1119655.04   | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                               | Nippon Paint Co Ltd                                                             | CUSIP: J55053128<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |    467600 | NS      | $2932106.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | SYSCO Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  13598000 | PA      | $12456603.46  | 0.06%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                                | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9750000 | PA      | $9730223.00   | 0.05%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                             | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3047934.60   | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                     | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14425000 | PA      | $13437492.63  | 0.07%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                       | CUSIP: 500631BG0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   8500000 | PA      | $8510129.96   | 0.04%             | 2028-11-12      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Company/The                                                     | Campbell Soup Co                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3760619.08   | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Preservation Of Affordable Housing Inc                                     | Preservation Of Affordable Housing, Inc                                         | CUSIP: 74082LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3151058.30   | 0.02%             | 2036-06-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                 | L'Oreal S.A.                                                                    | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      3938 | NS      | $1607848.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  75987444 | PA      | $76409439.52  | 0.37%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10250000 | PA      | $10471199.10  | 0.05%             | 2030-02-08      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Novartis AG                                                                | Novartis AG.                                                                    | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    396199 | NS      | $60814294.47  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   7375000 | PA      | $7534729.96   | 0.04%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    192196 | PA      | $188473.95    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4817181.09   | 0.02%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                       | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  13600000 | PA      | $13656582.39  | 0.07%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                         | Kingspan Group plc                                                              | CUSIP: G52654103<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     70419 | NS      | $6021520.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12234687 | PA      | $11589117.21  | 0.06%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid, Inc                                                                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $12883411.33  | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                     | Yokogawa Electric Corp                                                          | CUSIP: J97272124<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |    234932 | NS      | $7260279.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                     | City of Los Angeles CA                                                          | CUSIP: 544351RY7<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1102893.53   | 0.01%             | 2038-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                        | Erste Bank der Oesterreichischen Sparkassen AG.                                 | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |    141896 | NS      | $15328357.04  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                 | Progress Residential Trust                                                      | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $708417.15    | 0.00%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10759217 | PA      | $9214738.91   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |   4667557 | PA      | $4816192.55   | 0.02%             | 2042-09-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  13619000 | PA      | $12751958.49  | 0.06%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                       | Arab Petroleum Investments Corp                                                 | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  11850000 | PA      | $11672250.00  | 0.06%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2534799.42   | 0.01%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  21213000 | PA      | $15389275.26  | 0.07%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                           | Roche Holding AG.                                                               | CUSIP: H69293266<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    143402 | NS      | $57230425.06  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    599112 | NS      | $98595861.84  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                                                  | Canon, Inc                                                                      | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |    495700 | NS      | $13754356.72  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                         | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3720851 | PA      | $3077133.55   | 0.01%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9100000 | PA      | $9309285.35   | 0.05%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                    | Piedmont Natural Gas Co, Inc                                                    | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   7113000 | PA      | $4795899.42   | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                                | Sun Hung Kai Properties Ltd                                                     | CUSIP: Y82594121<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    811000 | NS      | $13503828.80  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MATHER FOUNDATION                                                          | Mather Foundation                                                               | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8914384.00   | 0.04%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                           | Bridgestone Corp                                                                | CUSIP: J04578126<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    662900 | NS      | $13813678.55  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                        | Henkel KGaA (Preference)                                                        | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    148896 | NS      | $11502089.50  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4992419 | PA      | $383171.16    | 0.00%             | 2053-05-20      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9872584 | PA      | $7898125.19   | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                        | Dominion Energy, Inc                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $12427857.50  | 0.06%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                      | International Finance Facility for Immunisation Co                              | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |  13985000 | PA      | $13964156.90  | 0.07%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3060537 | PA      | $2885270.60   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                | Hochtief AG.                                                                    | CUSIP: D33134103<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |     15767 | NS      | $7171956.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                            | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14270000 | PA      | $13194444.41  | 0.06%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                  | CH Robinson Worldwide, Inc                                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       363 | NS      | $60283.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3767983.28   | 0.02%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10075000 | PA      | $7622845.75   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  12375000 | PA      | $12400951.98  | 0.06%             | 2028-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                 | Cadence Design Systems, Inc                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    200145 | NS      | $55614291.15  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                              | Alfa Laval AB                                                                   | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |    194439 | NS      | $10635797.53  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-1                      | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 617956AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    986000 | PA      | $977796.18    | 0.00%             | 2056-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  65623389 | PA      | $66108143.30  | 0.32%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2708984 | PA      | $2282678.85   | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14025000 | PA      | $13081853.81  | 0.06%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                                     | SGS S.A.                                                                        | CUSIP: H63838116<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       154 | NS      | $16229.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10210288.40  | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                     | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4053878.82   | 0.02%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                        | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   7868000 | PA      | $5338209.99   | 0.03%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                              | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9398530.41   | 0.05%             | 2035-08-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36151114 | PA      | $36451296.38  | 0.18%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                        | NBM US Holdings, Inc                                                            | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6996220.00   | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Standard Life PLC                                                          | Phoenix Group Holdings plc                                                      | CUSIP: G7S8MZ109<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |    716022 | NS      | $6484664.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN ENERGYC                                             | Massachusetts Clean Energy Cooperative Corp                                     | CUSIP: 575625BD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2683380.00   | 0.01%             | 2032-07-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 193391000 | PA      | $184779057.03 | 0.90%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                    | Amcor Group Finance plc                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10246107.20  | 0.05%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                       | Arab Petroleum Investments Corp                                                 | CUSIP: BR6669963<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   2400000 | PA      | $2364000.00   | 0.01%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                            | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6100000 | PA      | $5890549.67   | 0.03%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                                   | Northwest Natural Gas Co                                                        | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3217847.12   | 0.02%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962323 | PA      | $951386.73    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                               | CD Mortgage Trust                                                               | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1625280.40   | 0.01%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                           | Mettler-Toledo International, Inc                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       130 | NS      | $163956.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                             | Wesfarmers Ltd                                                                  | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    377877 | NS      | $19292874.74  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2553056 | PA      | $2395664.03   | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7150000 | PA      | $7309861.13   | 0.04%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc                                               | Sunbelt Rentals Holdings, Inc                                                   | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | GB        |    212364 | NS      | $13546981.53  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                               | Associated British Foods plc                                                    | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |    262673 | NS      | $6575325.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1746544 | PA      | $1443296.94   | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                      | Novozymes A.S.                                                                  | CUSIP: K7317J133<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |    100776 | NS      | $5987218.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2026-2                            | Chase Home Lending Mortgage Trust Series                                        | CUSIP: 16160EBQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1958935 | PA      | $1949232.08   | 0.01%             | 2056-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $964424.39    | 0.00%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                          | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2434229 | PA      | $2001024.00   | 0.01%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                | Swedbank AB                                                                     | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  13875000 | PA      | $13929797.37  | 0.07%             | 2031-03-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                            | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    293815 | NS      | $91314763.85  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                        | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    300554 | NS      | $90911573.92  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $8854757.20   | 0.04%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    699631 | PA      | $630213.65    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                         | Tokyo Electron Ltd                                                              | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |    117824 | NS      | $29273482.26  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4255891 | PA      | $450240.51    | 0.00%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                                | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1798657.92   | 0.01%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13529155 | PA      | $13181008.30  | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                          | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    271135 | NS      | $50084057.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corp                                                              | Kikkoman Corp                                                                   | CUSIP: J32620106<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     12300 | NS      | $111668.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Helios Issuer, LLC                                                         | Sunnova Helios VII Issuer LLC                                                   | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5576699 | PA      | $4496172.80   | 0.02%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                                       | Progressive Corp                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    334522 | NS      | $66315641.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                             | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3300000 | PA      | $3085183.86   | 0.02%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Northern Trust Bank                                                        | Northern Trust Corporation                                                      | CUSIP: RPES18WS6<br>LEI: 549300GLF98S992BC502 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry J Kaiser Family Foundation/CA                                        | Henry J Kaiser Family Foundation                                                | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3964144.96   | 0.02%             | 2030-12-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1520277.88   | 0.01%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XEFT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293500 | PA      | $2285477.04   | 0.01%             | 2039-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                           | Spirax-Sarco Engineering plc                                                    | CUSIP: G83561129<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |     69925 | NS      | $6273240.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                              | Goodman Group                                                                   | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    869126 | NS      | $15603859.74  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     98464 | PA      | $99635.65     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                          | NatWest Group plc                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $4005349.90   | 0.02%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2930000 | PA      | $3029175.23   | 0.01%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                          | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148451 | PA      | $137040.57    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                   | Agilent Technologies, Inc                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     63792 | NS      | $7271012.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                                         | Deutsche Boerse AG.                                                             | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     69103 | NS      | $20243402.94  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7685701 | PA      | $7630664.33   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                            | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1290438 | NS      | $78781239.90  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    275659 | NS      | $73330807.18  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                                 | Dai Nippon Printing Co Ltd                                                      | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    410028 | NS      | $7470702.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIAMI FL SPL OBLG                                                          | City of Miami FL                                                                | CUSIP: 593490ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1701603.46   | 0.01%             | 2039-01-01      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                                | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15125000 | PA      | $15263571.17  | 0.07%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                           | Crown Castle, Inc                                                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1190 | NS      | $96758.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VIII Issuer LLC                                                  | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3188895 | PA      | $2670399.82   | 0.01%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                         | Banco Bilbao Vizcaya Argentaria S.A.                                            | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |   1475112 | NS      | $31861767.20  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                             | Central American Bank for Economic Integration                                  | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   7250000 | PA      | $7338374.67   | 0.04%             | 2028-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                              | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114851 | PA      | $1990115.16   | 0.01%             | 2047-09-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5902459 | PA      | $4877634.84   | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9325000 | PA      | $9474956.26   | 0.05%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3707457 | PA      | $4053417.75   | 0.02%             | 2053-08-20      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                       | Rentokil Initial plc                                                            | CUSIP: G7494G105<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    306581 | NS      | $1902618.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    172076 | NS      | $31348805.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CINCINNATI OH RECPTS                                               | University of Cincinnati                                                        | CUSIP: 914119ZZ8<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000165.70   | 0.00%             | 2029-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3593938 | PA      | $3336546.33   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  50297991 | PA      | $47592405.37  | 0.23%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1459183.20   | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                            | W.W. Grainger, Inc                                                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     29206 | NS      | $31858196.86  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                        | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2700480.43   | 0.01%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                           | West Pharmaceutical Services, Inc                                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     38413 | NS      | $9627834.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                                     | Australia and New Zealand Banking Group                                         | CUSIP: Q0429F119<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    885240 | NS      | $22259579.01  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   4430000 | PA      | $3925268.70   | 0.02%             | 2030-05-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                            | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  11560000 | PA      | $11294980.06  | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                     | Marvell Technology, Inc                                                         | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      6475 | NS      | $641348.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3142ACEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3311111 | PA      | $2743502.36   | 0.01%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                                 | Verbund AG.                                                                     | CUSIP: A91460104<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |     48157 | NS      | $3680118.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate & Investment Bank SA                             | Credit Agricole Corporate & Investment Bank S.A.                                | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9897484.60   | 0.05%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                             | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5694143 | PA      | $4708898.42   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                    | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  13170000 | PA      | $13144458.10  | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife, Inc                                                                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5479655.40   | 0.03%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4918240 | PA      | $5066865.28   | 0.02%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868KX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3810000 | PA      | $3801056.03   | 0.02%             | 2045-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                                 | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868GP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1215512.25   | 0.01%             | 2027-09-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3434876 | PA      | $2952756.89   | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                         | Vodafone Group plc                                                              | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |  10229647 | NS      | $15429900.92  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132WW2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391325 | PA      | $337313.66    | 0.00%             | 2038-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6658237.60   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                             | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3591620.28   | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9225000 | PA      | $9017187.50   | 0.04%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                | Gartner, Inc                                                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |    120567 | NS      | $19090578.78  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                        | Sumitomo Mitsui Financial Group, Inc                                            | CUSIP: YI6766855<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8500000 | PA      | $8355832.18   | 0.04%             | 2032-02-12      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                         | LEX Trust                                                                       | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2991587.40   | 0.01%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDU                                                   | Massachusetts Higher Education Assistance Corp                                  | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6768286.33   | 0.03%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                               | Cochlear Ltd                                                                    | CUSIP: Q25953102<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       548 | NS      | $64483.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                      | Rivian Automotive, Inc                                                          | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     22944 | NS      | $345307.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                         | Kraft Heinz Co                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     16685 | NS      | $375245.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo S.p.A                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3650000 | PA      | $3954043.72   | 0.02%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9125000 | PA      | $9323156.95   | 0.05%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon                                                            | State of Oregon                                                                 | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3770000 | PA      | $3931092.48   | 0.02%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |  10275000 | PA      | $10490525.63  | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                  | Bank of Ireland Group plc                                                       | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    692309 | NS      | $12560721.86  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                | Telenor ASA                                                                     | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    653741 | NS      | $11497804.61  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1752788 | PA      | $1449463.30   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bureau Veritas SA                                                          | Bureau Veritas S.A.                                                             | CUSIP: F96888114<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |    108586 | NS      | $3250131.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                  | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3940676.61   | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| RCKT Mortgage Trust 2021-5                                                 | RCKT Mortgage Trust                                                             | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4658028 | PA      | $3749879.89   | 0.02%             | 2051-11-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                          | CUSIP: 64966WLY1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3403349.93   | 0.02%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                            | Nordea Bank Abp                                                                 | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5500000 | PA      | $5484355.80   | 0.03%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                        | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     12267 | NS      | $690754.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                 | Sunrun Atlas Issuer LLC                                                         | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7725183 | PA      | $7452500.69   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                                       | Sigma Healthcare Ltd                                                            | CUSIP: Q8T84B108<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |    725136 | NS      | $1340020.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                               | Fortinet, Inc                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    150101 | NS      | $12266253.72  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                                               | VeriSign, Inc                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     97361 | NS      | $24180577.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2080837.08   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                  | Zurich Insurance Group AG                                                       | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     40339 | NS      | $28512350.13  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3539896 | PA      | $3433624.33   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4959542.00   | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                                    | GSK plc                                                                         | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   1046887 | NS      | $28837004.48  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5034560 | PA      | $4982718.69   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                                             | City of Los Angeles Department of Airports Customer Facility Charge Revenue     | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1486163.05   | 0.01%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                 | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2755000 | PA      | $2880936.39   | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705624 | PA      | $711369.73    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                           | Elia Group S.A.                                                                 | CUSIP: B35656105<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |     27356 | NS      | $4201856.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                     | FUJIFILM Holdings Corp                                                          | CUSIP: J14208102<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |    710900 | NS      | $13546653.48  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard, Inc                                                                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6872500.83   | 0.03%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                       | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    113907 | NS      | $8335714.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1018637 | PA      | $839816.99    | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                        | CUSIP: 74443DMA6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2234319 | PA      | $2252877.18   | 0.01%             | 2031-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Thirax 1 LLC                                                               | Thirax  LLC                                                                     | CUSIP: 88410XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6057997 | PA      | $5437059.04   | 0.03%             | 2033-03-07      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $9987509.10   | 0.05%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                | Kubota Corp                                                                     | CUSIP: J36662138<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    741700 | NS      | $11885882.38  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                    | Capital Impact Partners                                                         | CUSIP: 140192AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15945000 | PA      | $16708385.53  | 0.08%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRSVN OF AFFORD HOUSING                                                    | Preservation Of Affordable Housing, Inc                                         | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9770000 | PA      | $9223427.61   | 0.04%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                            | Coles Group Ltd                                                                 | CUSIP: Q26203408<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     35292 | NS      | $535194.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                          | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22433439 | PA      | $22510477.16  | 0.11%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                | Goldman Sachs Group, Inc                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    125099 | NS      | $105832503.01 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                    | NYC Commercial Mortgage Trust                                                   | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9135000 | PA      | $9090181.86   | 0.04%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12500000 | PA      | $12645510.25  | 0.06%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                 | STERIS plc                                                                      | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28727 | NS      | $6352401.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4470041 | PA      | $3790433.31   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $9804657.40   | 0.05%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4882415 | PA      | $4356535.99   | 0.02%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40008000 | PA      | $24111071.25  | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                               | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   3559486 | NS      | $58455964.66  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                     | Liberty Media Corp-Liberty Formula One (Class C)                                | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $304031.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2951051 | PA      | $2403961.55   | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                            | London Stock Exchange Group plc                                                 | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |    170435 | NS      | $20126281.07  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                             | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5072739.34   | 0.02%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                      | CUSIP: 3137H13V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10260000 | PA      | $9258589.12   | 0.05%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                             | Lowe's Cos, Inc                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    143501 | NS      | $33906416.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5137897 | PA      | $4578024.54   | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                                                | Helvetia Holding AG.                                                            | CUSIP: H3701P102<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |     22791 | NS      | $5898542.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard, Inc                                                   | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   5750000 | PA      | $4030956.77   | 0.02%             | 2051-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5726315 | PA      | $5415092.36   | 0.03%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR                                             | New Hampshire Business Finance Authority                                        | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8295000 | PA      | $8295000.00   | 0.04%             | 2033-07-01      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Sabal Issuer 2026-1 LLC                                                    | Sabal Issuer LLC                                                                | CUSIP: 78518CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7825000 | PA      | $7825658.08   | 0.04%             | 2061-05-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  11647114 | PA      | $8488714.68   | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                           | Continental Wind LLC                                                            | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11843105 | PA      | $12087773.18  | 0.06%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                                                    | PTC, Inc                                                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     55179 | NS      | $7862455.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5554094.05   | 0.03%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4427001.15   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3942320 | PA      | $3268975.93   | 0.02%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 38237JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2757192 | PA      | $1662340.14   | 0.01%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| AltaGas Ltd                                                                | AltaGas Ltd                                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3371473.53   | 0.02%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565084 | PA      | $488979.30    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5483945 | PA      | $4705353.06   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                              | Whitbread plc                                                                   | CUSIP: G9606P197<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |    171235 | NS      | $5264667.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                  | SLG Office Trust                                                                | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2007414.00   | 0.01%             | 2041-04-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9425000 | PA      | $5706688.59   | 0.03%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3861126 | PA      | $3190731.06   | 0.02%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                          | OBX Trust                                                                       | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1225211 | PA      | $1048862.93   | 0.01%             | 2052-08-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                         | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200749 | PA      | $992266.57    | 0.00%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                                                | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  25000000 | PA      | $19216431.50  | 0.09%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3299245 | PA      | $629435.27    | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18319243 | PA      | $18414453.05  | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7871120 | PA      | $6407882.01   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8875000 | PA      | $9114225.63   | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                         | City of Oakland CA                                                              | CUSIP: 672240ZH4<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    755000 | PA      | $755228.01    | 0.00%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8882333 | PA      | $7612641.20   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                         | Contact Energy Ltd                                                              | CUSIP: Q2818G104<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |    269437 | NS      | $1432195.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                 | Vertex Pharmaceuticals, Inc                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    169681 | NS      | $75769353.74  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Denver City & County Housing Authority                                     | Denver City & County Housing Authority                                          | CUSIP: 24917QBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2876362.79   | 0.01%             | 2028-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $518939.20    | 0.00%             | 2042-01-25      | Variable      | 10.76%                | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                          | National Grid plc                                                               | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |   1433260 | NS      | $24193570.70  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                             | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5265000 | PA      | $5075193.06   | 0.02%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                       | WB Commercial Mortgage Trust                                                    | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095000 | PA      | $1097633.80   | 0.01%             | 2040-03-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    304532 | PA      | $297539.63    | 0.00%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141899 | PA      | $140707.64    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                  | Amcor plc                                                                       | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |       847 | NS      | $33668.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556430 | PA      | $549641.79    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                         | Cooper Cos, Inc                                                                 | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    158278 | NS      | $11316877.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    725000 | PA      | $724202.50    | 0.00%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                       | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2684470 | PA      | $2144416.83   | 0.01%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                          | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6787127.25   | 0.03%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                   | Arizona Industrial Development Authority                                        | CUSIP: 04052AEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2974482.64   | 0.01%             | 2031-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                            | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3375000 | PA      | $3330830.97   | 0.02%             | 2026-09-14      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                            | CUSIP: BY3255019<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5600000 | PA      | $5626878.26   | 0.03%             | 2027-08-16      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                     | Energias de Portugal S.A.                                                       | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   2528139 | NS      | $13378146.32  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                       | Evonik Industries AG.                                                           | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |    260164 | NS      | $5105112.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                          | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512767 | PA      | $513204.57    | 0.00%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                   | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |  18650000 | PA      | $12030838.05  | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11762150 | PA      | $11105115.28  | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                     | SAP AG.                                                                         | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    235686 | NS      | $40180355.76  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646334 | PA      | $638727.37    | 0.00%             | 2044-12-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                     | Church & Dwight Co, Inc                                                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      2111 | NS      | $196998.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                        | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   9550526 | PA      | $7220209.94   | 0.04%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                    | Lululemon Athletica, Inc                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       520 | NS      | $79612.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63485 | PA      | $59383.96     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                  | Alstom RGPT                                                                     | CUSIP: F0259M475<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |    351621 | NS      | $10055731.70  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $10227014.78  | 0.05%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                      | Julius Baer Group Ltd                                                           | CUSIP: H4414N103<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |    161462 | NS      | $11876175.46  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AID-INDIA                                                                  | India Government AID Bond                                                       | CUSIP: 45683MAA8<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    750000 | PA      | $745654.44    | 0.00%             | 2027-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10075000 | PA      | $10181784.93  | 0.05%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                | Swiss Re AG.                                                                    | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |    114621 | NS      | $19253710.32  | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| UCB SA                                                                     | UCB S.A.                                                                        | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     55615 | NS      | $16756621.30  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4594656 | PA      | $4129504.75   | 0.02%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                                   | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9925000 | PA      | $10550713.49  | 0.05%             | 2034-09-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp                                                        | Softbank Group Corp                                                             | CUSIP: J7596P109<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |   1091380 | NS      | $26574831.02  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                      | NXP Semiconductors NV                                                           | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |    111590 | NS      | $21967607.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9264931 | PA      | $9183838.09   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                                   | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4910091.26   | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                     | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2583140.45   | 0.01%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                                        | Capitaland Investment Ltd                                                       | CUSIP: Y1091P105<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |   2401900 | NS      | $5112678.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                          | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2463212.16   | 0.01%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13874955 | PA      | $13493468.47  | 0.07%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5956371.54   | 0.03%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                 | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2426055.24   | 0.01%             | 2056-03-26      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH                                               | South Dakota Housing Development Authority                                      | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1186739.13   | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                          | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     65039 | NS      | $4845405.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd                                                                 | Keppel Corp Ltd                                                                 | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |   1339270 | NS      | $12337649.61  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                                              | carsales.com Ltd                                                                | CUSIP: Q21411121<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     11025 | NS      | $175996.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1519638.30   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                   | AT&T, Inc                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1650039 | NS      | $47834630.61  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                     | Palo Alto Networks, Inc                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    204436 | NS      | $32775179.52  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41068816 | PA      | $41391009.24  | 0.20%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11745 | PA      | $10982.35     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                     | CapitaMall Trust                                                                | CUSIP: Y1100L160<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |   6214500 | NS      | $11144193.09  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    663549 | NS      | $195189573.84 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                                           | Smiths Group plc                                                                | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    323080 | NS      | $9859175.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                                                               | Thirax 2 LLC                                                                    | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2787661 | PA      | $2550503.77   | 0.01%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                         | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183100 | PA      | $1015430.54   | 0.00%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                       | CUSIP: 500631BJ4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   7125000 | PA      | $7059938.42   | 0.03%             | 2030-11-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                            | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $909504.70    | 0.00%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                        | WiseTech Global Ltd                                                             | CUSIP: Q98056106<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |     51149 | NS      | $1380028.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  25804000 | PA      | $26846755.12  | 0.13%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| NEC Corp                                                                   | NEC Corp                                                                        | CUSIP: J48818207<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    622205 | NS      | $15482375.78  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                 | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1042639 | NS      | $46011659.07  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                     | HP, Inc                                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   1592463 | NS      | $30591214.23  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                             | CSAIL Commercial Mortgage Trust                                                 | CUSIP: 12595BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6650000 | PA      | $6362910.19   | 0.03%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3275681 | PA      | $3076165.98   | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                                           | Sino Land Co                                                                    | CUSIP: Y80267126<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |   3820000 | NS      | $5597587.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                | Workday, Inc                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    287948 | NS      | $37410204.16  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                        | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3813624.00   | 0.02%             | 2039-01-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                               | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2019219 | PA      | $1780811.16   | 0.01%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                             | C-BASS Trust                                                                    | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5132 | PA      | $5121.02      | 0.00%             | 2036-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                             | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10896999.91  | 0.05%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                               | Deutsche Bank AG.                                                               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7500000 | PA      | $7874759.25   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co Pjsc Masdar                                     | Abu Dhabi Future Energy Co Pjsc Masdar                                          | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   8050000 | PA      | $7994571.89   | 0.04%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                | CUSIP: 3132WWZY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3339602 | PA      | $3259271.80   | 0.02%             | 2038-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OAKLAND CA                                                                 | City of Oakland CA                                                              | CUSIP: 672240WM6<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   4835000 | PA      | $4577787.19   | 0.02%             | 2029-01-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                        | Amadeus IT Holding S.A.                                                         | CUSIP: E04648114<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |    243599 | NS      | $13929168.62  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1049405 | PA      | $1045365.96   | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                              | Trustees of Dartmouth College                                                   | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3332995.10   | 0.02%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                        | Nomura Holdings, Inc                                                            | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |   1836400 | NS      | $14459874.77  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM2                                     | Imperial Fund Mortgage Trust                                                    | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2322107 | PA      | $2217124.89   | 0.01%             | 2067-03-25      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                  | Keysight Technologies, Inc                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    265985 | NS      | $75106184.45  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM6                                     | Imperial Fund Mortgage Trust                                                    | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2615000 | PA      | $2607438.99   | 0.01%             | 2067-10-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6750000 | PA      | $6416205.75   | 0.03%             | 2036-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                             | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15710000 | PA      | $16144438.06  | 0.08%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| IDEX Corp                                                                  | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       386 | NS      | $73166.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3284790.34   | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                         | Broadridge Financial Solutions, Inc                                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2380 | NS      | $386702.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                                          | Fonciere Des Regions                                                            | CUSIP: F2R22T119<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     56604 | NS      | $3382848.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                            | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   9400822 | PA      | $9100507.89   | 0.04%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                           | Hartford Financial Services Group, Inc                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    168660 | NS      | $22807891.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5877509.25   | 0.03%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3752 | NS      | $1178653.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                    | Sekisui Chemical Co Ltd                                                         | CUSIP: J70703137<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    371600 | NS      | $6238667.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                          | Kuntarahoitus Oyj                                                               | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   6500000 | PA      | $6435000.00   | 0.03%             | 2029-10-09      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                        | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303201 | PA      | $281512.96    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                               | Synopsys, Inc                                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |    131862 | NS      | $52280645.76  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                               | Alphabet, Inc (Class A)                                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1045169 | NS      | $300548797.64 | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                       | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   8250000 | PA      | $8293528.16   | 0.04%             | 2027-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                    | New York Mortgage Trust                                                         | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11949 | PA      | $11949.76     | 0.00%             | 2036-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                     | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  11000000 | PA      | $11240104.04  | 0.05%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Ebara Corp                                                                 | Ebara Corp                                                                      | CUSIP: J12600128<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |    383600 | NS      | $10858996.54  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABAY LEASING 2014 LLC                                                      | Abay Leasing LLC                                                                | CUSIP: 00258HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90014 | PA      | $89441.88     | 0.00%             | 2026-11-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5067931 | PA      | $3676868.87   | 0.02%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   6098142 | PA      | $5777578.85   | 0.03%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                                          | Grab Holdings Ltd                                                               | CUSIP: G4124C109<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | US        |   2485137 | NS      | $9095601.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    693181 | PA      | $623577.64    | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                    | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    865957 | NS      | $22477361.64  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                              | Insurance Australia Group Ltd                                                   | CUSIP: Q49361100<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |   1573697 | NS      | $7969570.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    360695 | NS      | $43716234.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                                  | CUSIP: BJ6042037<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $6202456.19   | 0.03%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    586697 | PA      | $550895.76    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                       | Texas Water Development Board                                                   | CUSIP: 882854VN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4170000 | PA      | $3816274.33   | 0.02%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  15295000 | PA      | $12337852.46  | 0.06%             | 2042-11-28      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                            | TJX Cos, Inc                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    636056 | NS      | $101578143.20 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                            | ASML Holding NV                                                                 | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     75136 | NS      | $99912546.56  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                | Northern Star Resources Ltd                                                     | CUSIP: Q6951U101<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |    770030 | NS      | $11193769.35  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   5523000 | PA      | $5168103.18   | 0.03%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                    | Vestas Wind Systems A.S.                                                        | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    581616 | NS      | $17547887.29  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4155708 | PA      | $4261054.72   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6739652 | PA      | $6166097.68   | 0.03%             | 2037-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Xero Ltd                                                                   | Xero Ltd                                                                        | CUSIP: Q98665104<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | AU        |      2164 | NS      | $114367.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                            | ContourGlobal Power Holdings S.A.                                               | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2275290.00   | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Epiroc AB                                                                  | Epiroc AB                                                                       | CUSIP: W25918157<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |    125902 | NS      | $2697016.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                              | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2255729 | PA      | $275344.84    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                        | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7385880 | PA      | $1364281.42   | 0.01%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                      | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |  11600000 | PA      | $11853986.99  | 0.06%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14508000 | PA      | $10050757.07  | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                  | Warner Bros Discovery, Inc                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    191853 | NS      | $5268283.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4631766 | PA      | $3827567.61   | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2369130.07   | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                  | Tesco plc                                                                       | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   2763871 | NS      | $17371006.88  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                        | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22250000 | PA      | $22250000.00  | 0.11%             | 2029-02-01      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418BP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225941 | PA      | $222625.56    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A.                                                          | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   4277197 | NS      | $25867993.71  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting