# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176785
**Filing Date:** 2025-7
**Character Count:** 5357296
**Document Hash:** 09b4af4fb2c23edd7b27c8d27c87b5eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176785.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176785

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251146365

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity U.S. Bond Index Fund (Series ID: S000017676)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000100043 | Fidelity U.S. Bond Index Fund | FXNAX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® U.S. Bond Index Fund**

**May 31, 2025**

UBI-NPRT3-0725

1.816026.120 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.4%  |  |  |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/15/2030  | 6500000 | 6668481 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 4060000 | 4081024 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 8197000 | 7970962 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 13710000 | 12514843 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 3682506 | 3689126 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 9623657 | 9597084 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 16656761 | 16705430 |
| Carmax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 14190000 | 14278338 |
| Carmax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 5160000 | 5203996 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 18550000 | 18999008 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 9616000 | 10465986 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 12808000 | 12642777 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 5000000 | 4934401 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 10047742 | 10051617 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 16700000 | 16788891 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 4060000 | 4074977 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 15415489 | 15412271 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 11580000 | 11657854 |
| Hyundai Auto Receivables Trust Series 2022-B Class A3, 3.72% 11/16/2026  | 3991760 | 3984758 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 5909572 | 5928378 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 11745814 | 11744215 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 3435000 | 3465486 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 2335000 | 2351888 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 10510000 | 10565687 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 3380000 | 3410315 |
| TOTAL UNITED STATES |  | 227187793 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $228,529,434) |  | <br> **227187793** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank of America NA 6% 10/15/2036  | 4075000 | 4224389 |
| Capital One NA 3.45% 7/27/2026  | 10127000 | 9983444 |
| Citizens Bank NA/Providence RI 3.75% 2/18/2026  | 10723000 | 10649689 |
| KeyBank NA/Cleveland OH 3.9% 4/13/2029  | 1400000 | 1333973 |
| KeyBank NA/Cleveland OH 4.9% 8/8/2032  | 2000000 | 1886359 |
| Truist Bank 3.3% 5/15/2026  | 6037000 | 5959546 |
| Truist Bank 3.8% 10/30/2026  | 2573000 | 2539964 |
| Truist Bank 5 year U.S. Treasury Index + 1.15%, 4.632% 9/17/2029 (b)(c) | 9000000 | 8811893 |
| Wells Fargo Bank NA 5.45% 8/7/2026  | 5000000 | 5055363 |
| <br> **TOTAL BANK NOTES**<br> (Cost $50,845,372) |  | <br> **50444620** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.4%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 6012091 | 5953594 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 33271649 | 28567547 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 16432831 | 14056571 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 6000000 | 5267666 |
| BANK Series 2022-BNK41 Class A4, 3.7897% 4/15/2065 (b) | 27916479 | 25889204 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (b) | 5000000 | 4998121 |
| BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054  | 20927693 | 18026075 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 20880000 | 18158119 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 7000000 | 6080953 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (b) | 18028000 | 18800758 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 7924856 | 7354473 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 18628064 | 17976879 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 13581251 | 11608133 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 20299379 | 17528763 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 3500000 | 3639710 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 9440000 | 8506539 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 3320000 | 3463385 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 7240000 | 7485636 |
| Citigroup Commercial Mortgage Trust Series 2015-P1 Class A5, 3.717% 9/15/2048  | 3356564 | 3345598 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 14743149 | 14502494 |
| Citigroup Commercial Mortgage Trust Series 2016-P4 Class A4, 2.902% 7/10/2049  | 17078544 | 16650631 |
| COMM Mortgage Trust Series 2015-CR22 Class A5, 3.309% 3/10/2048  | 18558 | 18511 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 15529025 | 15304946 |
| CSAIL Commercial Mortgage Trust Series 2015-C3 Class A4, 3.7182% 8/15/2048  | 5875310 | 5839671 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/15/2052  | 14978042 | 13871602 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/15/2052  | 14978042 | 13814062 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K053 Class A2, 2.995% 12/25/2025  | 5017644 | 4970914 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K056 Class A2, 2.525% 5/25/2026  | 16445803 | 16158048 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 12635299 | 12398778 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K062 Class A1, 3.032% 9/25/2026  | 1178308 | 1171899 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K064 Class A2, 3.224% 3/25/2027  | 13702081 | 13447183 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 18911288 | 18503980 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K079 Class A2, 3.926% 6/25/2028  | 6180678 | 6120522 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028  | 13178164 | 13045904 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 11796839 | 11326311 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 40855884 | 38774702 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 59506180 | 54517509 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 50584119 | 43743715 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 25809211 | 22289090 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 12256958 | 10609347 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 17206140 | 14870895 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 22648307 | 19604370 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 6669796 | 5824560 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 9492376 | 8402390 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 8168083 | 7011462 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 22338983 | 19388430 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-151 Class A2, 3.8% 10/25/2032  | 4000000 | 3798336 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-152 Class A2, 3.78% 11/25/2032  | 30500000 | 28902553 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 2600000 | 2262703 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  | 6900000 | 6095557 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-154 Class A2, 4.35% 1/25/2033  | 15000000 | 14725932 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-157 Class A2, 4.2% 5/25/2033  | 10300000 | 9993615 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K-153 Class A2, 3.82% 12/25/2032  | 15000000 | 14240067 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K751 Class A2, 4.412% 3/25/2030  | 12675000 | 12708676 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (b) | 9080000 | 9244971 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 7346955 | 7203529 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 36094229 | 33246521 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class A5, 3.9342% 9/15/2047  | 61443 | 60921 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 1612985 | 1580963 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 14132234 | 12830886 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (b) | 6181000 | 5347108 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 4026000 | 4250179 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 25720280 | 23722089 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 1836610 | 1709665 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 12719011 | 11570070 |
| TOTAL UNITED STATES |  | 852383991 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $923,392,643) |  | <br> **852383991** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.2%  |  |  |
| Province of Alberta 3.3% 3/15/2028  | 7930000 | 7771876 |
| Province of British Columbia 2.25% 6/2/2026  | 18944000 | 18576676 |
| Province of British Columbia 4.2% 7/6/2033  | 7700000 | 7464429 |
| Province of British Columbia 4.9% 4/24/2029  | 12800000 | 13154304 |
| Province of Ontario 1.125% 10/7/2030  | 19052000 | 16243354 |
| Province of Ontario 2.3% 6/15/2026  | 11337000 | 11118536 |
| Province of Ontario 2.5% 4/27/2026  | 3972000 | 3910474 |
| Province of Quebec 2.5% 4/20/2026  | 9329000 | 9183561 |
| Province of Quebec 2.75% 4/12/2027  | 10154000 | 9903704 |
| Province of Quebec 4.25% 9/5/2034  | 4100000 | 3938706 |
| Province of Quebec 4.5% 9/8/2033  | 7800000 | 7694076 |
| TOTAL CANADA |  | 108959696 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.55% 7/27/2033  | 24746000 | 20570113 |
| Chilean Republic 3.125% 1/21/2026  | 1000000 | 989749 |
| Chilean Republic 3.24% 2/6/2028  | 9215000 | 8910905 |
| Chilean Republic 3.625% 10/30/2042  | 10385000 | 8040586 |
| Chilean Republic 3.86% 6/21/2047  | 4931000 | 3715509 |
| Chilean Republic 4.95% 1/5/2036  | 9000000 | 8703000 |
| Chilean Republic 5.33% 1/5/2054  | 8800000 | 8078400 |
| Chilean Republic 5.65% 1/13/2037  | 3100000 | 3142625 |
| TOTAL CHILE |  | 62150887 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 5792000 | 6412787 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 2.85% 2/14/2030  | 27839000 | 25730196 |
| Indonesia Government 3.4% 9/18/2029  | 12400000 | 11904000 |
| Indonesia Government 3.5% 2/14/2050  | 21266000 | 14992530 |
| Indonesia Government 5.25% 1/15/2030  | 5000000 | 5145000 |
| Indonesia Government 5.35% 2/11/2049  | 13600000 | 12896200 |
| Indonesia Government 5.6% 1/15/2035  | 5500000 | 5670500 |
| TOTAL INDONESIA |  | 76338426 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 3.25% 1/17/2028  | 11430000 | 10956638 |
| Israel Government 3.375% 1/15/2050  | 23561000 | 14588971 |
| Israel Government 5.375% 2/19/2030  | 4500000 | 4533750 |
| Israel Government 5.375% 3/12/2029  | 3700000 | 3748167 |
| Israel Government 5.5% 3/12/2034  | 3500000 | 3451378 |
| Israel Government 5.625% 2/19/2035  | 5000000 | 4937580 |
| Israel Government 5.75% 3/12/2054  | 3700000 | 3280864 |
| TOTAL ISRAEL |  | 45497348 |
| ITALY - 0.0%  |  |  |
| Italian Republic 2.875% 10/17/2029  | 21266000 | 19789630 |
| Italian Republic 3.875% 5/6/2051  | 3300000 | 2224200 |
| Italian Republic 4% 10/17/2049  | 9200000 | 6533681 |
| TOTAL ITALY |  | 28547511 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 7910000 | 6803551 |
| JORDAN - 0.0%  |  |  |
| Jordan Government 3% 6/30/2025  | 2059000 | 2055816 |
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 10605000 | 9671760 |
| United Mexican States 3.5% 2/12/2034  | 32290000 | 26526235 |
| United Mexican States 4.28% 8/14/2041  | 34799000 | 25786059 |
| United Mexican States 4.35% 1/15/2047  | 11447000 | 7932771 |
| United Mexican States 4.5% 1/31/2050  | 7346000 | 5112816 |
| United Mexican States 4.6% 1/23/2046  | 4766000 | 3445818 |
| United Mexican States 4.6% 2/10/2048  | 13941000 | 9898110 |
| United Mexican States 4.75% 3/8/2044  | 15804000 | 11947824 |
| United Mexican States 5.55% 1/21/2045  | 3111000 | 2681246 |
| United Mexican States 6.05% 1/11/2040  | 3812000 | 3538489 |
| United Mexican States 6.35% 2/9/2035  | 18700000 | 18634550 |
| TOTAL MEXICO |  | 125175678 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 14972000 | 13203208 |
| Panamanian Republic 4.3% 4/29/2053  | 4663000 | 2835103 |
| Panamanian Republic 4.5% 4/1/2056  | 15853000 | 9694110 |
| Panamanian Republic 4.5% 4/16/2050  | 10235000 | 6509460 |
| Panamanian Republic 6.4% 2/14/2035  | 16340000 | 15412705 |
| TOTAL PANAMA |  | 47654586 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 19951000 | 15621633 |
| Peruvian Republic 2.78% 12/1/2060  | 3287000 | 1719101 |
| Peruvian Republic 2.844% 6/20/2030  | 12979000 | 11720037 |
| Peruvian Republic 3.55% 3/10/2051  | 14983000 | 10068576 |
| Peruvian Republic 5.875% 8/8/2054  | 5450000 | 5142075 |
| Peruvian Republic 6.55% 3/14/2037  | 2443000 | 2595688 |
| TOTAL PERU |  | 46867110 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 1.648% 6/10/2031  | 14500000 | 12211320 |
| Philippine Republic 2.65% 12/10/2045  | 18269000 | 11566104 |
| Philippine Republic 3% 2/1/2028  | 15092000 | 14566798 |
| Philippine Republic 3.95% 1/20/2040  | 12692000 | 10734132 |
| Philippine Republic 5.17% 10/13/2027  | 6800000 | 6916875 |
| Philippine Republic 6.375% 10/23/2034  | 25842000 | 28141938 |
| TOTAL PHILIPPINES |  | 84137167 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 3.25% 4/6/2026  | 5243000 | 5189626 |
| Republic of Poland 4.625% 3/18/2029  | 4160000 | 4174601 |
| Republic of Poland 4.875% 2/12/2030  | 9050000 | 9132174 |
| Republic of Poland 5.125% 9/18/2034  | 9500000 | 9397875 |
| Republic of Poland 5.375% 2/12/2035  | 9850000 | 9807547 |
| Republic of Poland 5.5% 3/18/2054  | 5660000 | 5120177 |
| Republic of Poland 5.5% 4/4/2053  | 8010000 | 7283093 |
| TOTAL POLAND |  | 50105093 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 3773151 | 3109076 |
| Uruguay Republic 4.375% 1/23/2031  | 12586574 | 12435535 |
| Uruguay Republic 4.375% 10/27/2027  | 966637 | 965670 |
| Uruguay Republic 4.975% 4/20/2055  | 16418564 | 14119966 |
| Uruguay Republic 5.442% 2/14/2037  | 13900000 | 13976450 |
| TOTAL URUGUAY |  | 44606697 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $864,032,165) |  | <br> **735312353** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.4%** | &nbsp;&nbsp;**Municipal Securities - 0.4%** | &nbsp;&nbsp;**Municipal Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.2%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 6750000 | 4255294 |
| University CA Revs Series 2015 AP, 3.931% 5/15/2045  | 2970000 | 2601668 |
|  |  | 6856962 |
| General Obligations - 0.2% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 5025000 | 4227069 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 2435000 | 1757443 |
| Los Angeles CA Ccd 6.75% 8/1/2049  | 7505000 | 8224947 |
| State of California 7.55% 4/1/2039  | 19660000 | 23261446 |
| State of California 7.6% 11/1/2040  | 10305000 | 12233629 |
| State of California Gen. Oblig. 3.5% 4/1/2028  | 10235000 | 10059270 |
|  |  | 59763804 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev (Univ CA Regts Med Ctr Pooled Rev Proj.) Series 2020 N, 3.256% 5/15/2060  | 10635000 | 6515111 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 10465000 | 6549429 |
|  |  | 13064540 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 3750000 | 3855948 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 5635000 | 6248412 |
| Los Angeles CA Dept Arpts Rev 6.582% 5/15/2039  | 3270000 | 3493132 |
|  |  | 13597492 |
| Water & Sewer - 0.0% |  |  |
| San Francisco CA Pub Util Comm Wtr Rev 6% 11/1/2040  | 5015000 | 5142532 |
| TOTAL CALIFORNIA |  | 98425330 |
| Idaho - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Idaho Energy Res Auth Transmission Facs Rev (Bonneville Power Administration Proj.) Series 2021, 2.861% 9/1/2046  | 2955000 | 1979523 |
| Illinois - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 18973578 | 18866000 |
| Transportation - 0.0% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 7250000 | 7870812 |
| TOTAL ILLINOIS |  | 26736812 |
| Kansas - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Kansas St Dev Fin Auth Rev (Kansas St Proj.) Series 2015 H, 4.927% 4/15/2045  | 6035000 | 5579422 |
| Massachusetts - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Massachusetts St Gen. Oblig. Series 2016F, 3.277% 6/1/2046  | 3750000 | 2840072 |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 4445000 | 3459768 |
| TOTAL MASSACHUSETTS |  | 6299840 |
| Michigan - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 6815000 | 4949514 |
| New Jersey - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| New Jersey Eco Dev Auth St Pen (New Jersey St Proj.) 7.425% 2/15/2029 (National Public Finance Guarantee Corporation Insured)  | 967000 | 1015465 |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 3734000 | 4403085 |
| TOTAL NEW JERSEY |  | 5418550 |
| New Jersey,New York - 0.1%  |  |  |
| Transportation - 0.1% |  |  |
| Port Auth NY & NJ 4.96% 8/1/2046  | 4115000 | 3824101 |
| Port Auth NY & NJ 5.647% 11/1/2040  | 4135000 | 4261084 |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 18365000 | 11341402 |
|  |  | 19426587 |
| TOTAL NEW JERSEY,NEW YORK |  | 19426587 |
| New York - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 16190000 | 13169333 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.668% 11/15/2039  | 4895000 | 5206442 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 5.952% 6/15/2042  | 7170000 | 7239873 |
| TOTAL NEW YORK |  | 25615648 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 7725000 | 9497900 |
| Oregon - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Port of Morrow or 2.987% 9/1/2036 (Bonneville Power Administration Guaranteed)  | 4495000 | 3761173 |
| Pennsylvania - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Commonwealth Fing Auth PA Rev (Pennsylvania St Proj.) 4.144% 6/1/2038  | 6095000 | 5510869 |
| South Carolina - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| South Carolina St Svc Auth Rev Series 2013 C, 5.784% 12/1/2041  | 8986000 | 8869040 |
| Texas - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 12565000 | 8057152 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 4485000 | 3768177 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 1850000 | 1347432 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 11600000 | 8006113 |
|  |  | 13121722 |
| TOTAL TEXAS |  | 21178874 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 1885000 | 1098473 |
| University VA Univ Revs Series SER C, 4.179% 9/1/2117  | 3775000 | 2763409 |
|  |  | 3861882 |
| TOTAL VIRGINIA |  | 3861882 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $307,861,023) |  | <br> **247110964** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 3.7% 11/16/2025  | 5696000 | 5671676 |
| Westpac Banking Corp 1.953% 11/20/2028  | 5800000 | 5372471 |
| Westpac Banking Corp 2.668% 11/15/2035 (b) | 2000000 | 1743561 |
| Westpac Banking Corp 2.85% 5/13/2026  | 3774000 | 3722990 |
| Westpac Banking Corp 3.02% 11/18/2036 (b) | 2000000 | 1727638 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 11666000 | 11170464 |
| Westpac Banking Corp 4.421% 7/24/2039  | 6630000 | 5873135 |
| Westpac Banking Corp 5.405% 8/10/2033 (b) | 2000000 | 1996064 |
| Westpac Banking Corp 5.457% 11/18/2027  | 10000000 | 10284746 |
| Westpac Banking Corp 5.618% 11/20/2035 (b) | 2400000 | 2382490 |
|  |  | 49945235 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 4.75% 2/28/2028  | 7460000 | 7552355 |
| BHP Billiton Finance USA Ltd 4.9% 2/28/2033  | 8000000 | 7932651 |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 3783000 | 3488571 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 14660000 | 14673007 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 10343000 | 9934595 |
| Rio Tinto Finance USA Ltd 7.125% 7/15/2028  | 1589000 | 1715003 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 4320000 | 4367057 |
| Rio Tinto Finance USA PLC 5.125% 3/9/2053  | 5600000 | 4999185 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 8780000 | 8753719 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 2370000 | 2304181 |
|  |  | 65720324 |
| TOTAL AUSTRALIA |  | 115665559 |
| BELGIUM - 0.2%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.2% |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036  | 10000000 | 9612084 |
| Anheuser-Busch InBev Finance Inc 4.625% 2/1/2044  | 4567000 | 4039225 |
| Anheuser-Busch InBev Finance Inc 4.7% 2/1/2036  | 3868000 | 3717954 |
| Anheuser-Busch InBev Finance Inc 4.9% 2/1/2046  | 14442000 | 13017754 |
| Anheuser-Busch InBev Worldwide Inc 3.5% 6/1/2030  | 5000000 | 4789134 |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 5873000 | 4889551 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 14894000 | 12916429 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  | 33724000 | 33094920 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 11081000 | 11069180 |
| Anheuser-Busch InBev Worldwide Inc 8.2% 1/15/2039  | 3624000 | 4556017 |
| TOTAL BELGIUM |  | 101702248 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 19333000 | 18061469 |
| Vale Overseas Ltd 6.125% 6/12/2033  | 2150000 | 2207642 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 1270000 | 1209395 |
| Vale SA 5.625% 9/11/2042  | 5243000 | 4968581 |
|  |  | 26447087 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 11930000 | 10944343 |
| Suzano Austria GmbH 6% 1/15/2029  | 9570000 | 9742260 |
|  |  | 20686603 |
| TOTAL BRAZIL |  | 47133690 |
| CANADA - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 2.9% 11/15/2026  | 1986000 | 1936068 |
| Rogers Communications Inc 3.625% 12/15/2025  | 1589000 | 1578806 |
| Rogers Communications Inc 3.7% 11/15/2049  | 4833000 | 3395166 |
| Rogers Communications Inc 3.8% 3/15/2032  | 23199000 | 21245810 |
| Rogers Communications Inc 5.45% 10/1/2043  | 4588000 | 4219024 |
|  |  | 32374874 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 5084000 | 4140026 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  | 9570000 | 9517990 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 5441000 | 5460916 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 5664000 | 4802506 |
| Cenovus Energy Inc 4.25% 4/15/2027  | 7547000 | 7487462 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 4439000 | 3819772 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 457000 | 481357 |
| Enbridge Inc 5.5% 12/1/2046  | 11511000 | 10641183 |
| Enbridge Inc 5.625% 4/5/2034  | 5500000 | 5552948 |
| Enbridge Inc 5.7% 3/8/2033  | 3480000 | 3549308 |
| Enbridge Inc 7.2% 6/27/2054 (b) | 1674000 | 1681703 |
| Enbridge Inc 8.5% 1/15/2084 (b) | 1880000 | 2040024 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029 (d) | 2620000 | 2597970 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034 (d) | 2320000 | 2233112 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054 (d) | 2320000 | 2111269 |
| Suncor Energy Inc 4% 11/15/2047  | 3972000 | 2837637 |
| Suncor Energy Inc 6.8% 5/15/2038  | 6708000 | 7028340 |
| Suncor Energy Inc 6.85% 6/1/2039  | 1589000 | 1695774 |
| TransCanada PipeLines Ltd 4.625% 3/1/2034  | 10000000 | 9415568 |
| TransCanada PipeLines Ltd 4.75% 5/15/2038  | 8334000 | 7341390 |
| TransCanada PipeLines Ltd 4.875% 1/15/2026  | 3972000 | 3973769 |
| TransCanada PipeLines Ltd 4.875% 5/15/2048  | 3908000 | 3331123 |
| TransCanada PipeLines Ltd 5.1% 3/15/2049  | 2778000 | 2444745 |
| TransCanada PipeLines Ltd 6.1% 6/1/2040  | 5321000 | 5364540 |
|  |  | 109550432 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Bank of Montreal 3.803% 12/15/2032 (b) | 9260000 | 8955598 |
| Bank of Montreal 4.7% 9/14/2027  | 9700000 | 9753916 |
| Bank of Montreal 5.266% 12/11/2026  | 5200000 | 5260200 |
| Bank of Nova Scotia/The 4.5% 12/16/2025  | 12615000 | 12591613 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (b) | 2700000 | 2516510 |
| Bank of Nova Scotia/The 4.75% 2/2/2026  | 3500000 | 3504215 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 12240000 | 12370502 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 3450000 | 3540022 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 3614000 | 3317529 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 7914000 | 8395318 |
| National Bank of Canada 4.5% 10/10/2029  | 4150000 | 4109408 |
| Royal Bank of Canada 1.2% 4/27/2026  | 23522000 | 22867099 |
| Royal Bank of Canada 2.05% 1/21/2027  | 16433000 | 15861450 |
| Royal Bank of Canada 3.625% 5/4/2027  | 7900000 | 7794214 |
| Royal Bank of Canada 4.522% 10/18/2028 (b) | 7180000 | 7174322 |
| Royal Bank of Canada 4.65% 1/27/2026  | 10319000 | 10307985 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 14550000 | 14488265 |
| Royal Bank of Canada 5% 5/2/2033  | 4070000 | 4080060 |
| Royal Bank of Canada 5.153% 2/4/2031 (b) | 6000000 | 6085436 |
| Royal Bank of Canada 6% 11/1/2027  | 10000000 | 10363019 |
| Toronto Dominion Bank 4.108% 6/8/2027  | 9800000 | 9725449 |
| Toronto Dominion Bank 4.693% 9/15/2027  | 10000000 | 10044352 |
| Toronto Dominion Bank 4.808% 6/3/2030  | 16000000 | 16014892 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 22920000 | 23324014 |
|  |  | 232445388 |
| Capital Markets - 0.0% |  |  |
| Brookfield Finance Inc 2.724% 4/15/2031  | 19988000 | 17763319 |
| Brookfield Finance Inc 3.625% 2/15/2052  | 1600000 | 1067167 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 4350000 | 4204691 |
| CI Financial Corp 3.2% 12/17/2030  | 4250000 | 3707567 |
|  |  | 26742744 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.625% 4/29/2030  | 5123000 | 5048104 |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  | 1700000 | 1708686 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 1900000 | 1930327 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (d) | 2010000 | 2006810 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 5000000 | 4745828 |
| Manulife Financial Corp 4.15% 3/4/2026  | 9666000 | 9636086 |
|  |  | 25075841 |
| TOTAL FINANCIALS |  | 284263973 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 13253000 | 7560619 |
| Canadian National Railway Co 3.2% 8/2/2046  | 2622000 | 1818779 |
| Canadian National Railway Co 3.85% 8/5/2032  | 2000000 | 1869622 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 8990000 | 8642196 |
| Canadian Pacific Railway Co 2.05% 3/5/2030  | 1800000 | 1602490 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 20546000 | 17793099 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 9405000 | 6026038 |
|  |  | 45312843 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 5561000 | 5489677 |
| TR Finance LLC 5.5% 8/15/2035  | 2000000 | 1980410 |
|  |  | 7470087 |
| TOTAL INDUSTRIALS |  | 52782930 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4% 12/15/2026  | 9055000 | 8973728 |
| Nutrien Ltd 4.2% 4/1/2029  | 4109000 | 4043625 |
| Nutrien Ltd 5% 4/1/2049  | 7152000 | 6213980 |
| Nutrien Ltd 5.25% 1/15/2045  | 2780000 | 2494250 |
| Nutrien Ltd 5.625% 12/1/2040  | 1430000 | 1383491 |
|  |  | 23109074 |
| Metals & Mining - 0.0% |  |  |
| Barrick Mining Corp 5.25% 4/1/2042  | 3575000 | 3334572 |
| Barrick North America Finance LLC 5.75% 5/1/2043  | 2000000 | 1961757 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  | 2000000 | 2017066 |
|  |  | 7313395 |
| TOTAL MATERIALS |  | 30422469 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 2100000 | 2072096 |
| Emera US Finance LP 4.75% 6/15/2046  | 4138000 | 3339403 |
|  |  | 5411499 |
| TOTAL CANADA |  | 514806177 |
| CHINA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc 3.425% 4/7/2030  | 9666000 | 9182797 |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 16568000 | 14573378 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 17076000 | 10910113 |
|  |  | 25483491 |
| TOTAL CHINA |  | 34666288 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.5% 2/6/2044  | 2383000 | 2287261 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 2832000 | 1815624 |
| TotalEnergies Capital International SA 3.455% 2/19/2029  | 16952000 | 16474503 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  | 5181000 | 3543801 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 2040000 | 2054769 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 2040000 | 1903892 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 1020000 | 953188 |
|  |  | 26745777 |
| TOTAL FRANCE |  | 29033038 |
| GERMANY - 0.2%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Mercedes-Benz Finance North America LLC 8.5% 1/18/2031  | 2000000 | 2353952 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  | 9570000 | 9532721 |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b) | 4949000 | 4763990 |
| Deutsche Bank AG/New York NY 3.035% 5/28/2032 (b)(e) | 9100000 | 8034607 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b) | 10100000 | 9097431 |
| Deutsche Bank AG/New York NY 4.1% 1/13/2026  | 17316000 | 17226115 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 5100000 | 5077563 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b) | 2000000 | 2002765 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (b)(e) | 3270000 | 3191105 |
| Deutsche Bank AG/New York NY 7.079% 2/10/2034 (b) | 3050000 | 3203863 |
|  |  | 62130160 |
| Financial Services - 0.1% |  |  |
| KfW 0.375% 7/18/2025  | 13678000 | 13608257 |
| KfW 2.875% 4/3/2028  | 12201000 | 11875309 |
| KfW 3.875% 5/15/2028  | 10000000 | 10003214 |
| Landwirtschaftliche Rentenbank 1.75% 7/27/2026  | 6752000 | 6575340 |
| Landwirtschaftliche Rentenbank 2.5% 11/15/2027  | 7022000 | 6792706 |
|  |  | 48854826 |
| TOTAL FINANCIALS |  | 110984986 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Bayer US Finance II LLC 3.95% 4/15/2045 (d) | 1104000 | 763710 |
| TOTAL GERMANY |  | 114102648 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 10778000 | 10445978 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 5800000 | 5475003 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 5896000 | 5076803 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027  | 3698000 | 3616306 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 5896000 | 4589332 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 12472000 | 12189886 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 7824000 | 7814169 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 4450000 | 4415660 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 2050000 | 2025087 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 23302000 | 23979204 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.95% 3/10/2055 (b) | 2200000 | 2256554 |
|  |  | 81883982 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 4274000 | 4255655 |
| TOTAL IRELAND |  | 86139637 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Honda Motor Co Ltd 2.534% 3/10/2027  | 14164000 | 13690443 |
| Toyota Motor Corp 2.362% 3/25/2031  | 10633000 | 9393659 |
| Toyota Motor Corp 5.118% 7/13/2028  | 2000000 | 2045826 |
|  |  | 25129928 |
| Financials - 0.6% |  |  |
| Banks - 0.5% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 31080000 | 26393597 |
| Japan Bank for International Cooperation 1.875% 7/21/2026  | 3260000 | 3174726 |
| Japan Bank for International Cooperation 2.25% 11/4/2026  | 4486000 | 4365922 |
| Japan Bank for International Cooperation 2.375% 4/20/2026  | 10372000 | 10196076 |
| Japan Bank for International Cooperation 2.75% 1/21/2026  | 2720000 | 2691268 |
| Japan Bank for International Cooperation 2.875% 6/1/2027  | 6038000 | 5890975 |
| Japan Bank for International Cooperation 3.25% 7/20/2028  | 7150000 | 6965447 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b) | 8941000 | 8634477 |
| Mitsubishi UFJ Financial Group Inc 2.309% 7/20/2032 (b) | 8700000 | 7480455 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 11297000 | 10688669 |
| Mitsubishi UFJ Financial Group Inc 3.751% 7/18/2039  | 6297000 | 5303719 |
| Mitsubishi UFJ Financial Group Inc 3.85% 3/1/2026  | 538000 | 535247 |
| Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028  | 17476000 | 17286082 |
| Mitsubishi UFJ Financial Group Inc 5.159% 4/24/2031 (b) | 4600000 | 4663518 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b) | 5000000 | 5079417 |
| Mitsubishi UFJ Financial Group Inc 5.242% 4/19/2029 (b) | 17500000 | 17812943 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (b) | 12500000 | 12755432 |
| Mitsubishi UFJ Financial Group Inc 5.441% 2/22/2034 (b) | 6660000 | 6765978 |
| Mitsubishi UFJ Financial Group Inc 5.615% 4/24/2036 (b) | 4140000 | 4205065 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (b) | 9183000 | 8877846 |
| Mizuho Financial Group Inc 2.26% 7/9/2032 (b) | 9086000 | 7774261 |
| Mizuho Financial Group Inc 2.591% 5/25/2031 (b) | 13146000 | 11833954 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (b) | 7400000 | 7477916 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (b) | 4120000 | 4204313 |
| Mizuho Financial Group Inc 5.594% 7/10/2035 (b) | 4300000 | 4358125 |
| Mizuho Financial Group Inc 5.748% 7/6/2034 (b) | 4000000 | 4113170 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (b) | 5120000 | 5286938 |
| Sumitomo Mitsui Financial Group Inc 1.474% 7/8/2025  | 11310000 | 11275574 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 22619000 | 21823026 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 6766000 | 6218169 |
| Sumitomo Mitsui Financial Group Inc 3.05% 1/14/2042  | 11600000 | 8418750 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 5400000 | 5513729 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 13700000 | 14063154 |
| Sumitomo Mitsui Financial Group Inc 5.558% 7/9/2034  | 2320000 | 2361991 |
| Sumitomo Mitsui Financial Group Inc 5.766% 1/13/2033  | 7800000 | 8112385 |
| Sumitomo Mitsui Financial Group Inc 5.776% 7/13/2033  | 5600000 | 5802409 |
|  |  | 298404723 |
| Capital Markets - 0.1% |  |  |
| Nomura Holdings Inc 2.608% 7/14/2031  | 1000000 | 870053 |
| Nomura Holdings Inc 3.103% 1/16/2030  | 19128000 | 17676843 |
| Nomura Holdings Inc 5.099% 7/3/2025  | 2000000 | 2000470 |
| Nomura Holdings Inc 5.605% 7/6/2029  | 7500000 | 7687953 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 5700000 | 5919879 |
|  |  | 34155198 |
| TOTAL FINANCIALS |  | 332559921 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 12000000 | 10631613 |
| TOTAL JAPAN |  | 368321462 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Export-Import Bank of Korea 0.625% 2/9/2026  | 20831000 | 20297331 |
| Export-Import Bank of Korea 1.125% 12/29/2026  | 3300000 | 3136845 |
| Export-Import Bank of Korea 4% 9/11/2029  | 7000000 | 6883079 |
| Export-Import Bank of Korea 5.125% 9/18/2033  | 10400000 | 10579589 |
| Export-Import Bank of Korea 5.25% 1/14/2035  | 3300000 | 3382825 |
| Korea Development Bank/The 1.625% 1/19/2031  | 10633000 | 9130491 |
| TOTAL KOREA (SOUTH) |  | 53410160 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6.35% 6/17/2054  | 2810000 | 2752063 |
| ArcelorMittal SA 6.8% 11/29/2032  | 9000000 | 9739035 |
| TOTAL LUXEMBOURG |  | 12491098 |
| MEXICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 6667000 | 6399587 |
| America Movil SAB de CV 6.125% 11/15/2037  | 6645000 | 6877575 |
|  |  | 13277162 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 4588000 | 4122272 |
| Southern Copper Corp 7.5% 7/27/2035  | 4833000 | 5416005 |
|  |  | 9538277 |
| TOTAL MEXICO |  | 22815439 |
| MULTI-NATIONAL - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.3% |  |  |
| African Development Bank 0.875% 7/22/2026  | 12141000 | 11702871 |
| Asian Development Bank 0.75% 10/8/2030  | 15466000 | 13027047 |
| Asian Development Bank 2% 4/24/2026  | 5004000 | 4907284 |
| Asian Development Bank 2.5% 11/2/2027  | 5321000 | 5147966 |
| Asian Development Bank 2.625% 1/12/2027  | 5164000 | 5052933 |
| Asian Development Bank 2.75% 1/19/2028  | 29894000 | 29033959 |
| Corp Andina de Fomento 4.125% 1/7/2028  | 3608000 | 3595291 |
| Corp Andina de Fomento 5% 1/22/2030  | 5550000 | 5680879 |
| Corp Andina de Fomento 5% 1/24/2029  | 4395000 | 4482191 |
| European Investment Bank 0.75% 9/23/2030  | 22088000 | 18657143 |
| European Investment Bank 0.875% 5/17/2030  | 5299000 | 4555985 |
| European Investment Bank 1.25% 2/14/2031  | 9586000 | 8229317 |
| European Investment Bank 2.375% 5/24/2027  | 3177000 | 3081932 |
| Inter-American Development Bank 0.875% 4/20/2026  | 40212000 | 39054040 |
| Inter-American Development Bank 2% 6/2/2026  | 3177000 | 3109906 |
| Inter-American Development Bank 2.25% 6/18/2029  | 15187000 | 14205933 |
| Inter-American Development Bank 2.375% 7/7/2027  | 5346000 | 5178656 |
| Inter-American Development Bank 4.375% 1/24/2044  | 6926000 | 6330269 |
|  |  | 185033602 |
| Financial Services - 0.2% |  |  |
| International Bank for Reconstruction & Development 0.5% 10/28/2025  | 26222000 | 25811187 |
| International Bank for Reconstruction & Development 0.75% 8/26/2030  | 13146000 | 11116652 |
| International Bank for Reconstruction & Development 0.875% 5/14/2030  | 16078000 | 13821393 |
| International Bank for Reconstruction & Development 1.25% 2/10/2031  | 14403000 | 12329045 |
| International Bank for Reconstruction & Development 1.875% 10/27/2026  | 3781000 | 3669571 |
| International Bank for Reconstruction & Development 2.5% 7/29/2025  | 3010000 | 3000749 |
| International Bank for Reconstruction & Development 4% 7/25/2030  | 26650000 | 26605158 |
| International Bank for Reconstruction & Development 4.75% 11/14/2033  | 28960000 | 29754774 |
| International Finance Corp 0.75% 8/27/2030  | 8767000 | 7410051 |
|  |  | 133518580 |
| TOTAL MULTI-NATIONAL |  | 318552182 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 15291000 | 15134509 |
| Cooperatieve Rabobank UA 4.375% 8/4/2025  | 5147000 | 5140318 |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 4583000 | 4414548 |
| ING Groep NV 1.726% 4/1/2027 (b) | 7323000 | 7147582 |
| ING Groep NV 2.727% 4/1/2032 (b) | 7404000 | 6549409 |
| ING Groep NV 4.252% 3/28/2033 (b) | 7800000 | 7398768 |
| ING Groep NV 5.066% 3/25/2031 (b) | 8500000 | 8547975 |
| ING Groep NV 5.525% 3/25/2036 (b) | 4800000 | 4788351 |
|  |  | 59121460 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 17641000 | 15030798 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5% 1/15/2033  | 8500000 | 8290350 |
|  |  | 23321148 |
| TOTAL NETHERLANDS |  | 82442608 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA 2.375% 5/22/2030  | 9144000 | 8273286 |
| Equinor ASA 3.125% 4/6/2030  | 7926000 | 7480747 |
| Equinor ASA 3.625% 9/10/2028  | 9596000 | 9426915 |
| Equinor ASA 3.7% 4/6/2050  | 12681000 | 9240043 |
| Equinor ASA 5.1% 8/17/2040  | 1589000 | 1510380 |
| TOTAL NORWAY |  | 35931371 |
| SPAIN - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 10645000 | 10567726 |
| Telefonica Emisiones SA 4.895% 3/6/2048  | 3000000 | 2461890 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 5203000 | 4491744 |
| Telefonica Emisiones SA 5.52% 3/1/2049  | 2700000 | 2417537 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 6065000 | 6638822 |
|  |  | 26577719 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (b) | 2000000 | 2059916 |
| Banco Bilbao Vizcaya Argentaria SA 7.883% 11/15/2034 (b) | 2000000 | 2238807 |
| Banco Santander SA 2.749% 12/3/2030  | 1000000 | 879977 |
| Banco Santander SA 2.958% 3/25/2031  | 14400000 | 13029155 |
| Banco Santander SA 3.225% 11/22/2032 (b) | 7800000 | 6845473 |
| Banco Santander SA 4.175% 3/24/2028 (b) | 6000000 | 5943456 |
| Banco Santander SA 5.294% 8/18/2027  | 2000000 | 2025568 |
| Banco Santander SA 5.538% 3/14/2030 (b) | 13600000 | 13919720 |
| Banco Santander SA 6.35% 3/14/2034  | 3400000 | 3513345 |
| Banco Santander SA 6.921% 8/8/2033  | 2600000 | 2774261 |
|  |  | 53229678 |
| TOTAL SPAIN |  | 79807397 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS AG/Stamford CT 5% 7/9/2027  | 2000000 | 2022117 |
| UBS AG/Stamford CT 7.5% 2/15/2028  | 15400000 | 16551082 |
| UBS Group AG 4.55% 4/17/2026  | 8685000 | 8681943 |
| UBS Group AG 4.875% 5/15/2045  | 8979000 | 7845056 |
|  |  | 35100198 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 3.7% 2/15/2026  | 4253000 | 4228715 |
| Tyco Electronics Group SA 7.125% 10/1/2037  | 1966000 | 2241635 |
|  |  | 6470350 |
| TOTAL SWITZERLAND |  | 41570548 |
| UNITED KINGDOM - 1.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (f) | 12479000 | 15221400 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vodafone Group PLC 4.375% 5/30/2028  | 20333000 | 20549430 |
| Vodafone Group PLC 5.125% 6/19/2059  | 5220000 | 4401034 |
| Vodafone Group PLC 5.25% 5/30/2048  | 18988000 | 17082256 |
| Vodafone Group PLC 5.75% 6/28/2054  | 2470000 | 2312063 |
|  |  | 44344783 |
| TOTAL COMMUNICATION SERVICES |  | 59566183 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 1.375% 9/29/2025  | 11020000 | 10907075 |
| Diageo Capital PLC 2% 4/29/2030  | 11793000 | 10501269 |
| Diageo Capital PLC 2.125% 4/29/2032  | 10633000 | 8930914 |
|  |  | 30339258 |
| Food Products - 0.0% |  |  |
| Unilever Capital Corp 1.375% 9/14/2030 (e) | 14582000 | 12553430 |
| Unilever Capital Corp 1.75% 8/12/2031  | 2000000 | 1715370 |
| Unilever Capital Corp 2% 7/28/2026  | 1716000 | 1674151 |
| Unilever Capital Corp 3.1% 7/30/2025  | 2383000 | 2377610 |
|  |  | 18320561 |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 3.557% 8/15/2027  | 16817000 | 16448550 |
| BAT Capital Corp 3.984% 9/25/2050  | 2900000 | 2025014 |
| BAT Capital Corp 4.39% 8/15/2037  | 8622000 | 7584827 |
| BAT Capital Corp 4.54% 8/15/2047  | 13298000 | 10497505 |
| BAT Capital Corp 4.758% 9/6/2049  | 9666000 | 7760133 |
| BAT Capital Corp 6.421% 8/2/2033  | 5000000 | 5360028 |
| BAT International Finance PLC 5.931% 2/2/2029  | 3000000 | 3133340 |
| Reynolds American Inc 4.45% 6/12/2025  | 5607000 | 5606579 |
| Reynolds American Inc 5.85% 8/15/2045  | 3368000 | 3174626 |
| Reynolds American Inc 7.25% 6/15/2037  | 5735000 | 6314449 |
|  |  | 67905051 |
| TOTAL CONSUMER STAPLES |  | 116564870 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) | 14500000 | 13991915 |
| Barclays PLC 2.894% 11/24/2032 (b) | 15080000 | 13121415 |
| Barclays PLC 3.564% 9/23/2035 (b) | 7500000 | 6833979 |
| Barclays PLC 4.375% 1/12/2026  | 4289000 | 4278676 |
| Barclays PLC 4.836% 5/9/2028  | 7626000 | 7639592 |
| Barclays PLC 4.95% 1/10/2047  | 12837000 | 11354324 |
| Barclays PLC 5.25% 8/17/2045  | 4602000 | 4310052 |
| Barclays PLC 5.335% 9/10/2035 (b) | 6250000 | 6077828 |
| Barclays PLC 5.367% 2/25/2031 (b) | 6800000 | 6858812 |
| Barclays PLC 5.501% 8/9/2028 (b) | 4980000 | 5053598 |
| Barclays PLC 5.785% 2/25/2036 (b) | 6100000 | 6113386 |
| Barclays PLC 6.224% 5/9/2034 (b) | 6500000 | 6786023 |
| Barclays PLC 7.119% 6/27/2034 (b) | 6000000 | 6465014 |
| HSBC Holdings PLC 2.013% 9/22/2028 (b) | 38714000 | 36394028 |
| HSBC Holdings PLC 2.099% 6/4/2026 (b) | 14500000 | 14497853 |
| HSBC Holdings PLC 2.804% 5/24/2032 (b) | 22528000 | 19710840 |
| HSBC Holdings PLC 4.292% 9/12/2026 (b) | 38971000 | 38895652 |
| HSBC Holdings PLC 4.755% 6/9/2028 (b) | 7000000 | 6993599 |
| HSBC Holdings PLC 4.762% 3/29/2033 (b) | 8100000 | 7771972 |
| HSBC Holdings PLC 5.13% 3/3/2031 (b) | 4800000 | 4812201 |
| HSBC Holdings PLC 5.21% 8/11/2028 (b) | 2000000 | 2020628 |
| HSBC Holdings PLC 5.24% 5/13/2031 (b) | 7800000 | 7835183 |
| HSBC Holdings PLC 5.25% 3/14/2044  | 3946000 | 3660373 |
| HSBC Holdings PLC 5.45% 3/3/2036 (b) | 4700000 | 4626436 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 3610000 | 3663630 |
| HSBC Holdings PLC 5.733% 5/17/2032 (b) | 10000000 | 10256611 |
| HSBC Holdings PLC 5.79% 5/13/2036 (b) | 7420000 | 7471787 |
| HSBC Holdings PLC 5.887% 8/14/2027 (b) | 5500000 | 5568240 |
| HSBC Holdings PLC 6.254% 3/9/2034 (b) | 16000000 | 16822261 |
| HSBC Holdings PLC 6.332% 3/9/2044 (b) | 5100000 | 5352089 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 8340000 | 8622890 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 4833000 | 5136483 |
| HSBC Holdings PLC 7.399% 11/13/2034 (b) | 8800000 | 9693277 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 2000000 | 1946433 |
| Lloyds Banking Group PLC 3.75% 3/18/2028 (b) | 2000000 | 1967619 |
| Lloyds Banking Group PLC 4.344% 1/9/2048  | 11915000 | 9140820 |
| Lloyds Banking Group PLC 4.582% 12/10/2025  | 9260000 | 9241900 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 6831000 | 6811807 |
| Lloyds Banking Group PLC 4.716% 8/11/2026 (b) | 2000000 | 1999362 |
| Lloyds Banking Group PLC 4.976% 8/11/2033 (b) | 2000000 | 1962197 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (b) | 5350000 | 5398156 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (b) | 5940000 | 5937660 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 8400000 | 8665607 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (b) | 10800000 | 11116545 |
| NatWest Group PLC 4.445% 5/8/2030 (b) | 5748000 | 5652282 |
| NatWest Group PLC 4.8% 4/5/2026  | 10366000 | 10389028 |
| NatWest Group PLC 4.892% 5/18/2029 (b) | 6766000 | 6788352 |
| NatWest Group PLC 5.516% 9/30/2028 (b) | 9700000 | 9860163 |
| NatWest Group PLC 5.778% 3/1/2035 (b) | 2300000 | 2344402 |
| NatWest Group PLC 5.808% 9/13/2029 (b) | 5200000 | 5360978 |
| Santander UK Group Holdings PLC 2.469% 1/11/2028 (b) | 9666000 | 9291224 |
| Santander UK Group Holdings PLC 2.896% 3/15/2032 (b) | 1600000 | 1408073 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (b) | 8050000 | 8358083 |
|  |  | 442331338 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 1.2% 5/28/2026  | 7201000 | 6991232 |
| Astrazeneca Finance LLC 2.25% 5/28/2031 (e) | 7008000 | 6183041 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 4110000 | 4128447 |
| Astrazeneca PLC 4.375% 11/16/2045  | 5989000 | 5091365 |
| Astrazeneca PLC 4.375% 8/17/2048  | 9825000 | 8236351 |
| Astrazeneca PLC 6.45% 9/15/2037  | 4582000 | 5058715 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 5734000 | 6247702 |
|  |  | 41936853 |
| TOTAL UNITED KINGDOM |  | 660399244 |
| UNITED STATES - 21.4%  |  |  |
| Communication Services - 1.6% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 8216000 | 7646277 |
| AT&T Inc 2.25% 2/1/2032 (e) | 13533000 | 11481805 |
| AT&T Inc 2.75% 6/1/2031  | 14741000 | 13192175 |
| AT&T Inc 2.95% 7/15/2026  | 6356000 | 6244019 |
| AT&T Inc 3.3% 2/1/2052  | 14016000 | 9004112 |
| AT&T Inc 3.5% 2/1/2061  | 3800000 | 2381479 |
| AT&T Inc 3.5% 6/1/2041  | 7559000 | 5783571 |
| AT&T Inc 3.5% 9/15/2053  | 25048000 | 16644005 |
| AT&T Inc 3.55% 9/15/2055  | 54468000 | 36007819 |
| AT&T Inc 3.65% 6/1/2051  | 11600000 | 8065349 |
| AT&T Inc 3.65% 9/15/2059  | 31190000 | 20494336 |
| AT&T Inc 3.8% 2/15/2027  | 7149000 | 7076618 |
| AT&T Inc 4.35% 6/15/2045  | 5085000 | 4112089 |
| AT&T Inc 4.5% 3/9/2048  | 6502000 | 5267343 |
| AT&T Inc 4.65% 6/1/2044  | 6251000 | 5275696 |
| Sprint Capital Corp 8.75% 3/15/2032  | 10000000 | 11977994 |
| Verizon Communications Inc 1.5% 9/18/2030  | 3190000 | 2720122 |
| Verizon Communications Inc 1.68% 10/30/2030  | 2665000 | 2283906 |
| Verizon Communications Inc 2.355% 3/15/2032  | 19271000 | 16435538 |
| Verizon Communications Inc 2.55% 3/21/2031  | 41913000 | 37122221 |
| Verizon Communications Inc 2.987% 10/30/2056  | 69319000 | 40590362 |
| Verizon Communications Inc 3.55% 3/22/2051  | 8661000 | 6054076 |
| Verizon Communications Inc 4.125% 3/16/2027 (e) | 5561000 | 5538285 |
| Verizon Communications Inc 4.272% 1/15/2036  | 19285000 | 17558833 |
| Verizon Communications Inc 4.329% 9/21/2028  | 12151000 | 12125567 |
| Verizon Communications Inc 4.4% 11/1/2034  | 2999000 | 2808602 |
| Verizon Communications Inc 4.75% 11/1/2041  | 795000 | 706211 |
| Verizon Communications Inc 5.012% 4/15/2049  | 913000 | 821547 |
| Verizon Communications Inc 5.012% 8/21/2054  | 9975000 | 8721421 |
|  |  | 324141378 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.9% 8/15/2034 (e) | 8610000 | 8649336 |
| Walt Disney Co/The 2% 9/1/2029 (e) | 8297000 | 7566119 |
| Walt Disney Co/The 2.65% 1/13/2031  | 12615000 | 11493427 |
| Walt Disney Co/The 2.75% 9/1/2049  | 8288000 | 5087836 |
| Walt Disney Co/The 3.5% 5/13/2040  | 5423000 | 4354663 |
| Walt Disney Co/The 3.6% 1/13/2051  | 5404000 | 3880550 |
| Walt Disney Co/The 3.7% 10/15/2025  | 5561000 | 5545213 |
| Walt Disney Co/The 3.8% 5/13/2060  | 5423000 | 3853353 |
| Walt Disney Co/The 4.7% 3/23/2050 (e) | 3867000 | 3361206 |
| Walt Disney Co/The 5.4% 10/1/2043  | 3078000 | 3011778 |
| Walt Disney Co/The 6.15% 2/15/2041  | 8340000 | 8779776 |
| Walt Disney Co/The 6.15% 3/1/2037  | 3142000 | 3370011 |
|  |  | 68953268 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 11696000 | 9995435 |
| Alphabet Inc 1.998% 8/15/2026  | 1827000 | 1781215 |
| Alphabet Inc 2.05% 8/15/2050  | 11696000 | 6360433 |
| Alphabet Inc 4% 5/15/2030  | 4720000 | 4671758 |
| Alphabet Inc 4.5% 5/15/2035  | 970000 | 942112 |
| Alphabet Inc 5.25% 5/15/2055  | 6130000 | 5928018 |
| Meta Platforms Inc 3.5% 8/15/2027  | 6820000 | 6735006 |
| Meta Platforms Inc 3.85% 8/15/2032  | 7620000 | 7219686 |
| Meta Platforms Inc 4.3% 8/15/2029  | 4300000 | 4316816 |
| Meta Platforms Inc 4.45% 8/15/2052  | 12000000 | 9923964 |
| Meta Platforms Inc 4.6% 5/15/2028  | 4630000 | 4704686 |
| Meta Platforms Inc 4.65% 8/15/2062  | 1800000 | 1484510 |
| Meta Platforms Inc 4.75% 8/15/2034  | 3000000 | 2966668 |
| Meta Platforms Inc 4.95% 5/15/2033  | 6700000 | 6772663 |
| Meta Platforms Inc 5.4% 8/15/2054  | 5348000 | 5076883 |
| Meta Platforms Inc 5.6% 5/15/2053  | 6190000 | 6054550 |
|  |  | 84934403 |
| Media - 0.7% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  | 20299000 | 17823573 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 26758000 | 18805377 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 7027000 | 4523384 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 8737000 | 8626893 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 5700000 | 5257717 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.908% 7/23/2025  | 1461000 | 1460774 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  | 4833000 | 4855168 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 9816000 | 7897621 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 4534000 | 3808700 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 4154000 | 3645208 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 3000000 | 3123003 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.384% 10/23/2035  | 10684000 | 10968502 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  | 3725000 | 3584638 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 12650000 | 13234041 |
| Comcast Corp 1.5% 2/15/2031 (e) | 11310000 | 9530308 |
| Comcast Corp 1.95% 1/15/2031  | 2030000 | 1756984 |
| Comcast Corp 2.35% 1/15/2027 (e) | 18905000 | 18313838 |
| Comcast Corp 2.45% 8/15/2052  | 11310000 | 6011880 |
| Comcast Corp 2.65% 2/1/2030 (e) | 6264000 | 5772727 |
| Comcast Corp 2.8% 1/15/2051  | 6476000 | 3792462 |
| Comcast Corp 2.887% 11/1/2051  | 15309000 | 9084457 |
| Comcast Corp 2.937% 11/1/2056  | 57662000 | 32971092 |
| Comcast Corp 3.15% 3/1/2026  | 3972000 | 3934030 |
| Comcast Corp 3.3% 2/1/2027  | 9461000 | 9301355 |
| Comcast Corp 3.375% 8/15/2025  | 10882000 | 10880480 |
| Comcast Corp 3.4% 4/1/2030  | 5800000 | 5507972 |
| Comcast Corp 3.45% 2/1/2050  | 5896000 | 3954518 |
| Comcast Corp 3.75% 4/1/2040  | 4644000 | 3760167 |
| Comcast Corp 3.969% 11/1/2047  | 4131000 | 3097303 |
| Comcast Corp 4% 3/1/2048  | 9532000 | 7164505 |
| Comcast Corp 4.15% 10/15/2028  | 14973000 | 14874381 |
| Comcast Corp 4.4% 8/15/2035  | 7700000 | 7187899 |
| Comcast Corp 5.3% 5/15/2035  | 2000000 | 2004114 |
| Discovery Communications LLC 3.625% 5/15/2030  | 9512000 | 8411982 |
| Discovery Communications LLC 5.2% 9/20/2047  | 6673000 | 4660543 |
| Fox Corp 4.709% 1/25/2029  | 8245000 | 8264607 |
| Fox Corp 5.476% 1/25/2039  | 3027000 | 2897962 |
| Fox Corp 5.576% 1/25/2049  | 7398000 | 6787836 |
| Paramount Global 3.375% 2/15/2028  | 8381000 | 8059388 |
| Paramount Global 4.2% 6/1/2029 (e) | 7143000 | 6903649 |
| Paramount Global 4.375% 3/15/2043  | 2093000 | 1526102 |
| Paramount Global 4.6% 1/15/2045  | 5799000 | 4267817 |
| Paramount Global 4.95% 1/15/2031  | 13185000 | 12765665 |
| Time Warner Cable LLC 4.5% 9/15/2042  | 16137000 | 12418421 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 7500000 | 7549863 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 3177000 | 3385596 |
| TWDC Enterprises 18 Corp 1.85% 7/30/2026  | 4059000 | 3950178 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 3575000 | 2355262 |
| TWDC Enterprises 18 Corp 3.15% 9/17/2025  | 7522000 | 7495734 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 4528000 | 3693329 |
| TWDC Enterprises 18 Corp 4.375% 8/16/2041 (e) | 5200000 | 4484806 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 8767000 | 8498481 |
| Warnermedia Holdings Inc 4.279% 3/15/2032 (e) | 30587000 | 25955189 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  | 1164000 | 837297 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  | 23164000 | 15016251 |
|  |  | 426701029 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.05% 2/15/2028 (e) | 11928000 | 11209142 |
| T-Mobile USA Inc 3.3% 2/15/2051  | 11928000 | 7755989 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 6689000 | 6602685 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 6689000 | 6449983 |
| T-Mobile USA Inc 4.375% 4/15/2040  | 6689000 | 5800261 |
| T-Mobile USA Inc 4.5% 4/15/2050  | 11522000 | 9295905 |
| T-Mobile USA Inc 4.7% 1/15/2035  | 980000 | 936550 |
| T-Mobile USA Inc 4.8% 7/15/2028 (e) | 6375000 | 6443201 |
| T-Mobile USA Inc 4.95% 3/15/2028  | 14700000 | 14918756 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 30475000 | 30215231 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 7265000 | 7292471 |
| T-Mobile USA Inc 5.25% 6/15/2055  | 4500000 | 4006080 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 10210000 | 9659044 |
|  |  | 120585298 |
| TOTAL COMMUNICATION SERVICES |  | 1025315376 |
| Consumer Discretionary - 1.3% |  |  |
| Automobile Components - 0.0% |  |  |
| Lear Corp 3.55% 1/15/2052  | 2600000 | 1602721 |
| Automobiles - 0.3% |  |  |
| American Honda Finance Corp 1.2% 7/8/2025  | 9305000 | 9272783 |
| American Honda Finance Corp 2% 3/24/2028  | 2000000 | 1867542 |
| American Honda Finance Corp 2.25% 1/12/2029  | 1900000 | 1748498 |
| American Honda Finance Corp 2.3% 9/9/2026  | 3972000 | 3859957 |
| American Honda Finance Corp 4.8% 3/5/2030 (e) | 4640000 | 4645697 |
| American Honda Finance Corp 4.85% 10/23/2031  | 10690000 | 10596460 |
| American Honda Finance Corp 5.125% 7/7/2028  | 4550000 | 4622974 |
| American Honda Finance Corp 5.2% 3/5/2035 (e) | 2710000 | 2647543 |
| Ford Motor Co 5.291% 12/8/2046  | 8130000 | 6410298 |
| Ford Motor Co 6.1% 8/19/2032 (e) | 17360000 | 16956406 |
| General Motors Co 5% 10/1/2028  | 5463000 | 5467397 |
| General Motors Co 5.15% 4/1/2038  | 1300000 | 1173821 |
| General Motors Co 5.2% 4/1/2045  | 3392000 | 2820459 |
| General Motors Co 5.6% 10/15/2032 (e) | 4900000 | 4876233 |
| General Motors Co 5.625% 4/15/2030  | 10000000 | 10085675 |
| General Motors Co 5.95% 4/1/2049  | 5027000 | 4536425 |
| General Motors Co 6.6% 4/1/2036  | 8489000 | 8765856 |
| General Motors Co 6.75% 4/1/2046  | 5684000 | 5669106 |
| General Motors Co 6.8% 10/1/2027 (e) | 10536000 | 10921264 |
| General Motors Financial Co Inc 2.35% 1/8/2031 (e) | 2000000 | 1706012 |
| General Motors Financial Co Inc 2.4% 10/15/2028  | 1700000 | 1563655 |
| General Motors Financial Co Inc 2.4% 4/10/2028  | 2000000 | 1864973 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 5561000 | 5403249 |
| General Motors Financial Co Inc 4% 10/6/2026  | 2923000 | 2888792 |
| General Motors Financial Co Inc 4.35% 1/17/2027  | 6356000 | 6295692 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 4000000 | 4005501 |
| General Motors Financial Co Inc 5.6% 6/18/2031  | 4220000 | 4237338 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 16996000 | 17231559 |
| General Motors Financial Co Inc 6.4% 1/9/2033  | 10000000 | 10327136 |
|  |  | 172468301 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 0.8% 6/3/2025  | 8758000 | 8757067 |
| Amazon.com Inc 1% 5/12/2026  | 5087000 | 4934463 |
| Amazon.com Inc 1.5% 6/3/2030  | 15466000 | 13573132 |
| Amazon.com Inc 2.1% 5/12/2031  | 7251000 | 6388365 |
| Amazon.com Inc 2.5% 6/3/2050  | 5085000 | 2989904 |
| Amazon.com Inc 2.875% 5/12/2041  | 27600000 | 20238037 |
| Amazon.com Inc 3.1% 5/12/2051  | 5251000 | 3477904 |
| Amazon.com Inc 3.15% 8/22/2027  | 8309000 | 8140475 |
| Amazon.com Inc 3.6% 4/13/2032 (e) | 2000000 | 1893015 |
| Amazon.com Inc 3.875% 8/22/2037  | 8728000 | 7776774 |
| Amazon.com Inc 4.05% 8/22/2047  | 15112000 | 12300393 |
| Amazon.com Inc 4.25% 8/22/2057  | 7208000 | 5761632 |
| Amazon.com Inc 4.55% 12/1/2027  | 10000000 | 10107835 |
| Amazon.com Inc 4.7% 12/1/2032  | 28300000 | 28564880 |
| Amazon.com Inc 4.8% 12/5/2034 (e) | 6766000 | 6815765 |
| eBay Inc 2.6% 5/10/2031 (e) | 2000000 | 1770478 |
| eBay Inc 2.7% 3/11/2030  | 2000000 | 1835781 |
| eBay Inc 5.95% 11/22/2027 (e) | 8000000 | 8279410 |
|  |  | 153605310 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 2.75% 2/1/2032  | 2000000 | 1717618 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 1903000 | 1399284 |
| Duke University 2.832% 10/1/2055  | 3714000 | 2230033 |
| George Washington University/The 4.126% 9/15/2048  | 5575000 | 4352645 |
| George Washington University/The 4.3% 9/15/2044  | 1589000 | 1315297 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 3722000 | 2408791 |
| Massachusetts Institute of Technology 3.885% 7/1/2116  | 2248000 | 1514589 |
| Massachusetts Institute of Technology 3.959% 7/1/2038  | 3753000 | 3366358 |
| Northwestern University 3.662% 12/1/2057  | 4398000 | 3057070 |
| Northwestern University 4.643% 12/1/2044  | 2661000 | 2471658 |
| President and Fellows of Harvard College 3.15% 7/15/2046  | 3000000 | 2080228 |
| President and Fellows of Harvard College 3.3% 7/15/2056  | 3852000 | 2530915 |
| President and Fellows of Harvard College 3.619% 10/1/2037  | 795000 | 681677 |
| Princeton Univ 5.7% 3/1/2039  | 795000 | 837701 |
| Trane Technologies Global Holding Co Ltd 3.75% 8/21/2028  | 3694000 | 3626525 |
| Trane Technologies Global Holding Co Ltd 4.3% 2/21/2048  | 3948000 | 3145922 |
| University of Chicago/The 3% 10/1/2052  | 5027000 | 3279941 |
| University of Notre Dame du Lac 3.438% 2/15/2045  | 2646000 | 1979151 |
| University of Southern California 2.945% 10/1/2051  | 9096000 | 5695264 |
| University of Southern California 5.25% 10/1/2111  | 1589000 | 1429455 |
| William Marsh Rice University 3.774% 5/15/2055  | 1510000 | 1097076 |
|  |  | 48499580 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Expedia Group Inc 2.95% 3/15/2031  | 2000000 | 1796351 |
| Expedia Group Inc 3.25% 2/15/2030  | 6863000 | 6399711 |
| Expedia Group Inc 4.625% 8/1/2027  | 2000000 | 2001279 |
| Marriott International Inc/MD 2.85% 4/15/2031  | 17100000 | 15304414 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 6000000 | 6045850 |
| Marriott International Inc/MD 5.35% 3/15/2035 (e) | 3450000 | 3403321 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 5110000 | 4987577 |
| McDonald's Corp 3.3% 7/1/2025  | 4790000 | 4783810 |
| McDonald's Corp 3.5% 7/1/2027  | 7617000 | 7502355 |
| McDonald's Corp 3.6% 7/1/2030  | 5684000 | 5454964 |
| McDonald's Corp 3.625% 9/1/2049  | 9831000 | 7011897 |
| McDonald's Corp 3.7% 1/30/2026  | 13400000 | 13350143 |
| McDonald's Corp 4.2% 4/1/2050  | 6666000 | 5202897 |
| McDonald's Corp 4.45% 3/1/2047  | 4511000 | 3729772 |
| McDonald's Corp 4.875% 12/9/2045  | 4313000 | 3818939 |
| McDonald's Corp 6.3% 3/1/2038  | 5596000 | 6017096 |
| Metropolitan Museum of Art/The 3.4% 7/1/2045  | 2383000 | 1747497 |
| Starbucks Corp 2% 3/12/2027  | 9502000 | 9094277 |
| Starbucks Corp 2.45% 6/15/2026  | 7944000 | 7777922 |
| Starbucks Corp 3% 2/14/2032 (e) | 4900000 | 4360940 |
| Starbucks Corp 3.5% 11/15/2050  | 3287000 | 2210787 |
| Starbucks Corp 3.8% 8/15/2025  | 5520000 | 5511641 |
| Starbucks Corp 4% 11/15/2028  | 5561000 | 5481867 |
| Starbucks Corp 4.5% 11/15/2048 (e) | 3734000 | 3000699 |
| Starbucks Corp 5.4% 5/15/2035  | 6390000 | 6404147 |
|  |  | 142400153 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 1.3% 10/15/2026  | 2000000 | 1915869 |
| DR Horton Inc 5% 10/15/2034 (e) | 3000000 | 2918378 |
| DR Horton Inc 5.5% 10/15/2035  | 1940000 | 1940183 |
| Lennar Corp 4.75% 11/29/2027  | 6283000 | 6304612 |
| Toll Brothers Finance Corp 4.35% 2/15/2028 (e) | 1900000 | 1883429 |
|  |  | 14962471 |
| Leisure Products - 0.0% |  |  |
| Hasbro Inc 3.9% 11/19/2029 (e) | 2000000 | 1906159 |
| Hasbro Inc 5.1% 5/15/2044  | 3400000 | 2908682 |
|  |  | 4814841 |
| Specialty Retail - 0.5% |  |  |
| AutoNation Inc 2.4% 8/1/2031 (e) | 1000000 | 845119 |
| AutoNation Inc 3.85% 3/1/2032  | 6090000 | 5502874 |
| AutoZone Inc 3.75% 6/1/2027 (e) | 4611000 | 4556362 |
| AutoZone Inc 4% 4/15/2030 (e) | 9521000 | 9237859 |
| AutoZone Inc 5.1% 7/15/2029  | 1730000 | 1763283 |
| AutoZone Inc 5.165% 6/15/2030  | 2680000 | 2722342 |
| AutoZone Inc 5.4% 7/15/2034 (e) | 1530000 | 1541731 |
| Home Depot Inc/The 2.375% 3/15/2051  | 13507000 | 7389170 |
| Home Depot Inc/The 2.5% 4/15/2027 (e) | 9637000 | 9350528 |
| Home Depot Inc/The 2.8% 9/14/2027  | 3972000 | 3855679 |
| Home Depot Inc/The 2.95% 6/15/2029  | 16616000 | 15793617 |
| Home Depot Inc/The 3% 4/1/2026  | 7967000 | 7884771 |
| Home Depot Inc/The 3.125% 12/15/2049  | 5317000 | 3479349 |
| Home Depot Inc/The 3.3% 4/15/2040  | 6833000 | 5334333 |
| Home Depot Inc/The 3.9% 12/6/2028  | 4575000 | 4537903 |
| Home Depot Inc/The 3.9% 6/15/2047  | 6813000 | 5225379 |
| Home Depot Inc/The 4.2% 4/1/2043  | 1251000 | 1042488 |
| Home Depot Inc/The 4.25% 4/1/2046  | 2606000 | 2130148 |
| Home Depot Inc/The 4.5% 12/6/2048  | 10434000 | 8736106 |
| Home Depot Inc/The 4.75% 6/25/2029  | 2000000 | 2030273 |
| Home Depot Inc/The 4.875% 2/15/2044  | 2283000 | 2055385 |
| Home Depot Inc/The 4.95% 6/25/2034  | 11600000 | 11605260 |
| Home Depot Inc/The 5.875% 12/16/2036  | 13741000 | 14511406 |
| Lowe's Cos Inc 1.3% 4/15/2028  | 6380000 | 5867832 |
| Lowe's Cos Inc 1.7% 10/15/2030 (e) | 9666000 | 8321992 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 10507000 | 10191147 |
| Lowe's Cos Inc 3.7% 4/15/2046  | 2780000 | 2017040 |
| Lowe's Cos Inc 3.75% 4/1/2032  | 32063000 | 29838719 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 9135000 | 6916100 |
| Lowe's Cos Inc 4.5% 4/15/2030  | 9618000 | 9604064 |
| Lowe's Cos Inc 4.8% 4/1/2026  | 8100000 | 8115488 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 5000000 | 4688645 |
| Lowe's Cos Inc 5.75% 7/1/2053 (e) | 4623000 | 4394390 |
| O'Reilly Automotive Inc 4.7% 6/15/2032  | 8100000 | 7925266 |
|  |  | 229012048 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.85% 3/27/2030 (e) | 4775000 | 4462407 |
| NIKE Inc 3.25% 3/27/2040  | 9666000 | 7465300 |
| NIKE Inc 3.375% 11/1/2046  | 3575000 | 2511303 |
| NIKE Inc 3.375% 3/27/2050  | 4775000 | 3278223 |
| Tapestry Inc 3.05% 3/15/2032 (e) | 2320000 | 2024479 |
| Tapestry Inc 5.1% 3/11/2030 (e) | 2000000 | 1999512 |
| Tapestry Inc 5.5% 3/11/2035  | 2000000 | 1961746 |
|  |  | 23702970 |
| TOTAL CONSUMER DISCRETIONARY |  | 792786013 |
| Consumer Staples - 1.2% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The 1.375% 3/15/2031 (e) | 9666000 | 8221249 |
| Coca-Cola Co/The 1.45% 6/1/2027  | 6650000 | 6330293 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 6660000 | 5864449 |
| Coca-Cola Co/The 2.5% 3/15/2051  | 4833000 | 2810130 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 6660000 | 4720422 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 6660000 | 4003879 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 6660000 | 3840684 |
| Coca-Cola Co/The 5% 5/13/2034  | 6760000 | 6865050 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 5290000 | 4951034 |
| Constellation Brands Inc 3.5% 5/9/2027  | 7944000 | 7779186 |
| Constellation Brands Inc 3.7% 12/6/2026  | 5997000 | 5926638 |
| Constellation Brands Inc 4.75% 5/9/2032 (e) | 5000000 | 4903655 |
| Constellation Brands Inc 5.25% 11/15/2048 (e) | 5751000 | 5142542 |
| Keurig Dr Pepper Inc 2.25% 3/15/2031 (e) | 2000000 | 1746183 |
| Keurig Dr Pepper Inc 3.2% 5/1/2030  | 2000000 | 1865286 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 2513000 | 1797284 |
| Keurig Dr Pepper Inc 4.05% 4/15/2032 (e) | 11200000 | 10646382 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 7880000 | 7843571 |
| Keurig Dr Pepper Inc 5.15% 5/15/2035  | 7080000 | 6936443 |
| Molson Coors Beverage Co 3% 7/15/2026  | 13822000 | 13590056 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 10509000 | 8219833 |
| PepsiCo Inc 1.4% 2/25/2031 (e) | 12450000 | 10556407 |
| PepsiCo Inc 1.625% 5/1/2030  | 34299000 | 30112750 |
| PepsiCo Inc 2.375% 10/6/2026  | 5362000 | 5237710 |
| PepsiCo Inc 3% 10/15/2027  | 14466000 | 14091086 |
| PepsiCo Inc 3.6% 8/13/2042  | 2383000 | 1859208 |
| PepsiCo Inc 3.875% 3/19/2060  | 4833000 | 3529682 |
| PepsiCo Inc 4.25% 10/22/2044  | 4766000 | 4053138 |
| PepsiCo Inc 4.45% 4/14/2046  | 4607000 | 3960491 |
| PepsiCo Inc 5% 2/7/2035 (e) | 4770000 | 4761654 |
|  |  | 202166375 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 13997000 | 13268288 |
| Costco Wholesale Corp 1.6% 4/20/2030  | 2000000 | 1766609 |
| Costco Wholesale Corp 1.75% 4/20/2032 (e) | 2000000 | 1687367 |
| Dollar General Corp 5% 11/1/2032 (e) | 9230000 | 9078799 |
| Dollar Tree Inc 4.2% 5/15/2028  | 8178000 | 8044533 |
| Kroger Co/The 1.7% 1/15/2031  | 5315000 | 4512643 |
| Kroger Co/The 2.65% 10/15/2026  | 2264000 | 2210897 |
| Kroger Co/The 3.5% 2/1/2026 (e) | 3177000 | 3153248 |
| Kroger Co/The 3.95% 1/15/2050  | 2900000 | 2133305 |
| Kroger Co/The 5% 9/15/2034  | 4540000 | 4421830 |
| Kroger Co/The 5.15% 8/1/2043  | 2165000 | 1956427 |
| Kroger Co/The 5.4% 1/15/2049 (e) | 5171000 | 4694893 |
| Kroger Co/The 5.5% 9/15/2054  | 4670000 | 4318269 |
| Kroger Co/The 5.65% 9/15/2064  | 2660000 | 2455963 |
| Sysco Corp 3.3% 2/15/2050  | 11213000 | 7273285 |
| Sysco Corp 3.3% 7/15/2026  | 2606000 | 2571218 |
| Sysco Corp 3.75% 10/1/2025  | 4528000 | 4513439 |
| Sysco Corp 6.6% 4/1/2040  | 7830000 | 8356242 |
| Target Corp 3.9% 11/15/2047  | 11736000 | 8857638 |
| Target Corp 4% 7/1/2042  | 5561000 | 4573640 |
| Target Corp 4.4% 1/15/2033 (e) | 8300000 | 8087494 |
| Walmart Inc 2.95% 9/24/2049  | 5027000 | 3294126 |
| Walmart Inc 3.7% 6/26/2028  | 9771000 | 9682816 |
| Walmart Inc 3.9% 4/15/2028  | 7300000 | 7284744 |
| Walmart Inc 4.05% 6/29/2048  | 14433000 | 11727178 |
| Walmart Inc 4.1% 4/15/2033  | 7300000 | 7074385 |
| Walmart Inc 4.3% 4/22/2044  | 4766000 | 4124445 |
| Walmart Inc 5.625% 4/1/2040  | 1589000 | 1672796 |
| Walmart Inc 5.625% 4/15/2041 (e) | 3654000 | 3794333 |
| Walmart Inc 6.5% 8/15/2037  | 6573000 | 7470444 |
|  |  | 164061294 |
| Food Products - 0.3% |  |  |
| Archer-Daniels-Midland Co 4.5% 8/15/2033 (e) | 16900000 | 16292771 |
| Bunge Ltd Fin Corp 2.75% 5/14/2031  | 2000000 | 1791417 |
| Bunge Ltd Fin Corp 4.2% 9/17/2029 (e) | 3260000 | 3217029 |
| Bunge Ltd Fin Corp 4.65% 9/17/2034  | 2540000 | 2442674 |
| Conagra Brands Inc 4.85% 11/1/2028  | 10827000 | 10873547 |
| Conagra Brands Inc 5.3% 11/1/2038  | 3936000 | 3688406 |
| Conagra Brands Inc 5.4% 11/1/2048  | 7130000 | 6275392 |
| General Mills Inc 2.875% 4/15/2030  | 5778000 | 5318112 |
| General Mills Inc 3% 2/1/2051  | 4854000 | 3007756 |
| General Mills Inc 4.2% 4/17/2028  | 13662000 | 13597145 |
| General Mills Inc 4.875% 1/30/2030  | 2540000 | 2562165 |
| Kellanova 3.25% 4/1/2026  | 2955000 | 2925928 |
| Kellanova 4.3% 5/15/2028 (e) | 4766000 | 4772399 |
| Kraft Heinz Foods Co 3.875% 5/15/2027  | 28999000 | 28635344 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  | 14500000 | 11446930 |
| Kraft Heinz Foods Co 5% 6/4/2042  | 9800000 | 8642805 |
| Kraft Heinz Foods Co 5% 7/15/2035  | 1000000 | 968352 |
| Kraft Heinz Foods Co 6.875% 1/26/2039  | 2000000 | 2159154 |
| The Campbell's Company 4.8% 3/15/2048  | 11120000 | 9483816 |
| Tyson Foods Inc 4% 3/1/2026  | 5854000 | 5829331 |
| Tyson Foods Inc 4.35% 3/1/2029  | 7149000 | 7070697 |
| Tyson Foods Inc 5.1% 9/28/2048  | 7408000 | 6478570 |
|  |  | 157479740 |
| Household Products - 0.1% |  |  |
| Colgate-Palmolive Co 3.1% 8/15/2025  | 2000000 | 1994690 |
| Colgate-Palmolive Co 3.25% 8/15/2032  | 2000000 | 1834659 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 16774000 | 15657680 |
| Kimberly-Clark Corp 3.1% 3/26/2030  | 3346000 | 3163810 |
| Kimberly-Clark Corp 3.2% 7/30/2046  | 1986000 | 1370882 |
| Kimberly-Clark Corp 3.95% 11/1/2028  | 6766000 | 6722335 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 1200000 | 1364032 |
| Procter & Gamble Co/The 1% 4/23/2026  | 9135000 | 8875941 |
| Procter & Gamble Co/The 1.95% 4/23/2031 (e) | 14500000 | 12736160 |
| Procter & Gamble Co/The 2.3% 2/1/2032 (e) | 2000000 | 1774061 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 3575000 | 3484554 |
| Procter & Gamble Co/The 3% 3/25/2030  | 9868000 | 9363080 |
| Procter & Gamble Co/The 5.55% 3/5/2037  | 2000000 | 2128821 |
|  |  | 70470705 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031 (e) | 13533000 | 11616474 |
| Kenvue Inc 4.9% 3/22/2033  | 6173000 | 6192784 |
| Kenvue Inc 5.05% 3/22/2028  | 5583000 | 5723997 |
| Kenvue Inc 5.05% 3/22/2053 (e) | 6173000 | 5635954 |
|  |  | 29169209 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 3.4% 2/4/2041  | 10000000 | 7233821 |
| Altria Group Inc 3.875% 9/16/2046  | 7944000 | 5689425 |
| Altria Group Inc 4.25% 8/9/2042  | 7768000 | 6154874 |
| Altria Group Inc 4.8% 2/14/2029  | 10541000 | 10578714 |
| Altria Group Inc 5.8% 2/14/2039  | 7428000 | 7353428 |
| Altria Group Inc 5.95% 2/14/2049 (e) | 8261000 | 8036432 |
| Philip Morris International Inc 2.75% 2/25/2026  | 2979000 | 2940550 |
| Philip Morris International Inc 3.875% 8/21/2042  | 3833000 | 3042709 |
| Philip Morris International Inc 4.125% 3/4/2043  | 7944000 | 6486491 |
| Philip Morris International Inc 4.625% 11/1/2029  | 5360000 | 5378091 |
| Philip Morris International Inc 4.875% 11/15/2043  | 4766000 | 4259181 |
| Philip Morris International Inc 4.875% 2/15/2028 (e) | 6100000 | 6182701 |
| Philip Morris International Inc 4.9% 11/1/2034 (e) | 5660000 | 5550265 |
| Philip Morris International Inc 5.125% 11/17/2027  | 8330000 | 8477915 |
| Philip Morris International Inc 5.375% 2/15/2033  | 6430000 | 6556574 |
| Philip Morris International Inc 5.75% 11/17/2032  | 5880000 | 6156561 |
| Philip Morris International Inc 6.375% 5/16/2038  | 1152000 | 1251614 |
|  |  | 101329346 |
| TOTAL CONSUMER STAPLES |  | 724676669 |
| Energy - 1.3% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 19106000 | 14355629 |
| Baker Hughes Holdings LLC 5.125% 9/15/2040  | 1589000 | 1495104 |
| Halliburton Co 2.92% 3/1/2030  | 7656000 | 7027165 |
| Halliburton Co 3.8% 11/15/2025  | 203000 | 201926 |
| Halliburton Co 5% 11/15/2045  | 5989000 | 5136286 |
| Halliburton Co 7.45% 9/15/2039  | 1192000 | 1360893 |
|  |  | 29577003 |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| Boardwalk Pipelines LP 3.4% 2/15/2031 (e) | 2000000 | 1827368 |
| BP Capital Markets PLC 3.279% 9/19/2027  | 10121000 | 9891046 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  | 11150000 | 11189761 |
| Chevron Corp 1.995% 5/11/2027  | 4949000 | 4762252 |
| Chevron Corp 2.236% 5/11/2030  | 5916000 | 5341830 |
| Chevron Corp 2.954% 5/16/2026  | 8737000 | 8629474 |
| Chevron Corp 2.978% 5/11/2040  | 4949000 | 3704882 |
| Chevron Corp 3.078% 5/11/2050  | 5916000 | 3853948 |
| Chevron USA Inc 4.2% 10/15/2049  | 3480000 | 2707729 |
| Chevron USA Inc 4.95% 8/15/2047  | 10963000 | 9770790 |
| ConocoPhillips 6.5% 2/1/2039  | 5981000 | 6520005 |
| ConocoPhillips Co 4.7% 1/15/2030  | 5480000 | 5505049 |
| ConocoPhillips Co 5% 1/15/2035  | 6290000 | 6142866 |
| ConocoPhillips Co 5.05% 9/15/2033 (e) | 9450000 | 9451167 |
| ConocoPhillips Co 5.5% 1/15/2055  | 3140000 | 2895033 |
| ConocoPhillips Co 5.55% 3/15/2054  | 9450000 | 8773052 |
| ConocoPhillips Co 5.95% 3/15/2046 (e) | 4766000 | 4785540 |
| DCP Midstream Operating LP 3.25% 2/15/2032 (e) | 1000000 | 865378 |
| DCP Midstream Operating LP 8.125% 8/16/2030 (e) | 2000000 | 2304057 |
| Devon Energy Corp 5% 6/15/2045  | 13220000 | 10665754 |
| Devon Energy Corp 5.6% 7/15/2041 (e) | 2283000 | 2047949 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 7900000 | 7069264 |
| Diamondback Energy Inc 6.25% 3/15/2033  | 11200000 | 11680422 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 9666000 | 6827837 |
| Energy Transfer LP 3.75% 5/15/2030  | 13291000 | 12575257 |
| Energy Transfer LP 3.9% 7/15/2026  | 5974000 | 5923850 |
| Energy Transfer LP 4.95% 6/15/2028  | 7490000 | 7540967 |
| Energy Transfer LP 5% 5/15/2050  | 14074000 | 11376870 |
| Energy Transfer LP 5.15% 3/15/2045  | 6356000 | 5403131 |
| Energy Transfer LP 5.2% 4/1/2030  | 6700000 | 6764197 |
| Energy Transfer LP 5.3% 4/1/2044  | 4607000 | 3997363 |
| Energy Transfer LP 5.4% 10/1/2047  | 4369000 | 3766966 |
| Energy Transfer LP 5.7% 4/1/2035  | 5000000 | 4986559 |
| Energy Transfer LP 5.8% 6/15/2038  | 6960000 | 6814651 |
| Energy Transfer LP 6% 6/15/2048  | 15589000 | 14474751 |
| Energy Transfer LP 6.25% 4/15/2049  | 2315000 | 2204223 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 3026000 | 1932386 |
| Enterprise Products Operating LLC 3.7% 2/15/2026 (e) | 1405000 | 1396945 |
| Enterprise Products Operating LLC 3.95% 2/15/2027 (e) | 20557000 | 20435452 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 4727000 | 3618542 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 15839000 | 12429985 |
| Enterprise Products Operating LLC 4.8% 2/1/2049  | 5834000 | 4925331 |
| Enterprise Products Operating LLC 4.85% 3/15/2044  | 3972000 | 3483194 |
| Enterprise Products Operating LLC 4.85% 8/15/2042 (e) | 1986000 | 1760637 |
| Enterprise Products Operating LLC 4.9% 5/15/2046  | 3400000 | 2970200 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 2230000 | 2179548 |
| Enterprise Products Operating LLC 5.35% 1/31/2033 (e) | 7800000 | 7951454 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 2230000 | 2080750 |
| Enterprise Products Operating LLC 5.7% 2/15/2042  | 1589000 | 1551407 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 1589000 | 1858052 |
| EOG Resources Inc 4.15% 1/15/2026  | 4448000 | 4437925 |
| EOG Resources Inc 5.65% 12/1/2054 (e) | 3760000 | 3558773 |
| EQT Corp 5.7% 4/1/2028  | 6471000 | 6607802 |
| Exxon Mobil Corp 3.043% 3/1/2026  | 6618000 | 6552701 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 3316000 | 2286606 |
| Exxon Mobil Corp 3.482% 3/19/2030  | 19333000 | 18667779 |
| Exxon Mobil Corp 3.567% 3/6/2045 (e) | 5282000 | 3951899 |
| Exxon Mobil Corp 4.227% 3/19/2040  | 20900000 | 18310524 |
| Hess Corp 5.6% 2/15/2041  | 2701000 | 2618128 |
| Hess Corp 5.8% 4/1/2047  | 3383000 | 3260919 |
| Hess Corp 6% 1/15/2040  | 2000000 | 2055432 |
| Hess Corp 7.875% 10/1/2029  | 3300000 | 3692051 |
| Kinder Morgan Energy Partners LP 4.7% 11/1/2042  | 3019000 | 2523142 |
| Kinder Morgan Energy Partners LP 5% 3/1/2043  | 795000 | 687045 |
| Kinder Morgan Energy Partners LP 5.5% 3/1/2044  | 5558000 | 5085715 |
| Kinder Morgan Energy Partners LP 5.625% 9/1/2041  | 795000 | 740385 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  | 2383000 | 2468417 |
| Kinder Morgan Inc 4.3% 3/1/2028  | 7919000 | 7896651 |
| Kinder Morgan Inc 4.8% 2/1/2033 (e) | 2000000 | 1931585 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 6974000 | 6058349 |
| Kinder Morgan Inc 5.2% 6/1/2033  | 5970000 | 5891891 |
| Kinder Morgan Inc 5.3% 12/1/2034  | 6792000 | 6641787 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 12933000 | 11870275 |
| Marathon Petroleum Corp 4.5% 4/1/2048  | 4630000 | 3429632 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 5260000 | 5311076 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 5480000 | 5419903 |
| Marathon Petroleum Corp 6.5% 3/1/2041  | 795000 | 807497 |
| MPLX LP 4.125% 3/1/2027  | 7506000 | 7448000 |
| MPLX LP 4.7% 4/15/2048  | 15489000 | 12180401 |
| MPLX LP 4.8% 2/15/2029  | 7300000 | 7324247 |
| MPLX LP 5.2% 3/1/2047  | 4861000 | 4144164 |
| MPLX LP 5.5% 2/15/2049  | 6892000 | 6054550 |
| Occidental Petroleum Corp 6.6% 3/15/2046 (e) | 19100000 | 18094544 |
| ONEOK Inc 3.1% 3/15/2030  | 2000000 | 1845877 |
| ONEOK Inc 3.4% 9/1/2029  | 1300000 | 1227244 |
| ONEOK Inc 4.25% 9/15/2046  | 4369000 | 3195039 |
| ONEOK Inc 4.25% 9/24/2027 (e) | 1000000 | 993452 |
| ONEOK Inc 4.35% 3/15/2029  | 2000000 | 1966821 |
| ONEOK Inc 4.45% 9/1/2049  | 4640000 | 3432379 |
| ONEOK Inc 4.5% 3/15/2050  | 1100000 | 829383 |
| ONEOK Inc 4.75% 10/15/2031  | 3460000 | 3377413 |
| ONEOK Inc 4.95% 7/13/2047  | 4647000 | 3776363 |
| ONEOK Inc 5% 3/1/2026  | 2383000 | 2386510 |
| ONEOK Inc 5.05% 11/1/2034  | 2470000 | 2353413 |
| ONEOK Inc 5.2% 7/15/2048  | 2399000 | 2018557 |
| ONEOK Inc 5.65% 11/1/2028 (e) | 3550000 | 3654122 |
| ONEOK Inc 5.7% 11/1/2054  | 2470000 | 2207551 |
| ONEOK Inc 5.85% 11/1/2064 (e) | 2800000 | 2506655 |
| ONEOK Inc 6.1% 11/15/2032  | 8780000 | 9133410 |
| ONEOK Inc 6.625% 9/1/2053  | 6710000 | 6767804 |
| Ovintiv Inc 6.5% 2/1/2038  | 7055000 | 6873908 |
| Phillips 66 3.9% 3/15/2028  | 2000000 | 1969698 |
| Phillips 66 4.65% 11/15/2034  | 2000000 | 1876338 |
| Phillips 66 4.875% 11/15/2044  | 795000 | 667283 |
| Phillips 66 5.875% 5/1/2042  | 7547000 | 7345467 |
| Phillips 66 Co 4.95% 3/15/2035 (e) | 7530000 | 7177052 |
| Phillips 66 Co 5.5% 3/15/2055  | 4340000 | 3818764 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 1000000 | 945695 |
| Plains All American Pipeline LP / PAA Finance Corp 4.65% 10/15/2025 (e) | 9730000 | 9722067 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 1509000 | 1247562 |
| Plains All American Pipeline LP / PAA Finance Corp 6.65% 1/15/2037  | 4220000 | 4427261 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 15000000 | 14778702 |
| Shell Finance US Inc 2.375% 11/7/2029  | 26293000 | 24249906 |
| Shell Finance US Inc 4% 5/10/2046  | 3177000 | 2473409 |
| Shell Finance US Inc 4.375% 5/11/2045  | 10565000 | 8734935 |
| Shell International Finance BV 3.125% 11/7/2049  | 11116000 | 7210115 |
| Shell International Finance BV 3.875% 11/13/2028  | 6766000 | 6708725 |
| Shell International Finance BV 6.375% 12/15/2038  | 5337000 | 5791608 |
| Spectra Energy Partners LP 3.375% 10/15/2026  | 12956000 | 12727632 |
| Targa Resources Corp 4.95% 4/15/2052  | 6000000 | 4793262 |
| Targa Resources Corp 6.125% 3/15/2033  | 9100000 | 9372616 |
| Targa Resources Corp 6.125% 5/15/2055  | 3640000 | 3428459 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  | 2000000 | 1828835 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4.875% 2/1/2031  | 2000000 | 1950440 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028  | 1300000 | 1298167 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5.5% 3/1/2030  | 2000000 | 2015536 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 4640000 | 4323467 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 4640000 | 3416946 |
| Transcontinental Gas Pipe Line Co LLC 4.45% 8/1/2042  | 6157000 | 5104884 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  | 3177000 | 2593450 |
| Valero Energy Corp 4% 4/1/2029  | 7408000 | 7234551 |
| Valero Energy Corp 4% 6/1/2052  | 5100000 | 3515979 |
| Valero Energy Corp 6.625% 6/15/2037  | 7605000 | 7983164 |
| Western Gas Partners LP 4.05% 2/1/2030 (f) | 10100000 | 9601408 |
| Western Gas Partners LP 5.45% 11/15/2034  | 12000000 | 11518800 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 18557000 | 18291772 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 6697000 | 5621235 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 3600000 | 3617940 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 2610000 | 2672465 |
| Williams Cos Inc/The 5.75% 6/24/2044  | 1509000 | 1435917 |
|  |  | 791662329 |
| TOTAL ENERGY |  | 821239332 |
| Financials - 6.2% |  |  |
| Banks - 2.6% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (b) | 15408000 | 15052088 |
| Bank of America Corp 1.734% 7/22/2027 (b) | 19987000 | 19333373 |
| Bank of America Corp 2.087% 6/14/2029 (b) | 4543000 | 4217320 |
| Bank of America Corp 2.299% 7/21/2032 (b) | 7772000 | 6668209 |
| Bank of America Corp 2.482% 9/21/2036 (b) | 7000000 | 5851498 |
| Bank of America Corp 2.651% 3/11/2032 (b) | 14674000 | 12989436 |
| Bank of America Corp 2.676% 6/19/2041 (b) | 18560000 | 12941432 |
| Bank of America Corp 2.687% 4/22/2032 (b) | 7115000 | 6283805 |
| Bank of America Corp 2.831% 10/24/2051 (b) | 7984000 | 4821881 |
| Bank of America Corp 2.972% 7/21/2052 (b) | 7772000 | 4846658 |
| Bank of America Corp 3.194% 7/23/2030 (b) | 38178000 | 35965945 |
| Bank of America Corp 3.248% 10/21/2027  | 2979000 | 2906308 |
| Bank of America Corp 3.311% 4/22/2042 (b) | 15200000 | 11328742 |
| Bank of America Corp 3.419% 12/20/2028 (b) | 24064000 | 23349393 |
| Bank of America Corp 3.593% 7/21/2028 (b) | 8818000 | 8629248 |
| Bank of America Corp 3.705% 4/24/2028 (b) | 6991000 | 6872635 |
| Bank of America Corp 3.824% 1/20/2028 (b) | 17200000 | 16969328 |
| Bank of America Corp 3.846% 3/8/2037 (b) | 4603000 | 4122492 |
| Bank of America Corp 3.97% 3/5/2029 (b) | 17399000 | 17087337 |
| Bank of America Corp 3.974% 2/7/2030 (b) | 11231000 | 10953208 |
| Bank of America Corp 4.083% 3/20/2051 (b) | 5027000 | 3882655 |
| Bank of America Corp 4.183% 11/25/2027  | 12307000 | 12200681 |
| Bank of America Corp 4.244% 4/24/2038 (b) | 2000000 | 1773771 |
| Bank of America Corp 4.25% 10/22/2026  | 3177000 | 3163438 |
| Bank of America Corp 4.271% 7/23/2029 (b) | 14306000 | 14145190 |
| Bank of America Corp 4.33% 3/15/2050 (b) | 10398000 | 8399099 |
| Bank of America Corp 4.443% 1/20/2048 (b) | 12114000 | 10057569 |
| Bank of America Corp 4.45% 3/3/2026  | 10327000 | 10310462 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 6000000 | 5998578 |
| Bank of America Corp 4.948% 7/22/2028 (b) | 5000000 | 5031436 |
| Bank of America Corp 5% 1/21/2044  | 4265000 | 3931742 |
| Bank of America Corp 5.015% 7/22/2033 (b) | 8900000 | 8869066 |
| Bank of America Corp 5.08% 1/20/2027 (b) | 22900000 | 22948085 |
| Bank of America Corp 5.288% 4/25/2034 (b) | 6160000 | 6170743 |
| Bank of America Corp 5.425% 8/15/2035 (b) | 3410000 | 3341295 |
| Bank of America Corp 5.511% 1/24/2036 (b)(e) | 19750000 | 19906095 |
| Bank of America Corp 5.518% 10/25/2035 (b) | 2100000 | 2061313 |
| Bank of America Corp 5.744% 2/12/2036 (b) | 12060000 | 11991320 |
| Bank of America Corp 5.872% 9/15/2034 (b) | 1240000 | 1288495 |
| Bank of America Corp 5.875% 2/7/2042  | 2610000 | 2676324 |
| Bank of America Corp 6.11% 1/29/2037  | 6621000 | 6857022 |
| Bank of America Corp 6.204% 11/10/2028 (b) | 7700000 | 7972184 |
| Bank of America Corp 7.75% 5/14/2038  | 3317000 | 3883562 |
| Citibank NA 4.914% 5/29/2030  | 5000000 | 5042553 |
| Citigroup Inc 1.122% 1/28/2027 (b) | 14113000 | 13777545 |
| Citigroup Inc 2.561% 5/1/2032 (b)(e) | 11986000 | 10469375 |
| Citigroup Inc 2.904% 11/3/2042 (b) | 9400000 | 6463537 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 18312000 | 17816276 |
| Citigroup Inc 3.668% 7/24/2028 (b) | 32410000 | 31688618 |
| Citigroup Inc 3.7% 1/12/2026 (e) | 10841000 | 10784033 |
| Citigroup Inc 3.785% 3/17/2033 (b) | 7100000 | 6516618 |
| Citigroup Inc 3.887% 1/10/2028 (b) | 3575000 | 3528151 |
| Citigroup Inc 3.98% 3/20/2030 (b) | 28276000 | 27466288 |
| Citigroup Inc 4.125% 7/25/2028  | 17365000 | 17119531 |
| Citigroup Inc 4.4% 6/10/2025  | 3177000 | 3176261 |
| Citigroup Inc 4.412% 3/31/2031 (b) | 7733000 | 7561155 |
| Citigroup Inc 4.45% 9/29/2027  | 28129000 | 28013279 |
| Citigroup Inc 4.6% 3/9/2026  | 4766000 | 4761468 |
| Citigroup Inc 4.65% 7/23/2048  | 11261000 | 9410522 |
| Citigroup Inc 4.75% 5/18/2046  | 9151000 | 7589971 |
| Citigroup Inc 5.3% 5/6/2044  | 1589000 | 1454507 |
| Citigroup Inc 5.316% 3/26/2041 (b) | 3000000 | 2860796 |
| Citigroup Inc 5.333% 3/27/2036 (b)(e) | 12800000 | 12625486 |
| Citigroup Inc 5.411% 9/19/2039 (b) | 11220000 | 10707826 |
| Citigroup Inc 5.449% 6/11/2035 (b) | 12600000 | 12625300 |
| Citigroup Inc 5.5% 9/13/2025  | 3972000 | 3979282 |
| Citigroup Inc 5.875% 1/30/2042  | 4328000 | 4347458 |
| Citigroup Inc 8.125% 7/15/2039  | 6356000 | 7825441 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 3302000 | 2705499 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (b) | 6360000 | 6366628 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (b) | 5800000 | 5920992 |
| Comerica Inc 3.8% 7/22/2026  | 2899000 | 2859330 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 11793000 | 11350653 |
| Fifth Third Bancorp 4.772% 7/28/2030 (b) | 6100000 | 6079849 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 3651000 | 4263730 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (b) | 1850000 | 1533589 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b) | 3100000 | 3095230 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b) | 10000000 | 10108301 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (b)(e) | 7490000 | 7807359 |
| Huntington National Bank/The 4.552% 5/17/2028 (b) | 10000000 | 9974395 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (b) | 23779000 | 22835627 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (b) | 12760000 | 10924272 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (b) | 9521000 | 8592117 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (b) | 18588000 | 16107888 |
| JPMorgan Chase & Co 2.95% 10/1/2026 (e) | 20041000 | 19681725 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 9908000 | 9021322 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (b) | 11841000 | 7709922 |
| JPMorgan Chase & Co 3.3% 4/1/2026  | 7149000 | 7084609 |
| JPMorgan Chase & Co 3.509% 1/23/2029 (b) | 25133000 | 24453761 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (b) | 13504000 | 13256865 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (b) | 13575000 | 11691504 |
| JPMorgan Chase & Co 3.9% 7/15/2025  | 17158000 | 17145027 |
| JPMorgan Chase & Co 3.96% 1/29/2027 (b) | 9666000 | 9625497 |
| JPMorgan Chase & Co 3.964% 11/15/2048 (b) | 7466000 | 5797116 |
| JPMorgan Chase & Co 4.005% 4/23/2029 (b) | 16311000 | 16062388 |
| JPMorgan Chase & Co 4.125% 12/15/2026  | 4667000 | 4645858 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (b) | 34701000 | 34335030 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) | 9705000 | 9639873 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) | 9454000 | 9215539 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (b) | 14550000 | 14463847 |
| JPMorgan Chase & Co 4.85% 2/1/2044  | 3972000 | 3603071 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) | 20900000 | 20712592 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (b) | 9883000 | 9590069 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 7581000 | 6850527 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (b) | 6050000 | 6106488 |
| JPMorgan Chase & Co 5.012% 1/23/2030 (b) | 12500000 | 12648220 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 8690000 | 8816077 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (b) | 5350000 | 5339773 |
| JPMorgan Chase & Co 5.336% 1/23/2035 (b) | 15000000 | 15092700 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (b) | 8400000 | 8495974 |
| JPMorgan Chase & Co 5.5% 10/15/2040  | 4528000 | 4506192 |
| JPMorgan Chase & Co 5.502% 1/24/2036 (b) | 7500000 | 7588962 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) | 8570000 | 8719284 |
| JPMorgan Chase & Co 5.6% 7/15/2041  | 1192000 | 1195260 |
| JPMorgan Chase & Co 5.625% 8/16/2043 (e) | 3972000 | 3911940 |
| JPMorgan Chase & Co 6.4% 5/15/2038  | 10000000 | 10883544 |
| KeyBank NA/Cleveland OH 3.4% 5/20/2026  | 4289000 | 4231831 |
| KeyCorp 4.789% 6/1/2033 (b) | 7300000 | 6969358 |
| KeyCorp 5.121% 4/4/2031 (b)(e) | 3830000 | 3821846 |
| M&T Bank Corp 5.053% 1/27/2034 (b) | 5000000 | 4844843 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 10008000 | 9631805 |
| PNC Financial Services Group Inc/The 2.6% 7/23/2026 (e) | 19333000 | 18966347 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b)(e) | 5000000 | 4751240 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (b) | 14050000 | 13874759 |
| PNC Financial Services Group Inc/The 4.899% 5/13/2031 (b) | 4000000 | 4003997 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b) | 3520000 | 3576741 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (b) | 11710000 | 11922461 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (b) | 2100000 | 2113975 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 9650000 | 9929390 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (b) | 4700000 | 4794612 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (b) | 10750000 | 11136989 |
| Regions Financial Corp 5.502% 9/6/2035 (b) | 4200000 | 4125018 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (b)(e) | 2000000 | 1921766 |
| Santander Holdings USA Inc 4.4% 7/13/2027  | 4600000 | 4559854 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b) | 2830000 | 2859377 |
| Santander Holdings USA Inc 6.342% 5/31/2035 (b)(e) | 5250000 | 5374458 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 2900000 | 3009421 |
| Truist Financial Corp 1.267% 3/2/2027 (b) | 26042000 | 25340521 |
| Truist Financial Corp 4.916% 7/28/2033 (b) | 4850000 | 4660936 |
| Truist Financial Corp 5.122% 1/26/2034 (b) | 7900000 | 7745097 |
| Truist Financial Corp 5.153% 8/5/2032 (b) | 3000000 | 3016559 |
| Truist Financial Corp 5.711% 1/24/2035 (b) | 4420000 | 4491232 |
| Truist Financial Corp 5.867% 6/8/2034 (b)(e) | 3770000 | 3862287 |
| US Bancorp 1.375% 7/22/2030  | 9666000 | 8235936 |
| US Bancorp 2.677% 1/27/2033 (b) | 6900000 | 5950127 |
| US Bancorp 3% 7/30/2029  | 8603000 | 8064791 |
| US Bancorp 3.1% 4/27/2026  | 7149000 | 7055163 |
| US Bancorp 4.839% 2/1/2034 (b)(e) | 12000000 | 11638304 |
| US Bancorp 5.046% 2/12/2031 (b) | 4820000 | 4853947 |
| US Bancorp 5.1% 7/23/2030 (b) | 4100000 | 4150718 |
| US Bancorp 5.424% 2/12/2036 (b) | 4250000 | 4239938 |
| US Bancorp 5.775% 6/12/2029 (b)(e) | 8900000 | 9187428 |
| Wells Fargo & Co 2.572% 2/11/2031 (b) | 18666000 | 16863383 |
| Wells Fargo & Co 3% 10/23/2026  | 16149000 | 15822622 |
| Wells Fargo & Co 3.068% 4/30/2041 (b) | 14113000 | 10341996 |
| Wells Fargo & Co 3.35% 3/2/2033 (b) | 4543000 | 4074724 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) | 5000000 | 4903983 |
| Wells Fargo & Co 3.55% 9/29/2025  | 3368000 | 3356618 |
| Wells Fargo & Co 3.584% 5/22/2028 (b) | 8313000 | 8145057 |
| Wells Fargo & Co 3.9% 5/1/2045  | 3781000 | 2905088 |
| Wells Fargo & Co 4.1% 6/3/2026  | 2562000 | 2549006 |
| Wells Fargo & Co 4.4% 6/14/2046  | 5672000 | 4490609 |
| Wells Fargo & Co 4.54% 8/15/2026 (b) | 10000000 | 9995952 |
| Wells Fargo & Co 4.75% 12/7/2046  | 12709000 | 10515010 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) | 19800000 | 19460170 |
| Wells Fargo & Co 4.9% 11/17/2045  | 7663000 | 6539427 |
| Wells Fargo & Co 5.013% 4/4/2051 (b) | 4814000 | 4223981 |
| Wells Fargo & Co 5.15% 4/23/2031 (b) | 10580000 | 10706654 |
| Wells Fargo & Co 5.198% 1/23/2030 (b) | 8500000 | 8638934 |
| Wells Fargo & Co 5.244% 1/24/2031 (b) | 10000000 | 10148912 |
| Wells Fargo & Co 5.375% 11/2/2043  | 5336000 | 4918850 |
| Wells Fargo & Co 5.389% 4/24/2034 (b) | 25070000 | 25177165 |
| Wells Fargo & Co 5.499% 1/23/2035 (b) | 9000000 | 9051068 |
| Wells Fargo & Co 5.557% 7/25/2034 (b) | 9000000 | 9115187 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 12000000 | 12310660 |
| Wells Fargo & Co 5.605% 4/23/2036 (b) | 10900000 | 11027328 |
| Wells Fargo & Co 5.606% 1/15/2044  | 9040000 | 8502654 |
|  |  | 1636775863 |
| Capital Markets - 1.6% |  |  |
| Affiliated Managers Group Inc 3.5% 8/1/2025  | 3774000 | 3764861 |
| Ameriprise Financial Inc 5.15% 5/15/2033  | 2900000 | 2925114 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032 (d) | 5950000 | 6009830 |
| Ares Capital Corp 2.15% 7/15/2026  | 20441000 | 19812480 |
| Ares Capital Corp 3.25% 7/15/2025 (e) | 5027000 | 5015880 |
| Ares Capital Corp 5.5% 9/1/2030  | 4000000 | 3968819 |
| Ares Capital Corp 5.95% 7/15/2029  | 7200000 | 7328345 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 7760000 | 7625640 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 2600000 | 2576905 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 16619000 | 14221415 |
| Bank of New York Mellon Corp/The 2.8% 5/4/2026  | 4472000 | 4409200 |
| Bank of New York Mellon Corp/The 4.414% 7/24/2026 (b) | 17300000 | 17287550 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (b) | 7200000 | 7227715 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (b) | 5220000 | 5275498 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b) | 9000000 | 9153164 |
| Bank of New York Mellon Corp/The 5.188% 3/14/2035 (b) | 9740000 | 9733779 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 4530000 | 4567565 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 5390000 | 5119910 |
| Blackrock Inc 2.1% 2/25/2032 (e) | 11503000 | 9802552 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 2590000 | 2536443 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 7400000 | 7468179 |
| Blackstone Private Credit Fund 6% 1/29/2032 (e) | 2260000 | 2257730 |
| Blackstone Private Credit Fund 6% 11/22/2034  | 2100000 | 2025919 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 5340000 | 5351065 |
| Blue Owl Capital Corp 2.875% 6/11/2028  | 6800000 | 6273590 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 2850000 | 2846872 |
| Charles Schwab Corp/The 2% 3/20/2028  | 16771000 | 15800441 |
| Charles Schwab Corp/The 2.45% 3/3/2027  | 19333000 | 18727585 |
| Charles Schwab Corp/The 2.9% 3/3/2032  | 7200000 | 6359510 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (b) | 4350000 | 4619899 |
| CME Group Inc 2.65% 3/15/2032  | 2803000 | 2480214 |
| CME Group Inc 5.3% 9/15/2043  | 4930000 | 4832906 |
| Franklin Resources Inc 1.6% 10/30/2030 (e) | 2000000 | 1704686 |
| GE Capital Funding LLC 4.4% 5/15/2030  | 5000000 | 4878612 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b) | 33156000 | 32527312 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) | 22445000 | 19314401 |
| Goldman Sachs Group Inc/The 2.6% 2/7/2030  | 9666000 | 8830662 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (b) | 24562000 | 21539332 |
| Goldman Sachs Group Inc/The 2.65% 10/21/2032 (b) | 12566000 | 10909360 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) | 5000000 | 4415914 |
| Goldman Sachs Group Inc/The 3.436% 2/24/2043 (b) | 5063000 | 3742692 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b) | 14113000 | 13855055 |
| Goldman Sachs Group Inc/The 3.75% 2/25/2026  | 4622000 | 4598237 |
| Goldman Sachs Group Inc/The 3.85% 1/26/2027  | 24021000 | 23809786 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (b) | 1000000 | 851596 |
| Goldman Sachs Group Inc/The 4.25% 10/21/2025  | 3972000 | 3965558 |
| Goldman Sachs Group Inc/The 4.411% 4/23/2039 (b) | 5770000 | 5066701 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 12534000 | 10857007 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b) | 18500000 | 18658038 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b) | 5550000 | 5627840 |
| Goldman Sachs Group Inc/The 5.33% 7/23/2035 (b) | 13150000 | 13038554 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (b)(e) | 6950000 | 6999286 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (b) | 9800000 | 9383403 |
| Goldman Sachs Group Inc/The 5.734% 1/28/2056 (b) | 7150000 | 6949069 |
| Goldman Sachs Group Inc/The 5.95% 1/15/2027 (e) | 11915000 | 12224166 |
| Goldman Sachs Group Inc/The 6.25% 2/1/2041  | 5900000 | 6153656 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 20049000 | 21564763 |
| Golub Capital BDC Inc 6% 7/15/2029  | 2550000 | 2579737 |
| HPS Corporate Lending Fund 6.25% 9/30/2029  | 4100000 | 4165371 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 8990000 | 7358190 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 10990000 | 7778631 |
| Intercontinental Exchange Inc 3.75% 12/1/2025  | 4567000 | 4548998 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 7411000 | 7252028 |
| Intercontinental Exchange Inc 4% 9/15/2027  | 11200000 | 11100336 |
| Intercontinental Exchange Inc 4.25% 9/21/2048  | 8390000 | 6733370 |
| Intercontinental Exchange Inc 4.6% 3/15/2033  | 4600000 | 4516140 |
| Jefferies Financial Group Inc 2.625% 10/15/2031  | 1933000 | 1648994 |
| Jefferies Financial Group Inc 4.15% 1/23/2030  | 11213000 | 10816651 |
| Jefferies Financial Group Inc 6.2% 4/14/2034  | 4750000 | 4850228 |
| LPL Holdings Inc 5.15% 6/15/2030  | 4110000 | 4119984 |
| LPL Holdings Inc 5.65% 3/15/2035  | 3400000 | 3353055 |
| Moody's Corp 2% 8/19/2031  | 1400000 | 1196641 |
| Moody's Corp 3.25% 1/15/2028  | 12663000 | 12349344 |
| Moody's Corp 4.25% 8/8/2032  | 1000000 | 968408 |
| Moody's Corp 4.875% 12/17/2048  | 8233000 | 7179049 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 7810000 | 7535582 |
| Morgan Stanley 1.593% 5/4/2027 (b) | 11397000 | 11074615 |
| Morgan Stanley 2.239% 7/21/2032 (b) | 21895000 | 18646133 |
| Morgan Stanley 2.475% 1/21/2028 (b) | 2000000 | 1930830 |
| Morgan Stanley 2.484% 9/16/2036 (b) | 1600000 | 1337100 |
| Morgan Stanley 2.511% 10/20/2032 (b) | 3963000 | 3412307 |
| Morgan Stanley 3.125% 7/27/2026  | 4448000 | 4380070 |
| Morgan Stanley 3.217% 4/22/2042 (b) | 14442000 | 10618561 |
| Morgan Stanley 3.591% 7/22/2028 (b) | 47701000 | 46637699 |
| Morgan Stanley 3.772% 1/24/2029 (b) | 9753000 | 9543764 |
| Morgan Stanley 3.875% 1/27/2026  | 6171000 | 6145061 |
| Morgan Stanley 3.95% 4/23/2027  | 27155000 | 26906207 |
| Morgan Stanley 3.971% 7/22/2038 (b) | 18965000 | 16208253 |
| Morgan Stanley 4.3% 1/27/2045  | 1589000 | 1318855 |
| Morgan Stanley 4.375% 1/22/2047  | 8818000 | 7278436 |
| Morgan Stanley 4.457% 4/22/2039 (b) | 6005000 | 5443834 |
| Morgan Stanley 4.654% 10/18/2030 (b) | 15300000 | 15197963 |
| Morgan Stanley 5.042% 7/19/2030 (b) | 8300000 | 8382429 |
| Morgan Stanley 5.123% 2/1/2029 (b) | 14400000 | 14573594 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 4340000 | 4403380 |
| Morgan Stanley 5.297% 4/20/2037 (b) | 7300000 | 7162741 |
| Morgan Stanley 5.32% 7/19/2035 (b) | 8400000 | 8345236 |
| Morgan Stanley 5.587% 1/18/2036 (b) | 24850000 | 25091336 |
| Morgan Stanley 5.597% 3/24/2051 (b) | 10295000 | 9952622 |
| Morgan Stanley 5.664% 4/17/2036 (b) | 4540000 | 4614154 |
| Morgan Stanley 5.948% 1/19/2038 (b) | 8870000 | 8948417 |
| Morgan Stanley 6.296% 10/18/2028 (b) | 24000000 | 24891882 |
| Morgan Stanley 6.375% 7/24/2042  | 2303000 | 2463890 |
| Morgan Stanley 7.25% 4/1/2032  | 795000 | 906202 |
| Nasdaq Inc 2.5% 12/21/2040  | 2000000 | 1346227 |
| Nasdaq Inc 5.35% 6/28/2028  | 4280000 | 4392541 |
| Nasdaq Inc 5.55% 2/15/2034 (e) | 3920000 | 4023711 |
| Nasdaq Inc 5.95% 8/15/2053 (e) | 1232000 | 1222574 |
| Nasdaq Inc 6.1% 6/28/2063 (e) | 4600000 | 4552999 |
| Northern Trust Corp 1.95% 5/1/2030  | 17158000 | 15214475 |
| S&P Global Inc 2.9% 3/1/2032  | 34219000 | 30681305 |
| S&P Global Inc 2.95% 1/22/2027  | 4833000 | 4735894 |
| State Street Corp 1.684% 11/18/2027 (b) | 15869000 | 15275656 |
| State Street Corp 2.65% 5/19/2026  | 5997000 | 5901337 |
| State Street Corp 4.729% 2/28/2030  | 7000000 | 7042621 |
| State Street Corp 4.821% 1/26/2034 (b) | 5200000 | 5101741 |
| State Street Corp 4.834% 4/24/2030  | 4760000 | 4800846 |
| State Street Corp 5.146% 2/28/2036 (b) | 7000000 | 6961376 |
|  |  | 1025991872 |
| Consumer Finance - 0.6% |  |  |
| Ally Financial Inc 2.2% 11/2/2028  | 11270000 | 10285999 |
| Ally Financial Inc 6.184% 7/26/2035 (b) | 6930000 | 6892649 |
| Ally Financial Inc 6.848% 1/3/2030 (b)(e) | 2900000 | 3027654 |
| Ally Financial Inc 6.992% 6/13/2029 (b) | 2870000 | 2998520 |
| Ally Financial Inc 8% 11/1/2031  | 2000000 | 2237901 |
| American Express Co 3.95% 8/1/2025  | 18100000 | 18090681 |
| American Express Co 4.05% 12/3/2042  | 5541000 | 4604848 |
| American Express Co 5.282% 7/27/2029 (b) | 12000000 | 12278736 |
| American Express Co 5.284% 7/26/2035 (b) | 10480000 | 10440140 |
| American Express Co 5.442% 1/30/2036 (b) | 4700000 | 4731016 |
| Capital One Financial Corp 2.359% 7/29/2032 (b)(e) | 3300000 | 2732191 |
| Capital One Financial Corp 3.75% 3/9/2027  | 28095000 | 27739504 |
| Capital One Financial Corp 3.75% 7/28/2026  | 7746000 | 7657823 |
| Capital One Financial Corp 3.8% 1/31/2028  | 10327000 | 10124124 |
| Capital One Financial Corp 4.5% 1/30/2026  | 14948000 | 14927253 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 5600000 | 5650779 |
| Capital One Financial Corp 5.817% 2/1/2034 (b) | 3450000 | 3495073 |
| Capital One Financial Corp 5.884% 7/26/2035 (b)(e) | 3450000 | 3494454 |
| Capital One Financial Corp 6.051% 2/1/2035 (b) | 6850000 | 7029701 |
| Capital One Financial Corp 6.377% 6/8/2034 (b) | 3470000 | 3626711 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 9000000 | 8987393 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028 (e) | 4680000 | 4689398 |
| Ford Motor Credit Co LLC 6.125% 3/8/2034  | 5000000 | 4750688 |
| Ford Motor Credit Co LLC 6.5% 2/7/2035 (e) | 3750000 | 3656690 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 10510000 | 10734296 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 23835000 | 24334199 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033 (e) | 9590000 | 9742140 |
| GE Capital International Funding Co Unlimited Co 3.373% 11/15/2025  | 22877000 | 22722152 |
| John Deere Capital Corp 2.65% 6/10/2026  | 3972000 | 3906229 |
| John Deere Capital Corp 2.8% 9/8/2027  | 5561000 | 5385643 |
| John Deere Capital Corp 3.45% 3/7/2029  | 15887000 | 15400791 |
| John Deere Capital Corp 5.05% 6/12/2034  | 6740000 | 6747240 |
| Synchrony Financial 3.7% 8/4/2026  | 3752000 | 3696629 |
| Synchrony Financial 5.15% 3/19/2029  | 21635000 | 21458316 |
| Toyota Motor Credit Corp 1.15% 8/13/2027  | 16723000 | 15649370 |
| Toyota Motor Credit Corp 1.9% 1/13/2027  | 8796000 | 8459378 |
| Toyota Motor Credit Corp 3.05% 3/22/2027  | 11570000 | 11310614 |
| Toyota Motor Credit Corp 4.45% 6/29/2029  | 2000000 | 2002143 |
| Toyota Motor Credit Corp 4.55% 8/9/2029 (e) | 17190000 | 17227329 |
| Toyota Motor Credit Corp 4.6% 10/10/2031  | 4270000 | 4231752 |
|  |  | 367158147 |
| Financial Services - 0.7% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 15853000 | 13860797 |
| Berkshire Hathaway Inc 3.125% 3/15/2026  | 9135000 | 9051218 |
| Berkshire Hathaway Inc 4.5% 2/11/2043  | 1589000 | 1444285 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030 (e) | 6935000 | 6869071 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 6921000 | 7071442 |
| BP Capital Markets America Inc 2.721% 1/12/2032  | 28999000 | 25484924 |
| BP Capital Markets America Inc 3% 2/24/2050  | 11116000 | 6967067 |
| BP Capital Markets America Inc 3.017% 1/16/2027 (e) | 7547000 | 7396074 |
| BP Capital Markets America Inc 3.06% 6/17/2041  | 6766000 | 4864708 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 5950000 | 5840022 |
| BP Capital Markets America Inc 5.017% 11/17/2027  | 4820000 | 4895347 |
| BP Capital Markets America Inc 5.227% 11/17/2034  | 7410000 | 7378122 |
| CNH Industrial Capital LLC 4.75% 3/21/2028  | 5320000 | 5330051 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 4549000 | 4187244 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 4800000 | 3935159 |
| Corebridge Financial Inc 6.875% 12/15/2052 (b) | 5300000 | 5380284 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 5700000 | 5790672 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 7675000 | 7109717 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 8313000 | 5730390 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 6519000 | 6474912 |
| Equitable Holdings Inc 5% 4/20/2048  | 2000000 | 1715307 |
| Equitable Holdings Inc 5.594% 1/11/2033 (e) | 2700000 | 2753306 |
| Fidelity National Information Services Inc 1.15% 3/1/2026  | 16937000 | 16501763 |
| Fidelity National Information Services Inc 2.25% 3/1/2031 (e) | 16065000 | 13890382 |
| Fiserv Inc 3.5% 7/1/2029  | 8797000 | 8386437 |
| Fiserv Inc 4.4% 7/1/2049  | 14614000 | 11471314 |
| Global Payments Inc 1.2% 3/1/2026  | 23465000 | 22837317 |
| Global Payments Inc 2.15% 1/15/2027  | 10000000 | 9603301 |
| Global Payments Inc 2.9% 5/15/2030  | 2000000 | 1812246 |
| Global Payments Inc 4.45% 6/1/2028  | 2000000 | 1982061 |
| Global Payments Inc 5.95% 8/15/2052 (e) | 5500000 | 5110767 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e) | 2730000 | 2740196 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030 (d) | 3010000 | 2984068 |
| Jackson Financial Inc 5.17% 6/8/2027  | 9500000 | 9573413 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 8000000 | 6876643 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 19650000 | 19904271 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.75% 3/15/2034  | 8400000 | 9024910 |
| Mastercard Inc 3.3% 3/26/2027  | 5744000 | 5670660 |
| Mastercard Inc 3.35% 3/26/2030  | 7992000 | 7642277 |
| Mastercard Inc 3.8% 11/21/2046  | 3019000 | 2338590 |
| Mastercard Inc 3.85% 3/26/2050  | 14152000 | 10860921 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 14810000 | 13998665 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033  | 5500000 | 5745712 |
| PayPal Holdings Inc 1.65% 6/1/2025  | 10855000 | 10855000 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 12566000 | 11311299 |
| PayPal Holdings Inc 4.4% 6/1/2032 (e) | 10000000 | 9739624 |
| PayPal Holdings Inc 5.1% 4/1/2035  | 8900000 | 8773920 |
| Sixth Street Lending Partners 6.5% 3/11/2029 (e) | 3790000 | 3887722 |
| Visa Inc 1.1% 2/15/2031  | 16240000 | 13732658 |
| Visa Inc 1.9% 4/15/2027  | 11387000 | 10942635 |
| Visa Inc 2.05% 4/15/2030  | 16761000 | 15118010 |
| Visa Inc 2.7% 4/15/2040  | 9473000 | 7034347 |
| Visa Inc 2.75% 9/15/2027  | 9468000 | 9202214 |
| Visa Inc 3.15% 12/14/2025  | 9257000 | 9196268 |
| Visa Inc 4.3% 12/14/2045  | 5275000 | 4501246 |
| Voya Financial Inc 3.65% 6/15/2026  | 12542000 | 12426533 |
| Voya Financial Inc 5.7% 7/15/2043  | 2979000 | 2810503 |
|  |  | 468018012 |
| Insurance - 0.7% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 4833000 | 4660413 |
| AFLAC Inc 4% 10/15/2046  | 3003000 | 2298025 |
| Allstate Corp/The 3.28% 12/15/2026 (e) | 3750000 | 3685494 |
| Allstate Corp/The 4.2% 12/15/2046  | 6005000 | 4768713 |
| American International Group Inc 3.875% 1/15/2035  | 2145000 | 1919989 |
| American International Group Inc 4.2% 4/1/2028  | 14734000 | 14623713 |
| American International Group Inc 4.375% 6/30/2050  | 4543000 | 3671683 |
| American International Group Inc 4.5% 7/16/2044  | 7050000 | 5984775 |
| American International Group Inc 4.75% 4/1/2048  | 7808000 | 6722753 |
| Aon Corp 3.75% 5/2/2029  | 1800000 | 1748636 |
| Aon Global Ltd 4.6% 6/14/2044  | 1271000 | 1067515 |
| Aon Global Ltd 4.75% 5/15/2045  | 4671000 | 3994021 |
| Aon North America Inc 5.45% 3/1/2034  | 5950000 | 6015996 |
| Aon North America Inc 5.75% 3/1/2054  | 3200000 | 3055279 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 1200000 | 807734 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 4910000 | 4948313 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 5450000 | 5363826 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 3949000 | 3661023 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 4060000 | 3885364 |
| Assurant Inc 4.9% 3/27/2028 (e) | 3900000 | 3907520 |
| Athene Holding Ltd 3.5% 1/15/2031  | 5413000 | 5021336 |
| Athene Holding Ltd 3.95% 5/25/2051  | 2000000 | 1359043 |
| Athene Holding Ltd 4.125% 1/12/2028  | 2000000 | 1966338 |
| Athene Holding Ltd 6.625% 10/15/2054 (b) | 2940000 | 2891022 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 14016000 | 8555359 |
| Baylor Scott & White Holdings 3.967% 11/15/2046  | 1986000 | 1549264 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030 (e) | 7588000 | 6587837 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 10633000 | 6688944 |
| Berkshire Hathaway Fin Corp 2.875% 3/15/2032 (e) | 2000000 | 1827672 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 9429000 | 7739511 |
| Berkshire Hathaway Fin Corp 5.75% 1/15/2040  | 11222000 | 11886752 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 7600000 | 4817324 |
| Brown & Brown Inc 4.2% 3/17/2032 (e) | 6283000 | 5873257 |
| Chubb Corp/The 6.5% 5/15/2038  | 2788000 | 3077153 |
| Chubb INA Holdings LLC 1.375% 9/15/2030 (e) | 21411000 | 18393539 |
| Chubb INA Holdings LLC 3.35% 5/3/2026  | 7152000 | 7082315 |
| Chubb INA Holdings LLC 4.35% 11/3/2045 (e) | 3177000 | 2658101 |
| Chubb INA Holdings LLC 5% 3/15/2034  | 3100000 | 3102753 |
| CNA Financial Corp 5.5% 6/15/2033  | 3100000 | 3129814 |
| First American Financial Corp 5.45% 9/30/2034  | 3050000 | 2954468 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 5649000 | 5264098 |
| Hartford Insurance Group Inc/The 3.6% 8/19/2049  | 6760000 | 4821659 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048  | 7713000 | 6326955 |
| Lincoln National Corp 3.625% 12/12/2026  | 4766000 | 4695322 |
| Markel Group Inc 3.35% 9/17/2029  | 4833000 | 4605522 |
| Markel Group Inc 3.5% 11/1/2027  | 4000000 | 3902441 |
| Markel Group Inc 6% 5/16/2054  | 5200000 | 5063045 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 3868000 | 3080158 |
| Marsh & McLennan Cos Inc 4.35% 1/30/2047  | 2224000 | 1834626 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  | 6116000 | 6112811 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 4930000 | 4950232 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 5430000 | 5452701 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049 (e) | 7388000 | 6488443 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 5500000 | 5411294 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 4170000 | 3978279 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 5520000 | 5157154 |
| MetLife Inc 3.6% 11/13/2025  | 9666000 | 9622127 |
| MetLife Inc 4.125% 8/13/2042  | 6959000 | 5720292 |
| MetLife Inc 4.55% 3/23/2030 (e) | 8990000 | 9049087 |
| MetLife Inc 4.6% 5/13/2046  | 3589000 | 3120338 |
| MetLife Inc 4.721% 12/15/2044 (b) | 3972000 | 3448003 |
| MetLife Inc 5.375% 7/15/2033 (e) | 5845000 | 6017401 |
| MetLife Inc 5.875% 2/6/2041  | 2059000 | 2097928 |
| MetLife Inc 6.375% 6/15/2034 (e) | 2000000 | 2182814 |
| Principal Financial Group Inc 4.3% 11/15/2046  | 6356000 | 5174751 |
| Principal Financial Group Inc 5.375% 3/15/2033 (e) | 1200000 | 1216696 |
| Progressive Corp/The 2.45% 1/15/2027  | 3765000 | 3657067 |
| Progressive Corp/The 2.5% 3/15/2027  | 7346000 | 7127876 |
| Progressive Corp/The 3% 3/15/2032  | 13862000 | 12467465 |
| Progressive Corp/The 4.2% 3/15/2048  | 4398000 | 3542287 |
| Prudential Financial Inc 3.878% 3/27/2028  | 3305000 | 3274379 |
| Prudential Financial Inc 3.905% 12/7/2047  | 437000 | 330843 |
| Prudential Financial Inc 3.935% 12/7/2049  | 8515000 | 6347817 |
| Prudential Financial Inc 4.35% 2/25/2050  | 9924000 | 7988603 |
| Prudential Financial Inc 4.418% 3/27/2048  | 5044000 | 4108530 |
| Prudential Financial Inc 5.125% 3/1/2052 (b) | 3335000 | 3204245 |
| Prudential Financial Inc 5.7% 12/14/2036  | 302000 | 310381 |
| Prudential Financial Inc 6% 9/1/2052 (b) | 5360000 | 5350795 |
| Prudential Financial Inc 6.75% 3/1/2053 (b)(e) | 1800000 | 1876563 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 982000 | 983577 |
| The Travelers Companies, Inc. 4.1% 3/4/2049  | 4833000 | 3796198 |
| The Travelers Companies, Inc. 4.3% 8/25/2045  | 1159000 | 958680 |
| The Travelers Companies, Inc. 5.45% 5/25/2053  | 2300000 | 2200132 |
| The Travelers Companies, Inc. 6.25% 6/15/2037 (e) | 6633000 | 7200629 |
| The Travelers Companies, Inc. 6.75% 6/20/2036  | 4500000 | 5059187 |
| Unum Group 6% 6/15/2054  | 4580000 | 4402671 |
| Willis North America Inc 4.65% 6/15/2027  | 5827000 | 5849874 |
| Willis North America Inc 5.35% 5/15/2033  | 6000000 | 6042176 |
|  |  | 414826739 |
| TOTAL FINANCIALS |  | 3912770633 |
| Health Care - 2.6% |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 8990000 | 8813076 |
| AbbVie Inc 3.2% 11/21/2029  | 15370000 | 14579027 |
| AbbVie Inc 4.05% 11/21/2039  | 8990000 | 7676088 |
| AbbVie Inc 4.25% 11/14/2028 (e) | 6585000 | 6584219 |
| AbbVie Inc 4.25% 11/21/2049  | 14886000 | 11926221 |
| AbbVie Inc 4.3% 5/14/2036  | 4972000 | 4600620 |
| AbbVie Inc 4.4% 11/6/2042  | 3793000 | 3256562 |
| AbbVie Inc 4.45% 5/14/2046  | 5561000 | 4661752 |
| AbbVie Inc 4.5% 5/14/2035  | 10000000 | 9508941 |
| AbbVie Inc 4.55% 3/15/2035  | 5282000 | 5042793 |
| AbbVie Inc 4.7% 5/14/2045  | 10467000 | 9189477 |
| AbbVie Inc 4.75% 3/15/2045  | 5028000 | 4420635 |
| AbbVie Inc 4.8% 3/15/2029  | 6500000 | 6594014 |
| AbbVie Inc 4.875% 11/14/2048  | 4630000 | 4095237 |
| AbbVie Inc 5.05% 3/15/2034  | 9930000 | 9958838 |
| AbbVie Inc 5.4% 3/15/2054  | 6500000 | 6152340 |
| Amgen Inc 1.65% 8/15/2028  | 15418000 | 14148993 |
| Amgen Inc 2.3% 2/25/2031  | 16400000 | 14391710 |
| Amgen Inc 2.6% 8/19/2026  | 8340000 | 8167897 |
| Amgen Inc 2.8% 8/15/2041  | 15756000 | 11098940 |
| Amgen Inc 3.35% 2/22/2032  | 5640000 | 5155150 |
| Amgen Inc 3.375% 2/21/2050  | 8893000 | 6087193 |
| Amgen Inc 4.4% 5/1/2045  | 7888000 | 6542031 |
| Amgen Inc 4.663% 6/15/2051  | 9908000 | 8218508 |
| Amgen Inc 4.875% 3/1/2053  | 8280000 | 7045210 |
| Amgen Inc 5.15% 3/2/2028  | 12880000 | 13115497 |
| Amgen Inc 5.25% 3/2/2033  | 8730000 | 8810123 |
| Amgen Inc 5.6% 3/2/2043  | 10000000 | 9704625 |
| Amgen Inc 5.65% 3/2/2053  | 11643000 | 11083239 |
| Biogen Inc 2.25% 5/1/2030  | 1600000 | 1419203 |
| Biogen Inc 4.05% 9/15/2025  | 10000000 | 9994334 |
| Gilead Sciences Inc 1.65% 10/1/2030  | 11928000 | 10299136 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 11832000 | 7193158 |
| Gilead Sciences Inc 3.65% 3/1/2026  | 4909000 | 4876536 |
| Gilead Sciences Inc 4.15% 3/1/2047  | 9882000 | 7902336 |
| Gilead Sciences Inc 4.75% 3/1/2046  | 8737000 | 7648705 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 4900000 | 4968167 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 4500000 | 4302092 |
| Regeneron Pharmaceuticals Inc 1.75% 9/15/2030  | 2000000 | 1713337 |
|  |  | 300945960 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Abbott Laboratories 3.75% 11/30/2026  | 5539000 | 5514457 |
| Abbott Laboratories 4.75% 11/30/2036  | 3575000 | 3498145 |
| Abbott Laboratories 4.9% 11/30/2046  | 8261000 | 7659740 |
| Baxter International Inc 1.915% 2/1/2027  | 11725000 | 11213530 |
| Baxter International Inc 2.539% 2/1/2032 (e) | 12914000 | 11074346 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 6989000 | 6384808 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 22048000 | 21717676 |
| Becton Dickinson & Co 4.685% 12/15/2044  | 8630000 | 7295006 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 6000000 | 6086838 |
| Boston Scientific Corp 4% 3/1/2029  | 8579000 | 8468809 |
| Boston Scientific Corp 4.7% 3/1/2049 (e) | 13845000 | 12123303 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 5180000 | 5317671 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032  | 10170000 | 10677012 |
| Medtronic Inc 4.625% 3/15/2045  | 10267000 | 8998003 |
| Solventum Corp 5.6% 3/23/2034  | 16050000 | 16188437 |
| Stryker Corp 1.95% 6/15/2030  | 7395000 | 6522255 |
| Stryker Corp 2.9% 6/15/2050  | 7395000 | 4708935 |
| Stryker Corp 4.25% 9/11/2029  | 4400000 | 4367905 |
| Stryker Corp 4.625% 9/11/2034  | 2000000 | 1934865 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 3800000 | 3856186 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  | 4000000 | 4037521 |
|  |  | 167645448 |
| Health Care Providers & Services - 1.1% |  |  |
| Allina Health System 3.887% 4/15/2049  | 5269000 | 3900706 |
| Banner Health 2.907% 1/1/2042  | 1305000 | 893710 |
| Banner Health 2.913% 1/1/2051  | 10923000 | 6827084 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 10657000 | 7153998 |
| Cardinal Health Inc 4.368% 6/15/2047  | 11033000 | 8733348 |
| Cencora Inc 4.85% 12/15/2029  | 5700000 | 5743858 |
| Cencora Inc 5.15% 2/15/2035  | 5500000 | 5453035 |
| Centene Corp 2.5% 3/1/2031  | 2000000 | 1698156 |
| Centene Corp 2.625% 8/1/2031  | 14500000 | 12281736 |
| Centene Corp 3.375% 2/15/2030  | 16200000 | 14764675 |
| Children's Hospital Medical Center/Cincinnati OH 4.268% 5/15/2044  | 2637000 | 2182289 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 8032000 | 4773520 |
| Cigna Group/The 4.125% 11/15/2025 (e) | 7829000 | 7809173 |
| Cigna Group/The 4.375% 10/15/2028  | 21090000 | 20972329 |
| Cigna Group/The 4.5% 2/25/2026  | 9262000 | 9259099 |
| Cigna Group/The 4.8% 7/15/2046  | 6037000 | 5124198 |
| Cigna Group/The 4.8% 8/15/2038  | 18723000 | 17122104 |
| Cigna Group/The 4.9% 12/15/2048  | 6764000 | 5731968 |
| Cigna Group/The 6.125% 11/15/2041  | 2383000 | 2418229 |
| CommonSpirit Health 3.91% 10/1/2050  | 12300000 | 8729685 |
| CommonSpirit Health 4.35% 11/1/2042  | 1589000 | 1298690 |
| CVS Health Corp 2.875% 6/1/2026  | 5958000 | 5851046 |
| CVS Health Corp 3% 8/15/2026  | 13153000 | 12899723 |
| CVS Health Corp 3.25% 8/15/2029  | 13963000 | 13117433 |
| CVS Health Corp 3.875% 7/20/2025  | 3701000 | 3696094 |
| CVS Health Corp 4.3% 3/25/2028  | 18985000 | 18774472 |
| CVS Health Corp 4.875% 7/20/2035 (e) | 2462000 | 2299427 |
| CVS Health Corp 5% 1/30/2029  | 19800000 | 19933718 |
| CVS Health Corp 5.05% 3/25/2048  | 21765000 | 18146627 |
| CVS Health Corp 5.125% 7/20/2045  | 6997000 | 6001083 |
| CVS Health Corp 5.3% 12/5/2043  | 3489000 | 3056558 |
| CVS Health Corp 5.3% 6/1/2033  | 15530000 | 15330202 |
| CVS Health Corp 5.625% 2/21/2053  | 3100000 | 2754809 |
| CVS Health Corp 5.7% 6/1/2034  | 6850000 | 6889154 |
| CVS Health Corp 6.05% 6/1/2054  | 6650000 | 6271505 |
| Elevance Health Inc 2.55% 3/15/2031  | 1100000 | 973600 |
| Elevance Health Inc 3.125% 5/15/2050  | 6766000 | 4278490 |
| Elevance Health Inc 3.65% 12/1/2027  | 27589000 | 27086263 |
| Elevance Health Inc 4.1% 5/15/2032  | 9100000 | 8576134 |
| Elevance Health Inc 4.375% 12/1/2047  | 8311000 | 6604221 |
| Elevance Health Inc 4.55% 3/1/2048  | 3741000 | 3025789 |
| Elevance Health Inc 4.625% 5/15/2042  | 2065000 | 1767954 |
| Elevance Health Inc 4.65% 1/15/2043  | 1589000 | 1359131 |
| Elevance Health Inc 4.75% 2/15/2030  | 1000000 | 1004651 |
| Elevance Health Inc 4.75% 2/15/2033  | 10000000 | 9721210 |
| Elevance Health Inc 5.2% 2/15/2035  | 1000000 | 992350 |
| Elevance Health Inc 5.7% 2/15/2055  | 7340000 | 6901563 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 8468000 | 6082137 |
| HCA Inc 3.625% 3/15/2032  | 2000000 | 1814632 |
| HCA Inc 4.125% 6/15/2029  | 11900000 | 11587012 |
| HCA Inc 4.375% 3/15/2042  | 10000000 | 8061647 |
| HCA Inc 5.25% 3/1/2030  | 7430000 | 7541485 |
| HCA Inc 5.25% 6/15/2049  | 18865000 | 16316013 |
| HCA Inc 5.6% 4/1/2034  | 10000000 | 10055627 |
| HCA Inc 5.75% 3/1/2035  | 7500000 | 7559153 |
| HCA Inc 6.2% 3/1/2055  | 7440000 | 7264401 |
| Humana Inc 1.35% 2/3/2027  | 10039000 | 9557347 |
| Humana Inc 2.15% 2/3/2032  | 11863000 | 9717939 |
| Humana Inc 3.125% 8/15/2029  | 6457000 | 6014873 |
| Humana Inc 4.95% 10/1/2044  | 1986000 | 1654715 |
| Humana Inc 5.95% 3/15/2034  | 10850000 | 11018477 |
| Humana Inc 6% 5/1/2055  | 3260000 | 3022115 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 3056000 | 3131690 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 9083000 | 6315581 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 7259000 | 4882230 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 5204000 | 4146858 |
| Kaiser Foundation Hospitals 4.875% 4/1/2042  | 1430000 | 1295476 |
| Mass General Brigham Inc 4.117% 7/1/2055  | 2780000 | 2131821 |
| McKesson Corp 4.65% 5/30/2030  | 2200000 | 2203091 |
| McKesson Corp 5.25% 5/30/2035  | 4290000 | 4300008 |
| Memorial Sloan-Kettering Cancer Center 4.2% 7/1/2055  | 2383000 | 1866696 |
| MyMichigan Health 3.409% 6/1/2050  | 3730000 | 2488777 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 2780000 | 2191934 |
| New York and Presbyterian Hospital/The 4.063% 8/1/2056  | 2089000 | 1560777 |
| Novant Health Inc 3.168% 11/1/2051  | 6588000 | 4205038 |
| NYU Langone Hospitals 4.784% 7/1/2044  | 6037000 | 5272477 |
| Orlando Health Obligated Grp 3.327% 10/1/2050  | 6016000 | 4083245 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 1208000 | 809929 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 2136000 | 1154854 |
| Sabra Health Care LP 3.2% 12/1/2031  | 2000000 | 1741886 |
| Sutter Health 3.361% 8/15/2050  | 14596000 | 9764946 |
| Sutter Health 5.537% 8/15/2035  | 460000 | 466543 |
| Trinity Health Corp 2.632% 12/1/2040  | 3512000 | 2435803 |
| UnitedHealth Group Inc 1.15% 5/15/2026  | 3155000 | 3056621 |
| UnitedHealth Group Inc 1.25% 1/15/2026  | 6254000 | 6122267 |
| UnitedHealth Group Inc 2% 5/15/2030  | 2900000 | 2554426 |
| UnitedHealth Group Inc 2.3% 5/15/2031  | 2662000 | 2309995 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 6273000 | 3771214 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 16300000 | 11604354 |
| UnitedHealth Group Inc 3.25% 5/15/2051  | 3045000 | 1944795 |
| UnitedHealth Group Inc 3.375% 4/15/2027  | 4289000 | 4204363 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 8334000 | 5847185 |
| UnitedHealth Group Inc 3.75% 10/15/2047  | 7594000 | 5451925 |
| UnitedHealth Group Inc 3.75% 7/15/2025  | 2780000 | 2777167 |
| UnitedHealth Group Inc 3.85% 6/15/2028  | 9222000 | 9069653 |
| UnitedHealth Group Inc 3.875% 12/15/2028  | 11908000 | 11640452 |
| UnitedHealth Group Inc 3.875% 8/15/2059  | 9958000 | 6725898 |
| UnitedHealth Group Inc 4.2% 1/15/2047  | 2859000 | 2209833 |
| UnitedHealth Group Inc 4.375% 3/15/2042  | 9373000 | 7820400 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 7300000 | 6899494 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 1327000 | 1132249 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 4700000 | 3864125 |
| UnitedHealth Group Inc 5.15% 7/15/2034  | 7200000 | 7105664 |
| UnitedHealth Group Inc 5.25% 2/15/2028  | 8360000 | 8518386 |
| UnitedHealth Group Inc 5.35% 2/15/2033  | 7610000 | 7679259 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 12470000 | 11654961 |
| UnitedHealth Group Inc 5.8% 3/15/2036  | 1000000 | 1022497 |
| UnitedHealth Group Inc 5.875% 2/15/2053  | 7600000 | 7336325 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 2000000 | 2155965 |
| UnitedHealth Group Inc 6.875% 2/15/2038 (e) | 1300000 | 1439875 |
| Universal Health Services Inc 2.65% 10/15/2030  | 4000000 | 3511603 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 4940000 | 3037780 |
|  |  | 696370761 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 3810000 | 3788938 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 3550000 | 3425395 |
| Danaher Corp 4.375% 9/15/2045  | 1883000 | 1598459 |
| Revvity Inc 2.25% 9/15/2031  | 5519000 | 4640965 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 12965000 | 12055295 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033  | 2820000 | 2845412 |
| Thermo Fisher Scientific Inc 5.3% 2/1/2044  | 4622000 | 4365842 |
|  |  | 32720306 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 3.2% 6/15/2026  | 2128000 | 2103335 |
| Bristol-Myers Squibb Co 3.25% 8/1/2042  | 2224000 | 1625548 |
| Bristol-Myers Squibb Co 3.4% 7/26/2029 (e) | 4508000 | 4340607 |
| Bristol-Myers Squibb Co 3.55% 3/15/2042  | 18866000 | 14549610 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 3769000 | 3269983 |
| Bristol-Myers Squibb Co 4.25% 10/26/2049  | 9631000 | 7586851 |
| Bristol-Myers Squibb Co 4.35% 11/15/2047  | 5317000 | 4324995 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 11255000 | 9429515 |
| Bristol-Myers Squibb Co 4.9% 2/22/2029  | 7530000 | 7670759 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 12270000 | 12363875 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 8543000 | 8112614 |
| Eli Lilly & Co 2.25% 5/15/2050  | 17138000 | 9484497 |
| Eli Lilly & Co 4.2% 8/14/2029  | 6460000 | 6449785 |
| Eli Lilly & Co 4.6% 8/14/2034  | 5440000 | 5303241 |
| Eli Lilly & Co 4.75% 2/12/2030  | 3250000 | 3302788 |
| Eli Lilly & Co 4.875% 2/27/2053  | 4640000 | 4118554 |
| Eli Lilly & Co 4.95% 2/27/2063  | 3300000 | 2905514 |
| Eli Lilly & Co 5.05% 8/14/2054 (e) | 7780000 | 7103090 |
| Eli Lilly & Co 5.1% 2/12/2035  | 3000000 | 3018497 |
| Eli Lilly & Co 5.5% 2/12/2055  | 2820000 | 2758528 |
| Eli Lilly & Co 5.6% 2/12/2065  | 3000000 | 2935806 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 14422000 | 14181066 |
| Haleon US Capital LLC 3.625% 3/24/2032  | 14451000 | 13389666 |
| Johnson & Johnson 2.1% 9/1/2040  | 7409000 | 4987002 |
| Johnson & Johnson 2.45% 3/1/2026 (e) | 4440000 | 4371925 |
| Johnson & Johnson 2.45% 9/1/2060  | 7409000 | 3962364 |
| Johnson & Johnson 3.4% 1/15/2038  | 7411000 | 6252655 |
| Johnson & Johnson 3.5% 1/15/2048  | 4766000 | 3574468 |
| Johnson & Johnson 3.625% 3/3/2037  | 3177000 | 2787015 |
| Johnson & Johnson 4.375% 12/5/2033 (e) | 2600000 | 2564994 |
| Johnson & Johnson 4.5% 12/5/2043 (e) | 5262000 | 4773520 |
| Johnson & Johnson 4.5% 9/1/2040 (e) | 1800000 | 1679900 |
| Johnson & Johnson 4.85% 5/15/2041  | 3383000 | 3231542 |
| Johnson & Johnson 4.9% 6/1/2031  | 5000000 | 5131091 |
| Merck & Co Inc 2.35% 6/24/2040  | 10000000 | 6828278 |
| Merck & Co Inc 2.45% 6/24/2050  | 4418000 | 2512617 |
| Merck & Co Inc 3.6% 9/15/2042  | 1589000 | 1227698 |
| Merck & Co Inc 3.7% 2/10/2045  | 5084000 | 3918572 |
| Merck & Co Inc 3.9% 3/7/2039  | 11666000 | 10016673 |
| Merck & Co Inc 4.05% 5/17/2028  | 7500000 | 7498318 |
| Merck & Co Inc 4.5% 5/17/2033 (e) | 11325000 | 11128032 |
| Merck & Co Inc 5% 5/17/2053 (e) | 11000000 | 9845360 |
| Mylan Inc 5.2% 4/15/2048  | 2383000 | 1797939 |
| Novartis Capital Corp 2.75% 8/14/2050  | 10923000 | 6773850 |
| Novartis Capital Corp 3% 11/20/2025 (e) | 8317000 | 8269657 |
| Novartis Capital Corp 3.1% 5/17/2027  | 4679000 | 4596748 |
| Novartis Capital Corp 3.7% 9/21/2042  | 2244000 | 1791685 |
| Novartis Capital Corp 4% 11/20/2045  | 4162000 | 3377494 |
| Pfizer Inc 2.55% 5/28/2040  | 7297000 | 5093141 |
| Pfizer Inc 2.7% 5/28/2050  | 3596000 | 2163441 |
| Pfizer Inc 3% 12/15/2026  | 5321000 | 5237772 |
| Pfizer Inc 3.45% 3/15/2029  | 6618000 | 6435184 |
| Pfizer Inc 3.9% 3/15/2039  | 5004000 | 4248068 |
| Pfizer Inc 4% 12/15/2036 (e) | 9447000 | 8534852 |
| Pfizer Inc 4.1% 9/15/2038  | 2000000 | 1754944 |
| Pfizer Inc 4.125% 12/15/2046  | 2613000 | 2085773 |
| Pfizer Inc 4.2% 9/15/2048  | 6196000 | 4975114 |
| Pfizer Inc 4.4% 5/15/2044  | 3328000 | 2837612 |
| Pfizer Inc 7.2% 3/15/2039  | 4289000 | 5000953 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 20080000 | 20183363 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 9923000 | 9986715 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 6140000 | 6037522 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 10390000 | 9685566 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 17600000 | 15826676 |
| Royalty Pharma PLC 3.35% 9/2/2051  | 8800000 | 5461691 |
| Shire Acquisitions Investments Ireland DAC 3.2% 9/23/2026  | 710000 | 699319 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 1355000 | 1337293 |
| Utah Acquisition Sub Inc 5.25% 6/15/2046 (e) | 2622000 | 2027780 |
| Viatris Inc 2.7% 6/22/2030 (e) | 12760000 | 11160964 |
| Viatris Inc 4% 6/22/2050  | 8750000 | 5598904 |
| Wyeth LLC 5.95% 4/1/2037  | 2000000 | 2095493 |
| Zoetis Inc 3.95% 9/12/2047  | 1589000 | 1226217 |
| Zoetis Inc 4.7% 2/1/2043  | 1032000 | 919454 |
|  |  | 413841932 |
| TOTAL HEALTH CARE |  | 1611524407 |
| Industrials - 1.5% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Boeing Co 2.7% 2/1/2027  | 6297000 | 6097868 |
| Boeing Co 2.95% 2/1/2030  | 8056000 | 7390152 |
| Boeing Co 3.625% 3/1/2048  | 3177000 | 2113506 |
| Boeing Co 3.65% 3/1/2047  | 2192000 | 1489388 |
| Boeing Co 3.75% 2/1/2050  | 12276000 | 8410262 |
| Boeing Co 5.15% 5/1/2030  | 9666000 | 9750743 |
| Boeing Co 5.705% 5/1/2040  | 31541000 | 30436943 |
| Boeing Co 5.805% 5/1/2050  | 14268000 | 13360988 |
| Boeing Co 6.298% 5/1/2029  | 5180000 | 5448273 |
| Boeing Co 6.528% 5/1/2034  | 5200000 | 5550334 |
| Boeing Co 6.875% 3/15/2039  | 2622000 | 2807475 |
| GE Aerospace 3.625% 5/1/2030  | 9492000 | 9073174 |
| GE Aerospace 6.875% 1/10/2039  | 119000 | 136549 |
| General Dynamics Corp 3.75% 5/15/2028  | 7466000 | 7399083 |
| General Dynamics Corp 4.25% 4/1/2050  | 3867000 | 3165500 |
| General Dynamics Corp 4.95% 8/15/2035  | 4440000 | 4368137 |
| Huntington Ingalls Industries Inc 4.2% 5/1/2030  | 2000000 | 1930282 |
| L3Harris Technologies Inc 2.9% 12/15/2029  | 1000000 | 926308 |
| L3Harris Technologies Inc 5.4% 7/31/2033  | 7000000 | 7093853 |
| Lockheed Martin Corp 3.55% 1/15/2026  | 3017000 | 3001536 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 12077000 | 9302058 |
| Lockheed Martin Corp 4.7% 12/15/2031  | 7790000 | 7830057 |
| Lockheed Martin Corp 4.95% 10/15/2025  | 10000000 | 9994241 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 8200000 | 7535392 |
| Lockheed Martin Corp 5.25% 1/15/2033 (e) | 10000000 | 10285628 |
| Lockheed Martin Corp 5.7% 11/15/2054  | 5000000 | 4918086 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 6673000 | 6493444 |
| Northrop Grumman Corp 3.85% 4/15/2045  | 1489000 | 1150234 |
| Northrop Grumman Corp 4.03% 10/15/2047 (e) | 14958000 | 11623133 |
| Northrop Grumman Corp 4.75% 6/1/2043  | 3177000 | 2816032 |
| RTX Corp 1.9% 9/1/2031  | 9570000 | 8074063 |
| RTX Corp 3.75% 11/1/2046  | 5929000 | 4420955 |
| RTX Corp 4.05% 5/4/2047  | 1851000 | 1432682 |
| RTX Corp 4.125% 11/16/2028  | 11685000 | 11564454 |
| RTX Corp 4.35% 4/15/2047  | 5243000 | 4267317 |
| RTX Corp 4.45% 11/16/2038  | 12715000 | 11472695 |
| RTX Corp 4.5% 6/1/2042  | 5863000 | 5071870 |
| RTX Corp 4.625% 11/16/2048  | 10491000 | 8795177 |
| RTX Corp 4.875% 10/15/2040 (e) | 795000 | 731369 |
| RTX Corp 5.15% 2/27/2033  | 9600000 | 9665698 |
| RTX Corp 5.4% 5/1/2035  | 1800000 | 1817770 |
| RTX Corp 5.7% 4/15/2040  | 1589000 | 1616508 |
|  |  | 270829217 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 2.4% 5/15/2031 (e) | 6900000 | 6061760 |
| FedEx Corp 3.1% 8/5/2029  | 5027000 | 4703625 |
| FedEx Corp 4.05% 2/15/2048  | 2900000 | 2073718 |
| FedEx Corp 4.4% 1/15/2047  | 6356000 | 4860017 |
| FedEx Corp 4.55% 4/1/2046  | 1192000 | 945136 |
| FedEx Corp 4.95% 10/17/2048  | 6273000 | 5127692 |
| FedEx Corp 5.25% 5/15/2050  | 3383000 | 2915947 |
| United Parcel Service Inc 2.4% 11/15/2026  | 5958000 | 5802355 |
| United Parcel Service Inc 3.4% 11/15/2046  | 2104000 | 1470953 |
| United Parcel Service Inc 3.625% 10/1/2042  | 1100000 | 832582 |
| United Parcel Service Inc 3.75% 11/15/2047  | 6842000 | 5035646 |
| United Parcel Service Inc 4.25% 3/15/2049  | 3190000 | 2514898 |
| United Parcel Service Inc 4.45% 4/1/2030  | 4833000 | 4850743 |
| United Parcel Service Inc 5.25% 5/14/2035  | 5220000 | 5216601 |
| United Parcel Service Inc 5.5% 5/22/2054  | 3600000 | 3394736 |
| United Parcel Service Inc 5.95% 5/14/2055  | 4300000 | 4279324 |
| United Parcel Service Inc 6.2% 1/15/2038  | 6986000 | 7448184 |
|  |  | 67533917 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 7105000 | 6883688 |
| Carrier Global Corp 2.722% 2/15/2030  | 12373000 | 11393448 |
| Carrier Global Corp 3.377% 4/5/2040  | 4959000 | 3843208 |
| Carrier Global Corp 3.577% 4/5/2050  | 11213000 | 8030046 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 4.9% 12/1/2032  | 11850000 | 11722046 |
| Masco Corp 2% 2/15/2031  | 7383000 | 6238772 |
| Masco Corp 3.125% 2/15/2051  | 3735000 | 2263018 |
| Owens Corning 3.95% 8/15/2029  | 5413000 | 5241449 |
| Owens Corning 5.95% 6/15/2054 (e) | 4330000 | 4266023 |
|  |  | 59881698 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.45% 2/15/2031  | 17786000 | 14975378 |
| Republic Services Inc 2.9% 7/1/2026  | 3352000 | 3303468 |
| Republic Services Inc 3.95% 5/15/2028  | 8340000 | 8263622 |
| Republic Services Inc 5.2% 11/15/2034  | 4520000 | 4554761 |
| Waste Management Inc 4.15% 7/15/2049  | 10186000 | 8020672 |
| Waste Management Inc 4.65% 3/15/2030  | 2700000 | 2715480 |
| Waste Management Inc 4.95% 3/15/2035  | 2700000 | 2664520 |
| Waste Management Inc 4.95% 7/3/2027  | 1920000 | 1947292 |
| Waste Management Inc 4.95% 7/3/2031  | 1860000 | 1889063 |
| Waste Management Inc 5.35% 10/15/2054  | 2700000 | 2553559 |
|  |  | 50887815 |
| Ground Transportation - 0.4% |  |  |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 3499000 | 2256548 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027 (e) | 5958000 | 5861291 |
| Burlington Northern Santa Fe LLC 3.55% 2/15/2050  | 4833000 | 3462055 |
| Burlington Northern Santa Fe LLC 3.9% 8/1/2046  | 3686000 | 2868307 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 13373000 | 10529012 |
| Burlington Northern Santa Fe LLC 4.125% 6/15/2047  | 2264000 | 1819982 |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 1350000 | 1104414 |
| Burlington Northern Santa Fe LLC 4.375% 9/1/2042  | 3575000 | 3051144 |
| Burlington Northern Santa Fe LLC 4.45% 3/15/2043  | 2000000 | 1722800 |
| Burlington Northern Santa Fe LLC 4.55% 9/1/2044 (e) | 2383000 | 2064221 |
| Burlington Northern Santa Fe LLC 4.9% 4/1/2044  | 3177000 | 2903069 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 2400000 | 2228217 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 2000000 | 2140765 |
| CSX Corp 3.25% 6/1/2027  | 3972000 | 3891146 |
| CSX Corp 3.8% 11/1/2046  | 4544000 | 3427125 |
| CSX Corp 3.95% 5/1/2050  | 2840000 | 2156155 |
| CSX Corp 4.1% 11/15/2032  | 13500000 | 12857294 |
| CSX Corp 4.1% 3/15/2044  | 5382000 | 4355992 |
| CSX Corp 4.5% 3/15/2049  | 10963000 | 9092443 |
| CSX Corp 4.75% 11/15/2048  | 4599000 | 3973846 |
| Norfolk Southern Corp 3% 3/15/2032 (e) | 4000000 | 3573011 |
| Norfolk Southern Corp 3.65% 8/1/2025  | 9532000 | 9516341 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 9444000 | 9283174 |
| Norfolk Southern Corp 3.95% 10/1/2042  | 1509000 | 1199318 |
| Norfolk Southern Corp 4.05% 8/15/2052  | 6859000 | 5160068 |
| Norfolk Southern Corp 4.45% 3/1/2033 (e) | 22050000 | 21204706 |
| Norfolk Southern Corp 4.65% 1/15/2046  | 2589000 | 2209983 |
| Norfolk Southern Corp 5.1% 5/1/2035  | 6130000 | 6054974 |
| Ryder System Inc 4.85% 6/15/2030  | 10230000 | 10172559 |
| Uber Technologies Inc 4.3% 1/15/2030 (e) | 2980000 | 2937637 |
| Uber Technologies Inc 4.8% 9/15/2034  | 2980000 | 2875626 |
| Uber Technologies Inc 5.35% 9/15/2054  | 2980000 | 2706404 |
| Union Pacific Corp 2.15% 2/5/2027  | 7153000 | 6911537 |
| Union Pacific Corp 2.375% 5/20/2031 (e) | 2000000 | 1774600 |
| Union Pacific Corp 2.4% 2/5/2030  | 2000000 | 1827377 |
| Union Pacific Corp 2.75% 3/1/2026  | 5290000 | 5226285 |
| Union Pacific Corp 2.8% 2/14/2032 (e) | 11666000 | 10374495 |
| Union Pacific Corp 2.891% 4/6/2036  | 7292000 | 5930529 |
| Union Pacific Corp 3% 4/15/2027  | 3972000 | 3883995 |
| Union Pacific Corp 3.25% 2/5/2050  | 10720000 | 7209886 |
| Union Pacific Corp 3.35% 8/15/2046  | 3750000 | 2647397 |
| Union Pacific Corp 3.375% 2/14/2042  | 4000000 | 3016083 |
| Union Pacific Corp 3.6% 9/15/2037  | 2622000 | 2233274 |
| Union Pacific Corp 3.799% 10/1/2051  | 2224000 | 1626196 |
| Union Pacific Corp 3.839% 3/20/2060  | 11170000 | 7804190 |
| Union Pacific Corp 3.95% 9/10/2028  | 2000000 | 1980323 |
| Union Pacific Corp 4.95% 5/15/2053  | 3730000 | 3314414 |
| Union Pacific Corp 5.1% 2/20/2035 (e) | 3370000 | 3375987 |
| Union Pacific Corp 5.6% 12/1/2054  | 3370000 | 3264218 |
|  |  | 231060413 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.375% 8/26/2029 (e) | 8822000 | 8119576 |
| 3M Co 2.875% 10/15/2027  | 3177000 | 3064367 |
| 3M Co 3.05% 4/15/2030  | 2912000 | 2716124 |
| 3M Co 3.125% 9/19/2046  | 2192000 | 1463381 |
| 3M Co 3.25% 8/26/2049  | 6797000 | 4513058 |
| 3M Co 3.7% 4/15/2050  | 3595000 | 2550363 |
| 3M Co 5.7% 3/15/2037  | 1900000 | 1951092 |
| Honeywell International Inc 1.35% 6/1/2025  | 8120000 | 8117001 |
| Honeywell International Inc 1.95% 6/1/2030  | 8796000 | 7786669 |
| Honeywell International Inc 2.5% 11/1/2026  | 5688000 | 5539783 |
| Honeywell International Inc 2.8% 6/1/2050  | 8168000 | 5014041 |
| Honeywell International Inc 3.812% 11/21/2047  | 1113000 | 836469 |
| Honeywell International Inc 4.7% 2/1/2030  | 3540000 | 3569975 |
| Honeywell International Inc 4.875% 9/1/2029  | 4580000 | 4664959 |
| Honeywell International Inc 5% 3/1/2035  | 6720000 | 6666628 |
| Honeywell International Inc 5.25% 3/1/2054  | 4580000 | 4235242 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 11400000 | 11200713 |
| Trane Technologies Financing Ltd 4.65% 11/1/2044  | 4766000 | 4082473 |
|  |  | 86091914 |
| Machinery - 0.2% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 11416000 | 10644710 |
| Caterpillar Financial Services Corp 2.4% 8/9/2026  | 2264000 | 2214423 |
| Caterpillar Inc 3.25% 9/19/2049  | 13214000 | 9055413 |
| Caterpillar Inc 3.803% 8/15/2042  | 1986000 | 1605905 |
| Caterpillar Inc 5.2% 5/15/2035  | 5050000 | 5068115 |
| Caterpillar Inc 5.3% 9/15/2035  | 5561000 | 5680526 |
| Cummins Inc 1.5% 9/1/2030  | 4833000 | 4161028 |
| Cummins Inc 5.3% 5/9/2035  | 10000000 | 9987830 |
| Deere & Co 2.875% 9/7/2049  | 9579000 | 6153716 |
| Deere & Co 3.9% 6/9/2042  | 7000000 | 5830917 |
| Deere & Co 5.375% 10/16/2029  | 795000 | 830512 |
| Eaton Corp 4% 11/2/2032  | 1509000 | 1434251 |
| Eaton Corp 4.15% 11/2/2042  | 1509000 | 1261688 |
| Eaton Corp 4.7% 8/23/2052 (e) | 5800000 | 5017422 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 10633000 | 9697105 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 8091000 | 5419815 |
| Parker-Hannifin Corp 3.25% 3/1/2027  | 4488000 | 4412819 |
| Parker-Hannifin Corp 4% 6/14/2049  | 4727000 | 3621246 |
| Parker-Hannifin Corp 4.1% 3/1/2047  | 4496000 | 3528475 |
| Parker-Hannifin Corp 4.5% 9/15/2029 (e) | 2000000 | 2008318 |
| Stanley Black & Decker Inc 4.25% 11/15/2028  | 4000000 | 3949309 |
| Stanley Black & Decker Inc 5.2% 9/1/2040  | 7100000 | 6509852 |
|  |  | 108093395 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2016-2 Class AA Pass Through Trust equipment trust certificate 3.2% 12/15/2029  | 3900382 | 3696298 |
| American Airls Pass Thru Tr 2021-1a equipment trust certificate 2.875% 1/11/2036  | 5708289 | 4966998 |
| Southwest Airlines Co 2.625% 2/10/2030  | 2000000 | 1799712 |
| Southwest Airlines Co 5.125% 6/15/2027  | 8833000 | 8885901 |
| United Airlines 2015-1 Class A Pass Through Trust 3.45% 6/1/2029  | 331018 | 318924 |
| United Airlines 2016-1 Class AA Pass Through Trust equipment trust certificate 3.1% 1/7/2030  | 7514525 | 7137230 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 7451449 | 7458717 |
|  |  | 34263780 |
| Professional Services - 0.0% |  |  |
| Leidos Inc 2.3% 2/15/2031  | 1300000 | 1122921 |
| Paychex Inc 5.6% 4/15/2035 (e) | 2665000 | 2709832 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 5830000 | 5774880 |
|  |  | 9607633 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 6863000 | 6611620 |
| Air Lease Corp 3% 2/1/2030  | 1900000 | 1761039 |
| Air Lease Corp 3.125% 12/1/2030  | 9666000 | 8834973 |
| Air Lease Corp 3.625% 12/1/2027  | 7593000 | 7444250 |
| Air Lease Corp 5.2% 7/15/2031  | 2600000 | 2630486 |
| GATX Corp 5.45% 9/15/2033  | 6450000 | 6459524 |
| WW Grainger Inc 4.45% 9/15/2034  | 7480000 | 7205078 |
|  |  | 40946970 |
| TOTAL INDUSTRIALS |  | 959196752 |
| Information Technology - 1.9% |  |  |
| Communications Equipment - 0.0% |  |  |
| Cisco Systems Inc 2.5% 9/20/2026  | 3972000 | 3891603 |
| Cisco Systems Inc 3.5% 6/15/2025  | 3392000 | 3390256 |
| Cisco Systems Inc 4.75% 2/24/2030  | 7550000 | 7675341 |
| Cisco Systems Inc 4.85% 2/26/2029 (e) | 7570000 | 7720442 |
| Cisco Systems Inc 5.05% 2/26/2034  | 7300000 | 7355830 |
| Cisco Systems Inc 5.1% 2/24/2035  | 7680000 | 7725178 |
| Cisco Systems Inc 5.3% 2/26/2054 (e) | 3650000 | 3454521 |
| Cisco Systems Inc 5.5% 2/24/2055  | 4110000 | 3993088 |
| Cisco Systems Inc 5.9% 2/15/2039  | 9863000 | 10379920 |
|  |  | 55586179 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Amphenol Corp 5.25% 4/5/2034  | 5710000 | 5777486 |
| Amphenol Corp 5.375% 11/15/2054 (e) | 3098000 | 2955047 |
| Corning Inc 3.9% 11/15/2049  | 4833000 | 3537880 |
| Corning Inc 4.75% 3/15/2042  | 3972000 | 3455791 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 7506000 | 7526310 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 19994000 | 20400927 |
| Dell International LLC / EMC Corp 6.02% 6/15/2026  | 9161000 | 9245841 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 8303000 | 9815849 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046 (e) | 9542000 | 11811161 |
| Vontier Corp 2.95% 4/1/2031  | 3500000 | 3082393 |
|  |  | 77608685 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 11406000 | 11045345 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 3740000 | 3684177 |
| IBM Corporation 1.95% 5/15/2030  | 11102000 | 9790464 |
| IBM Corporation 2.95% 5/15/2050  | 11005000 | 6790007 |
| IBM Corporation 3.3% 5/15/2026  | 9666000 | 9561418 |
| IBM Corporation 3.5% 5/15/2029  | 13474000 | 12995144 |
| IBM Corporation 4.25% 5/15/2049  | 8612000 | 6786588 |
| IBM Corporation 4.4% 7/27/2032 (e) | 8100000 | 7854623 |
| IBM Corporation 4.7% 2/19/2046 (e) | 3932000 | 3374891 |
| IBM Corporation 4.8% 2/10/2030  | 5380000 | 5428231 |
| IBM Corporation 5.2% 2/10/2035  | 5720000 | 5691247 |
| IBM Corporation 5.6% 11/30/2039  | 6500000 | 6520314 |
| IBM Corporation 5.7% 2/10/2055  | 5500000 | 5288924 |
|  |  | 94811373 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Analog Devices Inc 2.8% 10/1/2041  | 11812000 | 8411583 |
| Analog Devices Inc 3.5% 12/5/2026  | 1700000 | 1680656 |
| Applied Materials Inc 4.35% 4/1/2047  | 10263000 | 8523221 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.5% 1/15/2028  | 5561000 | 5443878 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.875% 1/15/2027  | 3043000 | 3017558 |
| Broadcom Inc 2.45% 2/15/2031 (d) | 28182000 | 24916647 |
| Broadcom Inc 2.6% 2/15/2033 (d) | 9400000 | 7935295 |
| Broadcom Inc 3.187% 11/15/2036 (d)(e) | 1000000 | 813365 |
| Broadcom Inc 3.419% 4/15/2033 (d) | 11000000 | 9812355 |
| Broadcom Inc 3.459% 9/15/2026  | 10027000 | 9901904 |
| Broadcom Inc 3.469% 4/15/2034 (d) | 3391000 | 2978510 |
| Broadcom Inc 3.75% 2/15/2051 (d) | 17216000 | 12452510 |
| Broadcom Inc 4.3% 11/15/2032 (e) | 9956000 | 9509602 |
| Broadcom Inc 4.55% 2/15/2032  | 8980000 | 8792852 |
| Broadcom Inc 4.75% 4/15/2029  | 13584000 | 13686064 |
| Broadcom Inc 4.8% 10/15/2034  | 8980000 | 8743606 |
| Intel Corp 2% 8/12/2031 (e) | 7124000 | 6004837 |
| Intel Corp 2.45% 11/15/2029  | 10216000 | 9240412 |
| Intel Corp 2.8% 8/12/2041  | 10000000 | 6519803 |
| Intel Corp 3.05% 8/12/2051  | 7124000 | 4096043 |
| Intel Corp 3.25% 11/15/2049  | 8313000 | 5068611 |
| Intel Corp 3.734% 12/8/2047  | 2594000 | 1762885 |
| Intel Corp 3.9% 3/25/2030  | 9048000 | 8662323 |
| Intel Corp 4% 8/5/2029  | 2000000 | 1939296 |
| Intel Corp 4.1% 5/11/2047  | 1906000 | 1375023 |
| Intel Corp 4.1% 5/19/2046  | 5561000 | 4031942 |
| Intel Corp 4.15% 8/5/2032  | 2000000 | 1859824 |
| Intel Corp 4.6% 3/25/2040 (e) | 2000000 | 1699305 |
| Intel Corp 4.75% 3/25/2050  | 9512000 | 7504711 |
| Intel Corp 4.875% 2/10/2028 (e) | 10180000 | 10262764 |
| Intel Corp 5.625% 2/10/2043  | 5000000 | 4596466 |
| Intel Corp 5.7% 2/10/2053  | 8000000 | 7179020 |
| Intel Corp 5.9% 2/10/2063 (e) | 1600000 | 1448275 |
| Lam Research Corp 2.875% 6/15/2050  | 11648000 | 7327664 |
| Marvell Technology Inc 2.95% 4/15/2031  | 2000000 | 1788324 |
| Micron Technology Inc 2.703% 4/15/2032  | 8400000 | 7160344 |
| Micron Technology Inc 4.663% 2/15/2030  | 6573000 | 6485142 |
| Micron Technology Inc 5.375% 4/15/2028 (e) | 8560000 | 8735435 |
| Micron Technology Inc 5.65% 11/1/2032  | 2810000 | 2855463 |
| Micron Technology Inc 5.8% 1/15/2035  | 4310000 | 4343702 |
| NVIDIA Corp 2% 6/15/2031 (e) | 20182000 | 17705607 |
| NVIDIA Corp 2.85% 4/1/2030  | 8603000 | 8093041 |
| NVIDIA Corp 3.5% 4/1/2050  | 4785000 | 3511587 |
| QUALCOMM Inc 1.65% 5/20/2032  | 14000000 | 11471941 |
| QUALCOMM Inc 4.3% 5/20/2047  | 8023000 | 6570812 |
| QUALCOMM Inc 4.5% 5/20/2030  | 2720000 | 2725504 |
| QUALCOMM Inc 4.8% 5/20/2045  | 2000000 | 1781595 |
| QUALCOMM Inc 5% 5/20/2035  | 3290000 | 3269149 |
| QUALCOMM Inc 5.4% 5/20/2033 (e) | 18000000 | 18743935 |
| Texas Instruments Inc 1.9% 9/15/2031 (e) | 2000000 | 1721570 |
| Texas Instruments Inc 3.65% 8/16/2032  | 2000000 | 1869234 |
| Texas Instruments Inc 4.15% 5/15/2048  | 5526000 | 4418656 |
| Texas Instruments Inc 4.5% 5/23/2030  | 3810000 | 3821487 |
| Texas Instruments Inc 4.6% 2/15/2028  | 10000000 | 10118313 |
| Texas Instruments Inc 5.05% 5/18/2063  | 7000000 | 6180714 |
| Texas Instruments Inc 5.1% 5/23/2035  | 3610000 | 3624211 |
|  |  | 364194576 |
| Software - 0.6% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 3730000 | 3754771 |
| AppLovin Corp 5.5% 12/1/2034  | 7170000 | 7173186 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 4300000 | 4270746 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 2470000 | 2401698 |
| Fortinet Inc 2.2% 3/15/2031 (e) | 2000000 | 1740813 |
| Microsoft Corp 2.525% 6/1/2050  | 32153000 | 19511912 |
| Microsoft Corp 2.675% 6/1/2060  | 5334000 | 3081994 |
| Microsoft Corp 2.921% 3/17/2052  | 36922000 | 24001902 |
| Microsoft Corp 3.041% 3/17/2062  | 3278000 | 2069574 |
| Microsoft Corp 3.45% 8/8/2036  | 2307000 | 2041920 |
| Microsoft Corp 4.2% 11/3/2035  | 1700000 | 1655363 |
| Oracle Corp 1.65% 3/25/2026  | 9109000 | 8886813 |
| Oracle Corp 2.65% 7/15/2026  | 7149000 | 6999215 |
| Oracle Corp 2.875% 3/25/2031  | 11675000 | 10525435 |
| Oracle Corp 2.95% 4/1/2030  | 12477000 | 11554410 |
| Oracle Corp 3.25% 11/15/2027  | 13584000 | 13213553 |
| Oracle Corp 3.6% 4/1/2040  | 13600000 | 10623419 |
| Oracle Corp 3.6% 4/1/2050  | 12383000 | 8413891 |
| Oracle Corp 3.85% 4/1/2060  | 14393000 | 9576518 |
| Oracle Corp 3.85% 7/15/2036  | 8047000 | 6941562 |
| Oracle Corp 3.95% 3/25/2051  | 10575000 | 7562384 |
| Oracle Corp 4% 11/15/2047  | 13899000 | 10317694 |
| Oracle Corp 4% 7/15/2046  | 7785000 | 5828696 |
| Oracle Corp 4.125% 5/15/2045  | 2383000 | 1837116 |
| Oracle Corp 4.2% 9/27/2029 (e) | 10770000 | 10607411 |
| Oracle Corp 4.3% 7/8/2034  | 3078000 | 2862723 |
| Oracle Corp 4.7% 9/27/2034  | 3160000 | 3014011 |
| Oracle Corp 4.9% 2/6/2033  | 15000000 | 14794522 |
| Oracle Corp 5.375% 7/15/2040  | 19029000 | 18027465 |
| Oracle Corp 5.375% 9/27/2054  | 2780000 | 2465611 |
| Oracle Corp 5.5% 8/3/2035  | 4000000 | 4018494 |
| Oracle Corp 6% 8/3/2055  | 8100000 | 7853188 |
| Oracle Corp 6.125% 7/8/2039  | 1800000 | 1847436 |
| Roper Technologies Inc 1% 9/15/2025  | 7443000 | 7365186 |
| Roper Technologies Inc 1.4% 9/15/2027  | 7250000 | 6778296 |
| Roper Technologies Inc 1.75% 2/15/2031  | 7250000 | 6144996 |
| Roper Technologies Inc 2% 6/30/2030  | 14306000 | 12576642 |
| Roper Technologies Inc 3.8% 12/15/2026  | 6752000 | 6691678 |
| Salesforce Inc 1.95% 7/15/2031 (e) | 10300000 | 8921506 |
| Salesforce Inc 2.7% 7/15/2041  | 12000000 | 8391121 |
| Synopsys Inc 4.65% 4/1/2028  | 5440000 | 5472879 |
| Synopsys Inc 4.85% 4/1/2030  | 3700000 | 3735683 |
| Synopsys Inc 5% 4/1/2032  | 4240000 | 4247489 |
| Synopsys Inc 5.15% 4/1/2035  | 4240000 | 4190792 |
| Synopsys Inc 5.7% 4/1/2055  | 4240000 | 4047811 |
| VMware LLC 1.4% 8/15/2026  | 22344000 | 21513769 |
| VMware LLC 4.65% 5/15/2027  | 2000000 | 2002964 |
| VMware LLC 4.7% 5/15/2030  | 2000000 | 1988909 |
|  |  | 353545167 |
| Technology Hardware, Storage & Peripherals - 0.4% |  |  |
| Apple Inc 0.55% 8/20/2025  | 14113000 | 13982993 |
| Apple Inc 0.7% 2/8/2026  | 10933000 | 10666784 |
| Apple Inc 1.2% 2/8/2028  | 10000000 | 9282495 |
| Apple Inc 1.25% 8/20/2030  | 13098000 | 11266778 |
| Apple Inc 1.7% 8/5/2031 (e) | 7886000 | 6772516 |
| Apple Inc 2.375% 2/8/2041  | 13368000 | 9155503 |
| Apple Inc 2.45% 8/4/2026  | 16363000 | 16052493 |
| Apple Inc 2.55% 8/20/2060  | 5162000 | 2910835 |
| Apple Inc 2.65% 5/11/2050  | 4157000 | 2538852 |
| Apple Inc 2.85% 8/5/2061  | 7887000 | 4615803 |
| Apple Inc 2.9% 9/12/2027 (e) | 11161000 | 10888969 |
| Apple Inc 2.95% 9/11/2049  | 21247000 | 13897279 |
| Apple Inc 3% 11/13/2027  | 7944000 | 7765808 |
| Apple Inc 3.2% 5/11/2027  | 13008000 | 12791824 |
| Apple Inc 3.35% 8/8/2032 (e) | 7000000 | 6533029 |
| Apple Inc 3.75% 11/13/2047  | 5541000 | 4269478 |
| Apple Inc 3.75% 9/12/2047  | 4833000 | 3733673 |
| Apple Inc 3.85% 5/4/2043  | 10327000 | 8456358 |
| Apple Inc 4% 5/10/2028  | 3300000 | 3303952 |
| Apple Inc 4.25% 2/9/2047 (e) | 1986000 | 1674582 |
| Apple Inc 4.3% 5/10/2033 (e) | 3300000 | 3278446 |
| Apple Inc 4.375% 5/13/2045  | 3725000 | 3233696 |
| Apple Inc 4.5% 2/23/2036 (e) | 7355000 | 7232415 |
| Apple Inc 4.65% 2/23/2046  | 14788000 | 13275952 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 4530000 | 4491897 |
| Hewlett Packard Enterprise Co 4.9% 10/15/2025 (b) | 7746000 | 7747565 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 4240000 | 4128462 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 2140000 | 1997260 |
| Hewlett Packard Enterprise Co 6.2% 10/15/2035 (b) | 6390000 | 6641659 |
| Hewlett Packard Enterprise Co 6.35% 10/15/2045 (b) | 1493000 | 1493305 |
| HP Inc 2.2% 6/17/2025  | 11261000 | 11250189 |
| HP Inc 4.2% 4/15/2032  | 6450000 | 6030544 |
| HP Inc 5.5% 1/15/2033  | 2000000 | 1992528 |
| HP Inc 6% 9/15/2041 (e) | 3192000 | 3125376 |
|  |  | 236479298 |
| TOTAL INFORMATION TECHNOLOGY |  | 1182225278 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Air Products and Chemicals Inc 1.5% 10/15/2025 (e) | 4785000 | 4734813 |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 5220000 | 4649972 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 4495000 | 3204868 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 5346000 | 3301518 |
| CF Industries Inc 4.95% 6/1/2043  | 5900000 | 5053304 |
| Dow Chemical Co/The 2.1% 11/15/2030 (e) | 6863000 | 5940319 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 7056000 | 4610076 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 3872000 | 3044392 |
| Dow Chemical Co/The 4.8% 11/30/2028  | 6792000 | 6840310 |
| Dow Chemical Co/The 4.8% 5/15/2049  | 6112000 | 4831979 |
| Dow Chemical Co/The 9.4% 5/15/2039  | 2383000 | 3015888 |
| DuPont de Nemours Inc 4.725% 11/15/2028  | 13619000 | 13792340 |
| DuPont de Nemours Inc 5.319% 11/15/2038  | 5128000 | 5222481 |
| Eastman Chemical Co 4.65% 10/15/2044  | 2383000 | 1959809 |
| Eastman Chemical Co 5% 8/1/2029  | 3000000 | 3013484 |
| Ecolab Inc 1.3% 1/30/2031 (e) | 6356000 | 5340710 |
| Ecolab Inc 2.7% 11/1/2026  | 5243000 | 5127374 |
| Ecolab Inc 2.75% 8/18/2055  | 8768000 | 5074716 |
| Huntsman Intl LLC 5.7% 10/15/2034 (e) | 2400000 | 2187954 |
| Linde Inc/CT 3.2% 1/30/2026 (e) | 5036000 | 4995014 |
| Linde Inc/CT 3.55% 11/7/2042  | 1589000 | 1224421 |
| LYB International Finance BV 4.875% 3/15/2044  | 4647000 | 3846389 |
| LYB International Finance II BV 3.5% 3/2/2027  | 19438000 | 19036163 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 7366000 | 5276204 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 7366000 | 4764419 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 2970000 | 2244227 |
| Mosaic Co/The 4.05% 11/15/2027  | 4575000 | 4514214 |
| Mosaic Co/The 5.625% 11/15/2043  | 2979000 | 2802199 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 2000000 | 1870206 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 17609000 | 17282598 |
| Sherwin-Williams Co/The 3.8% 8/15/2049  | 2919000 | 2095046 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 6776000 | 5547948 |
| Westlake Corp 3.125% 8/15/2051  | 6500000 | 3846742 |
| Westlake Corp 5% 8/15/2046  | 1589000 | 1332813 |
|  |  | 171624910 |
| Construction Materials - 0.0% |  |  |
| CRH America Finance Inc 5.4% 5/21/2034  | 4800000 | 4844329 |
| CRH America Finance Inc 5.5% 1/9/2035  | 5300000 | 5340735 |
| Martin Marietta Materials Inc 3.5% 12/15/2027 (e) | 2000000 | 1951119 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 3800000 | 3771222 |
| Martin Marietta Materials Inc 5.5% 12/1/2054 (e) | 3800000 | 3546952 |
| Vulcan Materials Co 5.35% 12/1/2034  | 7110000 | 7161597 |
|  |  | 26615954 |
| Containers & Packaging - 0.0% |  |  |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (d)(e) | 1870000 | 1850652 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 13600000 | 13873977 |
| International Paper Co 4.4% 8/15/2047  | 6908000 | 5389727 |
| International Paper Co 5.15% 5/15/2046  | 1438000 | 1258322 |
| WRKCo Inc 3% 6/15/2033  | 2000000 | 1715783 |
| WRKCo Inc 3.375% 9/15/2027  | 2000000 | 1944539 |
| WRKCo Inc 4.2% 6/1/2032  | 4833000 | 4562013 |
|  |  | 30595013 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.625% 8/1/2030 (e) | 32382000 | 31792233 |
| Newmont Corp 2.25% 10/1/2030  | 14340000 | 12828075 |
| Newmont Corp 2.8% 10/1/2029 (e) | 2707000 | 2542930 |
| Newmont Corp 5.45% 6/9/2044  | 5093000 | 4843320 |
| Nucor Corp 2.7% 6/1/2030  | 3900000 | 3556983 |
| Nucor Corp 2.979% 12/15/2055  | 3177000 | 1866016 |
| Nucor Corp 6.4% 12/1/2037  | 4833000 | 5218298 |
|  |  | 62647855 |
| TOTAL MATERIALS |  | 291483732 |
| Real Estate - 0.9% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 12510000 | 12691243 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 9020000 | 8798607 |
| Piedmont Operating Partnership LP 9.25% 7/20/2028  | 3850000 | 4251485 |
| VICI Properties LP 4.75% 2/15/2028  | 11117000 | 11120046 |
| VICI Properties LP 5.125% 5/15/2032  | 5838000 | 5720574 |
| VICI Properties LP 6.125% 4/1/2054  | 3000000 | 2857954 |
| Vornado Realty LP 3.4% 6/1/2031  | 2000000 | 1718957 |
| WP Carey Inc 2.45% 2/1/2032  | 2000000 | 1681266 |
|  |  | 48840132 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032 (e) | 7371000 | 5947879 |
| Alexandria Real Estate Equities Inc 3% 5/18/2051  | 5582000 | 3264988 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 9154000 | 7398377 |
| Healthpeak OP LLC 3% 1/15/2030  | 9937000 | 9194418 |
| Healthpeak OP LLC 5.25% 12/15/2032  | 3000000 | 2996019 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 3093000 | 2790583 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027 (e) | 7547000 | 7529199 |
| Ventas Realty LP 3.25% 10/15/2026  | 2780000 | 2724539 |
| Ventas Realty LP 3.85% 4/1/2027  | 7547000 | 7446140 |
| Ventas Realty LP 4% 3/1/2028  | 17202000 | 16928045 |
| Ventas Realty LP 4.125% 1/15/2026  | 1152000 | 1146256 |
| Ventas Realty LP 4.375% 2/1/2045  | 2383000 | 1896873 |
| Ventas Realty LP 4.875% 4/15/2049  | 2262000 | 1892803 |
| Welltower OP LLC 4.95% 9/1/2048 (e) | 7944000 | 7080733 |
| Welltower OP LLC 6.5% 3/15/2041  | 1100000 | 1178235 |
|  |  | 79415087 |
| Industrial REITs - 0.1% |  |  |
| LXP Industrial Trust 2.375% 10/1/2031  | 2417000 | 2012806 |
| Prologis LP 1.625% 3/15/2031 (e) | 11425000 | 9670831 |
| Prologis LP 1.75% 2/1/2031 (e) | 23383000 | 20036247 |
| Prologis LP 2.125% 4/15/2027  | 9502000 | 9135589 |
| Prologis LP 3.25% 10/1/2026  | 3701000 | 3645079 |
| Prologis LP 4.875% 6/15/2028  | 2700000 | 2738971 |
| Prologis LP 5.25% 6/15/2053 (e) | 3300000 | 3018442 |
|  |  | 50257965 |
| Office REITs - 0.0% |  |  |
| Boston Properties LP 2.55% 4/1/2032  | 1100000 | 910035 |
| Boston Properties LP 2.75% 10/1/2026  | 5561000 | 5411067 |
| Boston Properties LP 2.9% 3/15/2030  | 1400000 | 1267203 |
| Boston Properties LP 3.25% 1/30/2031 (e) | 15176000 | 13679057 |
| Boston Properties LP 3.4% 6/21/2029  | 2300000 | 2157981 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 4000000 | 3471751 |
| Kilroy Realty LP 2.5% 11/15/2032  | 2100000 | 1651202 |
| Kilroy Realty LP 2.65% 11/15/2033 (e) | 1700000 | 1305161 |
|  |  | 29853457 |
| Real Estate Management & Development - 0.1% |  |  |
| Digital Realty Trust LP 3.7% 8/15/2027  | 8356000 | 8230786 |
| Digital Realty Trust LP 4.45% 7/15/2028  | 2000000 | 1993183 |
| Essex Portfolio LP 1.65% 1/15/2031 (e) | 2000000 | 1676715 |
| Essex Portfolio LP 1.7% 3/1/2028  | 2000000 | 1850450 |
| Essex Portfolio LP 2.55% 6/15/2031  | 2000000 | 1756557 |
| Essex Portfolio LP 3% 1/15/2030  | 1477000 | 1364321 |
| Essex Portfolio LP 3.375% 4/15/2026  | 2000000 | 1977897 |
| Essex Portfolio LP 4% 3/1/2029  | 4833000 | 4712687 |
| Essex Portfolio LP 5.375% 4/1/2035  | 3720000 | 3704512 |
| Extra Space Storage LP 5.35% 1/15/2035  | 9180000 | 9045798 |
| Extra Space Storage LP 5.4% 6/15/2035  | 1030000 | 1010729 |
| Mid-America Apartments LP 1.1% 9/15/2026  | 2000000 | 1916066 |
| Mid-America Apartments LP 3.95% 3/15/2029  | 5510000 | 5401430 |
| Tanger Properties LP 3.875% 7/15/2027 (e) | 4925000 | 4838232 |
|  |  | 49479363 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 4.25% 2/15/2028  | 7636000 | 7542339 |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 3900000 | 3883969 |
| AvalonBay Communities Inc 2.05% 1/15/2032 (e) | 2000000 | 1697857 |
| AvalonBay Communities Inc 2.3% 3/1/2030  | 4833000 | 4369406 |
| AvalonBay Communities Inc 5% 2/15/2033  | 3800000 | 3781605 |
| Camden Property Trust 4.1% 10/15/2028  | 2000000 | 1981289 |
| ERP Operating LP 1.85% 8/1/2031 (e) | 14500000 | 12320831 |
| ERP Operating LP 3.25% 8/1/2027  | 10314000 | 10059040 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 6186000 | 5762755 |
| UDR Inc 2.1% 6/15/2033 (e) | 12929000 | 10197952 |
|  |  | 61597043 |
| Retail REITs - 0.3% |  |  |
| Brixmor Operating Partnership LP 3.9% 3/15/2027  | 4480000 | 4418915 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 4868000 | 4663840 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 5363000 | 5217882 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 5997000 | 5963277 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 8216000 | 7670992 |
| Kimco Realty OP LLC 3.8% 4/1/2027  | 3177000 | 3138095 |
| Kimco Realty OP LLC 4.125% 12/1/2046  | 7944000 | 6087186 |
| Kimco Realty OP LLC 4.45% 9/1/2047 (e) | 4114000 | 3314216 |
| NNN REIT Inc 3% 4/15/2052  | 6766000 | 4053059 |
| Realty Income Corp 3.4% 1/15/2030  | 2000000 | 1894400 |
| Realty Income Corp 3.95% 8/15/2027 (e) | 6200000 | 6140276 |
| Realty Income Corp 4.7% 12/15/2028  | 4500000 | 4531921 |
| Realty Income Corp 4.85% 3/15/2030 (e) | 15000000 | 15125715 |
| Realty Income Corp 4.9% 7/15/2033  | 6450000 | 6332833 |
| Realty Income Corp 5.05% 1/13/2026 (e) | 4500000 | 4490956 |
| Regency Centers LP 5% 7/15/2032  | 7500000 | 7486392 |
| Simon Property Group LP 2.2% 2/1/2031 (e) | 21169000 | 18526475 |
| Simon Property Group LP 3.25% 9/13/2049  | 9260000 | 6062915 |
| Simon Property Group LP 3.375% 12/1/2027 (e) | 17551000 | 17147351 |
| Simon Property Group LP 4.75% 9/26/2034  | 3730000 | 3564033 |
|  |  | 135830729 |
| Specialized REITs - 0.1% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 7221000 | 7144624 |
| American Tower Corp 2.1% 6/15/2030  | 12189000 | 10712604 |
| American Tower Corp 3.1% 6/15/2050  | 4456000 | 2818170 |
| American Tower Corp 3.55% 7/15/2027  | 6792000 | 6651768 |
| American Tower Corp 3.7% 10/15/2049  | 4833000 | 3408418 |
| Crown Castle Inc 1.35% 7/15/2025  | 21460000 | 21365733 |
| Crown Castle Inc 2.25% 1/15/2031  | 5771000 | 4968259 |
| Crown Castle Inc 3.25% 1/15/2051  | 5220000 | 3290627 |
| Crown Castle Inc 5.1% 5/1/2033  | 12860000 | 12601498 |
| EPR Properties 4.5% 6/1/2027  | 2000000 | 1978800 |
| EPR Properties 4.95% 4/15/2028  | 4000000 | 3968539 |
| Weyerhaeuser Co 4% 4/15/2030  | 9183000 | 8886775 |
|  |  | 87795815 |
| TOTAL REAL ESTATE |  | 543069591 |
| Utilities - 2.5% |  |  |
| Electric Utilities - 1.9% |  |  |
| AEP Texas Inc 3.8% 10/1/2047  | 3383000 | 2393972 |
| AEP Texas Inc 4.7% 5/15/2032  | 4000000 | 3875586 |
| AEP Transmission Co LLC 2.75% 8/15/2051  | 5703000 | 3357090 |
| AEP Transmission Co LLC 4% 12/1/2046  | 3000000 | 2317338 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 3440000 | 3212695 |
| Alabama Power Co 1.45% 9/15/2030 (e) | 14500000 | 12438183 |
| Alabama Power Co 3.7% 12/1/2047  | 4679000 | 3441261 |
| Alabama Power Co 3.75% 3/1/2045  | 795000 | 605624 |
| Alabama Power Co 4.15% 8/15/2044  | 3694000 | 2979216 |
| Alabama Power Co 4.3% 7/15/2048 (e) | 4671000 | 3762953 |
| Alabama Power Co 5.2% 6/1/2041  | 3058000 | 2824078 |
| American Electric Power Co Inc 3.25% 3/1/2050  | 2494000 | 1575618 |
| American Electric Power Co Inc 4.3% 12/1/2028 (e) | 13893000 | 13763380 |
| American Electric Power Co Inc 6.95% 12/15/2054 (b) | 3300000 | 3374379 |
| Appalachian Power Co 4.45% 6/1/2045  | 4766000 | 3759070 |
| Appalachian Power Co 4.5% 3/1/2049  | 7259000 | 5638615 |
| Arizona Public Service Co 2.95% 9/15/2027  | 5861000 | 5645921 |
| Arizona Public Service Co 5.55% 8/1/2033  | 8900000 | 8977144 |
| Arizona Public Service Co 6.35% 12/15/2032  | 4000000 | 4235453 |
| Baltimore Gas and Electric Co 2.25% 6/15/2031 (e) | 2000000 | 1754019 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 6360000 | 3885399 |
| Baltimore Gas and Electric Co 3.5% 8/15/2046  | 1986000 | 1413605 |
| Baltimore Gas and Electric Co 5.4% 6/1/2053  | 2300000 | 2123680 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 9077000 | 6141026 |
| CenterPoint Energy Houston Electric LLC 3.55% 8/1/2042  | 1509000 | 1142271 |
| CenterPoint Energy Houston Electric LLC 4.25% 2/1/2049  | 2068000 | 1628064 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 3350000 | 3382679 |
| CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033  | 4500000 | 4458904 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026 (e) | 4496000 | 4443633 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 13533000 | 8815069 |
| Commonwealth Edison Co 3.65% 6/15/2046  | 2272000 | 1663787 |
| Commonwealth Edison Co 3.7% 3/1/2045  | 2462000 | 1850195 |
| Commonwealth Edison Co 3.75% 8/15/2047  | 4885000 | 3585173 |
| Commonwealth Edison Co 4% 3/1/2048  | 5426000 | 4138691 |
| Commonwealth Edison Co 4% 3/1/2049  | 4762000 | 3588328 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 4200000 | 3848500 |
| Consolidated Edison Co of New York Inc 3.875% 6/15/2047  | 2272000 | 1700397 |
| Consolidated Edison Co of New York Inc 4.45% 3/15/2044  | 6356000 | 5349791 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 7530000 | 5851910 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 8317000 | 6929087 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 30000000 | 30339579 |
| Consolidated Edison Co of New York Inc 5.5% 12/1/2039  | 1986000 | 1967572 |
| Dayton Power & Light Co/The 3.95% 6/15/2049  | 1400000 | 1004429 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035 (e) | 12850000 | 12890997 |
| DTE Electric Co 1.9% 4/1/2028  | 7800000 | 7318406 |
| DTE Electric Co 3.95% 3/1/2049  | 2900000 | 2221280 |
| DTE Electric Co 5.2% 3/1/2034  | 5700000 | 5716565 |
| DTE Electric Co 5.4% 4/1/2053  | 4690000 | 4436465 |
| Duke Energy Carolinas LLC 2.85% 3/15/2032 (e) | 2417000 | 2135875 |
| Duke Energy Carolinas LLC 2.95% 12/1/2026  | 4766000 | 4677191 |
| Duke Energy Carolinas LLC 3.2% 8/15/2049  | 6345000 | 4153357 |
| Duke Energy Carolinas LLC 3.75% 6/1/2045  | 1589000 | 1201313 |
| Duke Energy Carolinas LLC 3.875% 3/15/2046  | 3097000 | 2348974 |
| Duke Energy Carolinas LLC 4% 9/30/2042  | 2979000 | 2388605 |
| Duke Energy Carolinas LLC 4.95% 1/15/2033  | 8000000 | 8005048 |
| Duke Energy Carolinas LLC 5.4% 1/15/2054  | 4800000 | 4472360 |
| Duke Energy Carolinas LLC 6% 1/15/2038  | 1800000 | 1869459 |
| Duke Energy Corp 2.45% 6/1/2030  | 5220000 | 4689468 |
| Duke Energy Corp 2.65% 9/1/2026 (e) | 10605000 | 10375818 |
| Duke Energy Corp 3.75% 9/1/2046  | 7253000 | 5215161 |
| Duke Energy Corp 4.2% 6/15/2049  | 7520000 | 5675188 |
| Duke Energy Corp 4.5% 8/15/2032  | 1000000 | 961412 |
| Duke Energy Corp 4.8% 12/15/2045  | 2216000 | 1859476 |
| Duke Energy Corp 5% 8/15/2052  | 1600000 | 1351131 |
| Duke Energy Corp 5.45% 6/15/2034 (e) | 8340000 | 8416490 |
| Duke Energy Corp 6.45% 9/1/2054 (b) | 3500000 | 3535657 |
| Duke Energy Florida LLC 3.4% 10/1/2046  | 1986000 | 1383189 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  | 21562000 | 16769018 |
| Duke Energy Progress LLC 3.4% 4/1/2032  | 9666000 | 8839469 |
| Duke Energy Progress LLC 4.15% 12/1/2044  | 1430000 | 1137060 |
| Duke Energy Progress LLC 4.375% 3/30/2044  | 1589000 | 1311472 |
| Duke Energy Progress LLC 5.35% 3/15/2053  | 7000000 | 6438865 |
| Edison International 4.125% 3/15/2028  | 2000000 | 1923501 |
| Edison International 5.75% 6/15/2027  | 897000 | 901094 |
| Entergy Arkansas LLC 5.15% 1/15/2033  | 3100000 | 3122059 |
| Entergy Arkansas LLC 5.3% 9/15/2033  | 5730000 | 5800618 |
| Entergy Corp 0.9% 9/15/2025  | 13436000 | 13289778 |
| Entergy Corp 2.95% 9/1/2026  | 3734000 | 3661584 |
| Entergy Corp 3.75% 6/15/2050  | 3287000 | 2276527 |
| Entergy Corp 7.125% 12/1/2054 (b)(e) | 3300000 | 3373861 |
| Entergy Louisiana LLC 2.35% 6/15/2032  | 18700000 | 15860206 |
| Entergy Louisiana LLC 3.12% 9/1/2027  | 1600000 | 1554827 |
| Entergy Louisiana LLC 4.2% 9/1/2048  | 2526000 | 1960505 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 1400000 | 1353658 |
| Entergy Mississippi LLC 5.85% 6/1/2054  | 3120000 | 3041189 |
| Entergy Tex Inc 3.55% 9/30/2049  | 3211000 | 2194993 |
| Entergy Tex Inc 4% 3/30/2029  | 14040000 | 13849582 |
| Entergy Tex Inc 5.25% 4/15/2035  | 3170000 | 3162635 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 8760000 | 8712738 |
| Eversource Energy 2.55% 3/15/2031  | 12735000 | 11176024 |
| Eversource Energy 3.35% 3/15/2026  | 5251000 | 5189166 |
| Eversource Energy 3.45% 1/15/2050  | 3548000 | 2395105 |
| Exelon Corp 3.95% 6/15/2025  | 15612000 | 15605695 |
| Exelon Corp 4.05% 4/15/2030  | 2000000 | 1948956 |
| Exelon Corp 5.1% 6/15/2045 (e) | 874000 | 770688 |
| Exelon Corp 5.3% 3/15/2033  | 12280000 | 12419046 |
| Exelon Corp 5.875% 3/15/2055  | 8930000 | 8623928 |
| FirstEnergy Corp 1.6% 1/15/2026  | 9970000 | 9777591 |
| FirstEnergy Corp 2.25% 9/1/2030 (e) | 10730000 | 9402185 |
| FirstEnergy Corp 3.4% 3/1/2050  | 2900000 | 1892436 |
| FirstEnergy Corp 3.9% 7/15/2027 (f) | 6752000 | 6655348 |
| FirstEnergy Corp 4.85% 7/15/2047 (f) | 3732000 | 3076770 |
| Florida Power & Light Co 2.45% 2/3/2032 (e) | 2000000 | 1742346 |
| Florida Power & Light Co 3.125% 12/1/2025  | 4051000 | 4023922 |
| Florida Power & Light Co 3.15% 10/1/2049  | 5556000 | 3637568 |
| Florida Power & Light Co 3.8% 12/15/2042  | 8900000 | 7096204 |
| Florida Power & Light Co 4.05% 10/1/2044  | 4304000 | 3465676 |
| Florida Power & Light Co 4.125% 6/1/2048  | 9771000 | 7742969 |
| Florida Power & Light Co 5.1% 4/1/2033  | 7400000 | 7469745 |
| Florida Power & Light Co 5.3% 6/15/2034  | 9012000 | 9155072 |
| Georgia Power Co 3.25% 3/30/2027  | 6781000 | 6665291 |
| Georgia Power Co 4.65% 5/16/2028  | 4830000 | 4874585 |
| Georgia Power Co 4.7% 5/15/2032 (e) | 4000000 | 3954905 |
| Georgia Power Co 4.95% 5/17/2033  | 10160000 | 10081904 |
| Georgia Power Co 5.2% 3/15/2035  | 7030000 | 6996028 |
| Georgia Power Co 5.25% 3/15/2034 (e) | 5700000 | 5730575 |
| Indiana Michigan Power Co 3.25% 5/1/2051  | 3867000 | 2460639 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 11051000 | 9893134 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 4000000 | 3947063 |
| ITC Holdings Corp 3.35% 11/15/2027 (e) | 2000000 | 1944443 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 2960000 | 2896713 |
| MidAmerican Energy Co 3.15% 4/15/2050  | 7100000 | 4656669 |
| Nevada Power Co 3.125% 8/1/2050  | 5300000 | 3288348 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 13726000 | 13166426 |
| NextEra Energy Capital Holdings Inc 1.9% 6/15/2028 (e) | 9666000 | 8954111 |
| NextEra Energy Capital Holdings Inc 2.44% 1/15/2032  | 13630000 | 11639539 |
| NextEra Energy Capital Holdings Inc 5% 7/15/2032 (e) | 8800000 | 8781490 |
| NextEra Energy Capital Holdings Inc 5.05% 2/28/2033  | 9100000 | 9049650 |
| NextEra Energy Capital Holdings Inc 5.9% 3/15/2055  | 4320000 | 4177632 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (b) | 7350000 | 7515059 |
| Northern States Power Co/MN 2.6% 6/1/2051  | 6500000 | 3791846 |
| Northern States Power Co/MN 2.9% 3/1/2050  | 9483000 | 5938456 |
| Northern States Power Co/MN 3.4% 8/15/2042  | 1589000 | 1186560 |
| Northern States Power Co/MN 4.125% 5/15/2044  | 3575000 | 2875513 |
| NSTAR Electric Co 3.2% 5/15/2027  | 6076000 | 5950494 |
| NSTAR Electric Co 4.95% 9/15/2052  | 3710000 | 3233583 |
| NSTAR Electric Co 5.2% 3/1/2035  | 3850000 | 3810816 |
| Oglethorpe Power Corp 4.5% 4/1/2047  | 2500000 | 1985485 |
| Oglethorpe Power Corp 5.05% 10/1/2048  | 2000000 | 1724726 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 4250000 | 4010729 |
| Oncor Electric Delivery Co LLC 0.55% 10/1/2025 (e) | 25429000 | 25094852 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 15204000 | 9680917 |
| Oncor Electric Delivery Co LLC 3.8% 9/30/2047  | 7733000 | 5681626 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (d) | 7960000 | 7973816 |
| Pacific Gas and Electric Co 3.15% 1/1/2026  | 11599645 | 11472814 |
| Pacific Gas and Electric Co 3.25% 6/1/2031  | 4833000 | 4286821 |
| Pacific Gas and Electric Co 3.45% 7/1/2025  | 4833185 | 4824627 |
| Pacific Gas and Electric Co 3.5% 6/15/2025  | 9666000 | 9658421 |
| Pacific Gas and Electric Co 4.2% 3/1/2029  | 1000000 | 971754 |
| Pacific Gas and Electric Co 4.2% 6/1/2041  | 24166000 | 18311508 |
| Pacific Gas and Electric Co 4.55% 7/1/2030  | 30062414 | 29110636 |
| Pacific Gas and Electric Co 4.75% 2/15/2044 (e) | 967000 | 771037 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  | 1100000 | 1110906 |
| Pacific Gas and Electric Co 6.4% 6/15/2033  | 15000000 | 15433664 |
| Pacific Gas and Electric Co 6.7% 4/1/2053  | 5910000 | 5852891 |
| PacifiCorp 4.125% 1/15/2049  | 10692000 | 7884602 |
| PacifiCorp 4.15% 2/15/2050  | 2900000 | 2140144 |
| PacifiCorp 6% 1/15/2039  | 4919000 | 4956358 |
| PG&E Wildfire Recovery Funding LLC 5.081% 6/1/2043  | 1000000 | 955719 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 5100000 | 4623228 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 11120000 | 10270802 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 3024000 | 3323528 |
| PPL Capital Funding Inc 3.1% 5/15/2026  | 6356000 | 6265220 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 10557000 | 6759039 |
| PPL Electric Utilities Corp 4.15% 10/1/2045  | 2780000 | 2258105 |
| Progress Energy Inc 6% 12/1/2039  | 4131000 | 4224382 |
| Public Service Co of Colorado 3.8% 6/15/2047  | 3678000 | 2666241 |
| Public Service Co of Colorado 4.1% 6/1/2032  | 2000000 | 1889375 |
| Public Service Co of Colorado 4.1% 6/15/2048  | 2000000 | 1519669 |
| Public Service Co of Colorado 5.35% 5/15/2034  | 2800000 | 2788485 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 4230000 | 4083772 |
| Public Service Co of Colorado 6.25% 9/1/2037  | 2000000 | 2114192 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 5540000 | 5414180 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 8071000 | 7380441 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 9135000 | 6014051 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 2244000 | 1727272 |
| Public Service Electric and Gas Co 4% 6/1/2044 (e) | 3972000 | 3089304 |
| Public Service Electric and Gas Co 5.2% 8/1/2033  | 3300000 | 3339728 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 2870000 | 2668711 |
| Puget Sound Energy Inc 4.3% 5/20/2045  | 5092000 | 4114639 |
| Southern California Edison Co 2.25% 6/1/2030  | 7198000 | 6269802 |
| Southern California Edison Co 2.95% 2/1/2051  | 15950000 | 9012054 |
| Southern California Edison Co 3.7% 8/1/2025  | 2000000 | 1994034 |
| Southern California Edison Co 4% 4/1/2047  | 7944000 | 5574490 |
| Southern California Edison Co 4.125% 3/1/2048  | 5606000 | 3963746 |
| Southern California Edison Co 4.875% 3/1/2049 (e) | 8000000 | 6273234 |
| Southern California Edison Co 5.7% 3/1/2053  | 3300000 | 2881943 |
| Southern California Edison Co 5.85% 11/1/2027  | 9900000 | 10125831 |
| Southern Co/The 3.25% 7/1/2026  | 10737000 | 10608614 |
| Southern Co/The 3.7% 4/30/2030  | 10000000 | 9568129 |
| Southern Co/The 4.4% 7/1/2046  | 5814000 | 4694858 |
| Southern Co/The 5.15% 10/6/2025  | 8000000 | 8010617 |
| Southern Co/The 6.375% 3/15/2055 (b) | 2800000 | 2845685 |
| Southwestern Electric Power Co 1.65% 3/15/2026  | 10000000 | 9759975 |
| Southwestern Electric Power Co 5.3% 4/1/2033 (e) | 5310000 | 5250759 |
| Tampa Electric Co 4.45% 6/15/2049  | 9306000 | 7424749 |
| Tampa Electric Co 6.15% 5/15/2037  | 4972000 | 5138643 |
| Tucson Electric Power Co 5.2% 9/15/2034  | 6200000 | 6119750 |
| Union Electric Co 3.9% 9/15/2042  | 2940000 | 2337197 |
| Union Electric Co 5.45% 3/15/2053  | 7400000 | 6925550 |
| Virginia Electric and Power Co 3.3% 12/1/2049  | 5800000 | 3774926 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 11844000 | 11691688 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 6522000 | 4746966 |
| Virginia Electric and Power Co 4.2% 5/15/2045  | 8383000 | 6632634 |
| Virginia Electric and Power Co 4.45% 2/15/2044  | 2185000 | 1809557 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 5624000 | 4616088 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 2170000 | 2132284 |
| Virginia Electric and Power Co 6% 5/15/2037  | 1589000 | 1638329 |
| Wisconsin Electric Power Co 4.25% 6/1/2044  | 3734000 | 2970754 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  | 10274000 | 10352831 |
| Xcel Energy Inc 3.35% 12/1/2026  | 2383000 | 2339228 |
| Xcel Energy Inc 4% 6/15/2028  | 1900000 | 1871153 |
| Xcel Energy Inc 4.6% 6/1/2032  | 11300000 | 10844337 |
|  |  | 1168374252 |
| Gas Utilities - 0.2% |  |  |
| Atmos Energy Corp 1.5% 1/15/2031  | 2000000 | 1689646 |
| Atmos Energy Corp 5.45% 10/15/2032  | 13820000 | 14209306 |
| Atmos Energy Corp 5.9% 11/15/2033  | 7550000 | 7975071 |
| CenterPoint Energy Resources Corp 4% 4/1/2028  | 7400000 | 7301555 |
| CenterPoint Energy Resources Corp 4.4% 7/1/2032  | 2000000 | 1916354 |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 2400000 | 2449272 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 5710000 | 5737430 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 7100000 | 7242624 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 7100000 | 7095518 |
| Piedmont Natural Gas Co Inc 3.5% 6/1/2029  | 10000000 | 9586935 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  | 2450000 | 2418950 |
| Southern California Gas Co 2.6% 6/15/2026  | 10509000 | 10304811 |
| Southern California Gas Co 5.05% 9/1/2034  | 8300000 | 8183787 |
| Southern California Gas Co 6.35% 11/15/2052  | 4200000 | 4341156 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 10740000 | 7986709 |
| Southwest Gas Corp 5.45% 3/23/2028  | 6606000 | 6735641 |
| Washington Gas Light Co 3.796% 9/15/2046  | 2400000 | 1772019 |
|  |  | 106946784 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 5.8% 3/15/2032 (e) | 3830000 | 3796414 |
| Constellation Energy Generation LLC 3.25% 6/1/2025  | 15566000 | 15563013 |
| Constellation Energy Generation LLC 5.75% 3/15/2054 (e) | 7400000 | 7047778 |
| Constellation Energy Generation LLC 6.25% 10/1/2039 (e) | 2000000 | 2078347 |
|  |  | 28485552 |
| Multi-Utilities - 0.4% |  |  |
| Ameren Corp 1.95% 3/15/2027  | 8995000 | 8616796 |
| Ameren Illinois Co 3.8% 5/15/2028 (e) | 1500000 | 1483172 |
| Ameren Illinois Co 4.5% 3/15/2049  | 5993000 | 4936027 |
| Ameren Illinois Co 4.95% 6/1/2033  | 4600000 | 4586957 |
| Ameren Illinois Co 5.55% 7/1/2054  | 2700000 | 2568490 |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028  | 7944000 | 7735478 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030  | 7954000 | 7653450 |
| Berkshire Hathaway Energy Co 3.8% 7/15/2048  | 7944000 | 5805578 |
| Berkshire Hathaway Energy Co 4.25% 10/15/2050  | 6859000 | 5277290 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045 (e) | 5282000 | 4429555 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043  | 6144000 | 5648583 |
| CMS Energy Corp 4.875% 3/1/2044 (e) | 3972000 | 3446636 |
| Consumers Energy Co 2.65% 8/15/2052  | 5707000 | 3412192 |
| Consumers Energy Co 3.5% 8/1/2051  | 2900000 | 2074450 |
| Consumers Energy Co 4.5% 1/15/2031  | 5910000 | 5869700 |
| Consumers Energy Co 4.7% 1/15/2030  | 7660000 | 7721519 |
| Consumers Energy Co 5.05% 5/15/2035  | 6310000 | 6272410 |
| Delmarva Power & Light Co 4% 6/1/2042  | 3177000 | 2492595 |
| Dominion Energy Inc 3.375% 4/1/2030 (e) | 20308000 | 19057139 |
| Dominion Energy Inc 3.9% 10/1/2025  | 10247000 | 10224406 |
| Dominion Energy Inc 4.35% 8/15/2032  | 2000000 | 1889234 |
| Dominion Energy Inc 4.9% 8/1/2041  | 1589000 | 1387538 |
| Dominion Energy Inc 7% 6/1/2054 (b) | 3700000 | 3888053 |
| DTE Energy Co 2.85% 10/1/2026  | 4766000 | 4660579 |
| DTE Energy Co 3.8% 3/15/2027  | 10732000 | 10551953 |
| DTE Energy Co 4.95% 7/1/2027  | 5690000 | 5735873 |
| DTE Energy Co 5.2% 4/1/2030  | 4410000 | 4485606 |
| NiSource Inc 0.95% 8/15/2025  | 10826000 | 10742044 |
| NiSource Inc 1.7% 2/15/2031  | 12856000 | 10867180 |
| NiSource Inc 3.49% 5/15/2027 (e) | 6076000 | 5954333 |
| NiSource Inc 3.95% 3/30/2048  | 7944000 | 5943952 |
| NiSource Inc 4.375% 5/15/2047  | 3797000 | 3033167 |
| NiSource Inc 4.8% 2/15/2044  | 4369000 | 3775495 |
| Public Service Enterprise Group Inc 2.45% 11/15/2031  | 5100000 | 4406559 |
| Puget Energy Inc 4.1% 6/15/2030  | 11406000 | 10861667 |
| San Diego Gas & Electric Co 4.5% 8/15/2040  | 795000 | 694282 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 1300000 | 1175833 |
| Sempra 3.25% 6/15/2027  | 4846000 | 4718256 |
| Sempra 3.8% 2/1/2038  | 6737000 | 5450012 |
| Sempra 4% 2/1/2048  | 17508000 | 12627671 |
| Sempra 4.125% 4/1/2052 (b)(e) | 3250000 | 3067961 |
| Sempra 6% 10/15/2039  | 795000 | 789197 |
|  |  | 236018868 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.8% 5/1/2030  | 2000000 | 1834568 |
| American Water Capital Corp 2.95% 9/1/2027  | 4833000 | 4688435 |
| American Water Capital Corp 3.45% 6/1/2029  | 4833000 | 4640628 |
| American Water Capital Corp 4.45% 6/1/2032  | 12000000 | 11671645 |
| American Water Capital Corp 5.25% 3/1/2035  | 7000000 | 6981625 |
| American Water Capital Corp 6.593% 10/15/2037  | 5173000 | 5669078 |
|  |  | 35485979 |
| TOTAL UTILITIES |  | 1575311435 |
| TOTAL UNITED STATES |  | 13439599218 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $17,763,060,130) |  | <br> **16158590012** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 25.2%  |  |  |
| Fannie Mae 2% 2/1/2052  | 9711860 | 7693573 |
| Fannie Mae 2% 4/1/2052  | 11049525 | 8725625 |
| Fannie Mae 2.5% 11/1/2031  | 10029 | 9609 |
| Fannie Mae 2.5% 7/1/2050  | 5776689 | 4753995 |
| Fannie Mae 3% 10/1/2031  | 1578772 | 1528461 |
| Fannie Mae 3% 10/1/2046  | 19289 | 16879 |
| Fannie Mae 3% 11/1/2047  | 317671 | 276480 |
| Fannie Mae 3% 2/1/2050  | 178404 | 153598 |
| Fannie Mae 3% 7/1/2050  | 7621 | 6558 |
| Fannie Mae 3.5% 2/1/2045  | 11287488 | 10452951 |
| Fannie Mae 3.5% 4/1/2031  | 665053 | 654654 |
| Fannie Mae 4% 4/1/2050  | 450119 | 417408 |
| Fannie Mae 4.5% 1/1/2055  | 1129070 | 1067705 |
| Fannie Mae 5.5% 1/1/2055  | 25274990 | 25039425 |
| Fannie Mae 5.5% 4/1/2053  | 925562 | 918891 |
| Fannie Mae 6% 12/1/2054  | 3119745 | 3151473 |
| Fannie Mae 6% 6/1/2053  | 1849164 | 1871351 |
| Fannie Mae 6.5% 5/1/2053  | 24490 | 25172 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.54%, 7.191% 11/1/2034 (b)(c) | 1089745 | 1118813 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.645%, 6.645% 4/1/2041 (b)(c) | 67885 | 70203 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.037% 11/1/2034 (b)(c) | 77525 | 79991 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 5349355 | 4718106 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 8140356 | 7149230 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 699993 | 614765 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 456637 | 403180 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 7661428 | 6728614 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1828841 | 1609601 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1049570 | 921780 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 409987 | 360069 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050  | 130847 | 97068 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 38362426 | 28350919 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 726042 | 536566 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 38075653 | 33439767 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 18281351 | 16089790 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 8110979 | 7115319 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3619462 | 3190087 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3410454 | 3011202 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 3266703 | 2884280 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 2891380 | 2544763 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 1044048 | 920193 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 554318 | 486827 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 483368 | 424516 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 137632 | 120875 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 36188560 | 26766988 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 24547848 | 18156897 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 21956435 | 16226427 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 276843 | 244174 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 7069602 | 6208845 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 682855 | 599714 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 220736 | 194275 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 159165 | 139786 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 34694922 | 25662214 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 14986251 | 11084630 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 30833597 | 27195090 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 5440892 | 4798842 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2037  | 12135964 | 10658355 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 14901251 | 13142835 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 546061 | 403896 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 485277 | 427406 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 594065 | 439031 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2031  | 28775 | 26884 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036  | 1294239 | 1139895 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035  | 620809 | 549878 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 5145315 | 3802533 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 267031 | 197343 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 25107 | 18555 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2028  | 25716 | 25045 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2031  | 20096 | 19283 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 45374593 | 41187616 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 571596 | 518852 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 553567 | 502486 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 24428 | 22388 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 107327792 | 84017087 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 143157 | 112154 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2652833 | 2066712 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 655697 | 510826 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 621749 | 484379 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2026  | 13414 | 13178 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2030  | 239474 | 228277 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 9184774 | 8357333 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 558010 | 507740 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 376341 | 342437 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 372272 | 338734 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 332681 | 302710 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 23092 | 21084 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 620498 | 563629 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 232949 | 210507 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 205596 | 185789 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 117561 | 106235 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 49842 | 45009 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 9006780 | 7056212 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 7848085 | 6148452 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 2151782 | 1685778 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 48866666 | 38115795 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 1818560 | 1418469 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 778156 | 606958 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 160181 | 124941 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2031  | 135918 | 130080 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 40229024 | 36604860 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 24538148 | 22327548 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2035  | 26314 | 23943 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 15052719 | 13602566 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 341461 | 309099 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 122340 | 110592 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 73446 | 66324 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2038  | 826631 | 746737 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 96294509 | 75109313 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 94762906 | 73914669 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 46317668 | 42144988 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1462809 | 1327827 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 520662 | 472618 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 3792250 | 3444687 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 1760899 | 1591257 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 349456 | 315899 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 75383952 | 59058298 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 30200484 | 23660065 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 16898666 | 13260101 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 600264 | 469892 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 72372970 | 56902943 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 59000274 | 46702156 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 50227534 | 39663845 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2408634 | 1878725 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 465810 | 365368 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 18573 | 14579 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 8587397 | 7776203 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 159245 | 145098 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 62984 | 57310 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 31844 | 28836 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 12334473 | 11142337 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 316991249 | 248143381 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 34784337 | 27283818 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 6896516 | 5415891 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 47540 | 37185 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 40800593 | 36946434 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 500623 | 453333 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 447205 | 404681 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 389225 | 352457 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 44362 | 40629 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 21439680 | 19367518 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 171741 | 155894 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2040  | 69419 | 59594 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 14392443 | 11257529 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 3528502 | 2767654 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 4196148 | 3272977 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1902087 | 1508584 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2027  | 1865 | 1827 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2035  | 205496 | 187625 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 468307 | 426264 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 378214 | 342250 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 632215 | 494508 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2030  | 68916 | 66041 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 210612 | 192033 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 148105 | 135226 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2035  | 31274 | 28554 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 296534 | 269078 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 130005 | 117643 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 46867 | 42864 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 29607 | 26930 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 853825 | 771302 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 851966 | 769623 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 30830 | 27851 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 351143038 | 274658220 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 12152628 | 9535965 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2030  | 23633 | 22617 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035  | 180810 | 164860 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 4800070 | 3769535 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 11363436 | 8879897 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 4735035 | 4317342 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 2088071 | 1903875 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 1584850 | 1445045 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 2330969 | 2104951 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 27436 | 24810 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1600293 | 1255723 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1121991 | 880408 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2264437 | 1768375 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2028  | 188711 | 182881 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 4940637 | 4495544 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 4212466 | 3840870 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 1459463 | 1330719 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 381611 | 348067 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 195926 | 178888 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 30175 | 27278 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 517659 | 406198 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 8547516 | 6675040 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 30740589 | 27971222 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 843035 | 767087 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2035  | 746059 | 678848 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 882004 | 797309 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2036  | 127694 | 115631 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 39543030 | 31053470 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 882258 | 692293 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 3062991 | 2391992 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 1800957 | 1760337 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 52199 | 51052 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 18563 | 18176 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 12775 | 12503 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 8299 | 8112 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2028  | 6553 | 6409 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 30205 | 29196 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2030  | 29926 | 28938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 317726 | 305140 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 293118 | 281786 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 193176 | 185613 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 165242 | 158621 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 105909 | 101713 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 96816 | 93741 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 88949 | 85510 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 81192 | 78090 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 67946 | 65319 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 40154 | 38583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 33251 | 31997 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 33063 | 31815 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 18405 | 17894 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 18239 | 17571 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 13654 | 13153 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 10939 | 10526 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 10100 | 9714 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2031  | 8277 | 7961 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 1961247 | 1886318 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 1862977 | 1796396 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 430256 | 411362 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 379279 | 362783 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 251158 | 240343 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 45795 | 43861 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 19449 | 18611 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 7970 | 7626 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 502490 | 477337 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 292277 | 278077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 278043 | 264791 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2035  | 2330136 | 2178309 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2040  | 32699 | 29028 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043  | 33962 | 29559 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2046  | 17612 | 14862 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 878976 | 740394 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 281543 | 236626 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2050  | 1541026 | 1274466 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 23476156 | 19275964 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 1675001 | 1379509 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2551088 | 2101043 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2240840 | 1849028 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 83820 | 82073 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 59559 | 58353 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 47491 | 46530 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2027  | 25257 | 24746 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2028  | 63105 | 61416 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2029  | 30321 | 29358 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 75753 | 72976 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 38253 | 36738 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2030  | 17895 | 17239 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 796540 | 762575 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 500190 | 478438 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 498282 | 477236 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 397025 | 379761 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 156345 | 149351 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 141946 | 135952 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 127757 | 122310 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 125281 | 119940 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 46351 | 44337 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 41653 | 39895 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 28266 | 27073 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 25470 | 24417 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 18446 | 17660 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 9443 | 9032 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 8050 | 7710 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 6826 | 6541 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 3513 | 3354 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032  | 924405 | 880335 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 819034 | 767715 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2036  | 22470 | 20484 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2039  | 157413 | 139990 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2039  | 145557 | 134344 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2042  | 69937 | 61027 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2043  | 242355 | 210725 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 113666001 | 93542788 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 36456 | 30081 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 78534688 | 64202516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 3507236 | 2890706 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 186764 | 182654 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 65155 | 63797 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 30250 | 29620 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 14629 | 14324 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2027  | 4329 | 4239 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 116243 | 112551 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 71634 | 69512 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 2159 | 2090 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 474096 | 463938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 81216 | 78315 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 72909 | 70339 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 55564 | 53467 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 40893 | 39414 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 32299 | 31130 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 13621 | 13122 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 6380 | 6152 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2030  | 5754 | 5545 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 381779 | 367022 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 339228 | 324909 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 336393 | 321767 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 135147 | 129386 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 102504 | 98177 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 93887 | 89805 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 57360 | 54886 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 12439 | 11893 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 5392 | 5165 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 193347 | 183968 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 135392 | 128996 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 131861 | 125682 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 40148 | 38317 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 13091 | 12477 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 3260770 | 3048304 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2035  | 1969535 | 1831972 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 1691586 | 1561807 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 103961 | 94665 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 939743 | 867645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2037  | 132019 | 121890 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2039  | 288724 | 256831 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2046  | 62865 | 52954 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 2194269 | 1814714 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 319200 | 263986 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 173876 | 143800 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 521005 | 428930 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 223394 | 184822 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 169043 | 138799 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 2302545 | 1884833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 443581 | 363109 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2026  | 42542 | 41928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 47827 | 46775 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 35578 | 34816 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 29739 | 29068 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 20526 | 20075 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 18766 | 18364 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 18451 | 18034 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 14729 | 14397 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 13714 | 13412 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 11228 | 10981 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2027  | 6403 | 6262 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 105590 | 102240 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2029  | 80836 | 78232 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 448230 | 432220 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 97523 | 93803 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 89566 | 86184 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 88358 | 84983 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 79993 | 77173 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 50056 | 48030 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 28366 | 27255 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 13680 | 13151 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 13003 | 12482 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 11710 | 11263 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 8022 | 7715 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2030  | 4276 | 4111 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 322988 | 308539 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 166817 | 159420 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 115158 | 110102 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 107317 | 102606 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 88549 | 84510 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 43638 | 41777 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 9140 | 8754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 2366 | 2260 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 379348 | 360775 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 111477 | 106253 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 74822 | 71376 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 62626 | 59642 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 27304 | 26000 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 14120 | 13402 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 306867 | 289461 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2040  | 42834 | 37724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2046  | 161039 | 135649 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 5906256 | 4849549 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 91551 | 75400 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 75652659 | 62566595 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 70621083 | 58118460 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 61998066 | 51235164 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 764669 | 625948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 148773 | 121412 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 392691 | 383403 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 68753 | 67164 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 20205 | 19738 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 10079 | 9857 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 6030 | 5887 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2028  | 4009 | 3916 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 43078 | 41657 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 31405 | 30369 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2030  | 29067 | 28120 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 901705 | 882534 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 131845 | 126808 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 117822 | 113104 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 96238 | 92516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 88430 | 85008 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 48743 | 46954 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 26141 | 25143 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 12410 | 11923 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 10781 | 10369 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 9159 | 8805 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 5547 | 5327 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 392821 | 375576 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 273978 | 261945 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 235263 | 224830 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 163444 | 156333 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 109694 | 104827 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 61646 | 58957 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 41771 | 39319 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2033  | 17382 | 16488 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 542847 | 507476 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2040  | 12458 | 11057 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 50007 | 43985 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043  | 50553 | 43963 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2047  | 154755 | 130065 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2050  | 953010 | 786971 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 1053590 | 865089 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 126114 | 103550 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 2400973 | 1963154 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 2341436 | 1914474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1630935 | 1333533 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1545112 | 1271085 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1457885 | 1192039 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 777770 | 635943 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 763568 | 626240 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 758716 | 622261 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2027  | 21001 | 20622 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 50931 | 49754 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 49274 | 48136 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2028  | 2790 | 2724 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2029  | 205189 | 200913 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2029  | 126546 | 123222 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2030  | 81246 | 78380 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2030  | 2662 | 2575 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2031  | 10624 | 10208 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2031  | 2602 | 2500 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 3561420 | 3404938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 243082 | 232402 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 77486 | 74181 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2032  | 8858 | 8469 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 145801 | 138840 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033  | 32876 | 31262 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035  | 488406 | 455514 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 10769788 | 9946889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 3875626 | 3579497 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 219736 | 192090 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 122371 | 106752 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 14389 | 12650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 92747 | 76588 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 65651 | 54213 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 12840289 | 10542993 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 5246934 | 4308189 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 155982 | 128075 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 10763374 | 8800667 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 1380049 | 1355164 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2027  | 8197 | 8059 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 93623 | 91408 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 57753 | 56387 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 24617 | 24021 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 14231 | 13918 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2028  | 8722 | 8516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 375704 | 365379 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 92108 | 89115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 75583 | 73064 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 399800 | 383978 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 205385 | 196887 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 49286 | 47334 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 271784 | 259842 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 129567 | 123711 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 61803 | 59061 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2032  | 19774 | 18905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 10929175 | 10292189 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 398726 | 369132 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037  | 573009 | 530480 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2040  | 1946460 | 1724588 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 1631532 | 1423002 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 492100 | 427720 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 153426 | 134717 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 94373 | 82021 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 44458 | 39476 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 30540 | 26591 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2045  | 10318 | 8736 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 103587 | 87256 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 50735 | 42736 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 43990 | 37055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 40020 | 33710 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 21483 | 18096 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 19328 | 16281 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 17139 | 14437 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2046  | 10625 | 8950 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 591118 | 488130 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 95578 | 78807 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 30500 | 25148 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 127909248 | 105024608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 117350 | 115234 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 28486 | 27956 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 15591 | 15310 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 8405 | 8244 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 4183 | 4107 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2027  | 1328 | 1302 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 92208 | 89928 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 56748 | 55315 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 37005 | 36071 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 27504 | 26839 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 24670 | 24073 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 16794 | 16406 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 9124 | 8908 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 7314 | 7122 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2028  | 6233 | 6103 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 72223 | 70151 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2029  | 33589 | 32610 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 992006 | 968532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 103993 | 100328 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2030  | 8650 | 8358 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 195799 | 188223 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 112179 | 107688 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 94778 | 91065 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 83997 | 80632 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 21141 | 20295 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 19717 | 18929 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 194472 | 185608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2032  | 113960 | 109149 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 1089262 | 1015905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 619910 | 578162 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 4664235 | 4131167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2043  | 98811 | 85784 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 258594 | 217823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 89854 | 75687 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 63012 | 53077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 54183 | 45640 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 4579853 | 3776201 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 1693130 | 1396027 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 907140 | 747959 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 472960 | 389967 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 81834880 | 67065681 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 38799008 | 31978604 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 13735201 | 11243456 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 31708 | 31084 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 26575 | 26081 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2027  | 4598 | 4510 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1335562 | 1301850 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 497798 | 485492 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 156679 | 152888 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 136141 | 132846 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 31859 | 31055 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 28655 | 27931 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 25944 | 25250 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 21781 | 21243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 12367 | 12061 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 12345 | 12039 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 8693 | 8482 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 7803 | 7623 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 5096 | 4970 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 3563 | 3475 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 1248 | 1215 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 56862 | 54830 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 27024 | 26004 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2030  | 11019 | 10636 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 2928887 | 2810390 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 201758 | 193415 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 189567 | 181714 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 103456 | 99225 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 67733 | 65082 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 61796 | 59269 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 48685 | 46567 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 35681 | 34236 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 157864 | 150729 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 109826 | 105141 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2032  | 12051 | 11516 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 14242657 | 13261222 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 720101 | 671606 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 413034 | 382378 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040  | 7219742 | 6387508 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2040  | 216635 | 191295 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2043  | 9122 | 7958 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 382761 | 320261 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 353927 | 298125 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2046  | 132638 | 111726 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 1246006 | 1030088 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 427949 | 352186 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 244486 | 201203 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 157559 | 129911 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 34017 | 28122 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 33013 | 27231 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2026  | 27220 | 26898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 162781 | 159576 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 64678 | 63439 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 21197 | 20791 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2027  | 4320 | 4230 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 337724 | 329738 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 315602 | 307798 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 172301 | 167950 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 167263 | 163041 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 125288 | 122126 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 68171 | 66347 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 65162 | 63551 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 62148 | 60548 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 47994 | 46709 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 40146 | 39112 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 35420 | 34544 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 25400 | 24772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 21817 | 21278 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 15235 | 14827 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 12443 | 12122 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 11309 | 11018 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 9212 | 8975 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 8902 | 8663 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 7335 | 7161 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 6343 | 6173 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 4546 | 4422 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 3138 | 3059 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 2843 | 2772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2029  | 77137 | 74625 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2029  | 1292 | 1251 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 61810 | 59661 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 10169 | 9815 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 6364 | 6140 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2030  | 5805 | 5583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 264225 | 253533 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 45268 | 43416 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 17860 | 17121 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 7861783 | 7320043 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 502222 | 467615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 432479 | 402678 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 2350723 | 2170374 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 1124438 | 1042387 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 292710 | 270253 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2038  | 373684 | 344898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 560869 | 495900 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2045  | 2590760 | 2161243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 2428747 | 2045823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 1085885 | 914681 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 315366 | 265645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 41837803 | 34679330 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 7700161 | 6336939 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 261732 | 215396 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 8415342 | 6888689 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 38491 | 37734 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 5888 | 5772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 2509 | 2458 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2027  | 1188 | 1164 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 106534 | 103736 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 102051 | 99475 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 38738 | 37781 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 26925 | 26205 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 24407 | 23791 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 22801 | 22214 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 18824 | 18339 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 14175 | 13817 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 10768 | 10491 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 7508 | 7315 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 417470 | 404558 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 254852 | 246761 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 202125 | 195706 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 164417 | 159194 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 125409 | 121531 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 30035 | 29106 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 4396 | 4254 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2029  | 1408 | 1364 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 63575 | 61274 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2030  | 30389 | 29304 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 834232 | 800090 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 245225 | 235194 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 80324 | 77037 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 70751 | 67795 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 7472 | 7167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 314690 | 299945 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 39606 | 37719 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2032  | 2778 | 2641 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2033  | 204268 | 194059 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2034  | 46637 | 43714 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 14179046 | 13201995 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 12833926 | 11949565 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 1806753 | 1682253 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2036  | 129537 | 119761 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2039  | 22739 | 20257 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 112061 | 97387 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 111261 | 96270 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2043  | 82954 | 71829 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 49547580 | 40775770 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 18810769 | 15480546 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 2678723 | 2204487 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 442171 | 364857 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 11186755 | 9157331 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 54640 | 53501 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 24390 | 23896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2027  | 6999 | 6853 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 1081660 | 1047317 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 640243 | 619635 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 246841 | 239312 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 247092 | 239042 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 225239 | 218273 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 132646 | 128546 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 132719 | 128291 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 116994 | 113325 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 114008 | 110249 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 103465 | 100266 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 81146 | 78780 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 74409 | 72046 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 13052 | 12616 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029  | 6203 | 6009 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 148445 | 142181 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 106066 | 102013 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 34747 | 33281 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 17226 | 16514 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 5618 | 5383 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2032  | 111720 | 106621 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2032  | 1134 | 1077 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2034  | 512027 | 479945 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2040  | 247149 | 218388 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 165748 | 139615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 24959714 | 20540893 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 5253331 | 4323291 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 2151074 | 1770252 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 689161 | 567153 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 436672 | 359365 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 57131231 | 47248922 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 36102183 | 29552774 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 225196 | 183779 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2052  | 492568 | 402286 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 72881 | 71923 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 72171 | 71222 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 20858 | 20584 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 7864 | 7761 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 5886 | 5807 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 3336 | 3292 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 2352 | 2321 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2027  | 1247 | 1230 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2029  | 11197 | 10946 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2029  | 3003 | 2937 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 311242 | 303292 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 75422 | 73513 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 69666 | 68334 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 55422 | 54081 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 21318 | 20970 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 18442 | 17971 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 1174 | 1163 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 723098 | 702126 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 563447 | 547278 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 29590 | 28740 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 18516 | 17953 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 13909 | 13505 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2031  | 12184 | 11835 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 674983 | 653090 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 79130 | 76494 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 6697 | 6481 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 944964 | 911611 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 90194 | 87083 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 80045 | 77265 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 12676880 | 12096078 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 647959 | 588847 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 1314770 | 1181436 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 591619 | 537479 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 472498 | 423869 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 380228 | 341299 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 315560 | 284441 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 226387 | 205169 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 10690 | 9586 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 8273 | 7422 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 1847647 | 1654550 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 120804 | 106967 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 92733 | 82127 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 56400 | 50288 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 53604 | 47449 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045  | 9883 | 8705 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 711648 | 624487 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 428799 | 376281 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 70099 | 61513 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2046  | 8194 | 7190 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 3316061 | 2901625 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 2528036 | 2212085 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1764462 | 1543942 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1623597 | 1420682 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1360119 | 1190133 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 1080092 | 945104 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 977543 | 855371 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 251018 | 219646 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 153394 | 133984 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 140022 | 122522 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 133146 | 116298 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 56320 | 49299 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 313792 | 273104 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2048  | 46993 | 40973 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 9753908 | 8412956 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 5269977 | 4545469 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 715694 | 617302 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 562534 | 485197 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 108323 | 93431 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 96602 | 83321 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 58644 | 50674 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 53751 | 46362 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 39524 | 34152 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 13214 | 11397 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 32549 | 28074 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 17030 | 14657 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 14966 | 12787 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1320004 | 1134200 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1234979 | 1061144 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 1076690 | 925135 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 902325 | 775314 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 257783 | 221498 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 64894 | 55678 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 8982 | 8872 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2026  | 774 | 765 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 301550 | 296849 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 57981 | 57032 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 10461 | 10298 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 304857 | 297150 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 27406 | 26741 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2029  | 3116 | 3040 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 454331 | 441826 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 150455 | 146374 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 109601 | 106455 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 90513 | 87945 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 81001 | 78771 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 80381 | 78075 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 43599 | 42400 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 33759 | 32842 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 18557 | 18018 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 17362 | 16878 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2030  | 4203 | 4086 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 442272 | 428410 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 136958 | 132626 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2031  | 24108 | 23302 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 1305590 | 1260234 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 140561 | 135753 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2032  | 12576 | 12135 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 278232 | 266528 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 103355 | 99008 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 35730 | 34227 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 206472 | 197529 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 18069 | 17230 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2039  | 4857 | 4421 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 388401 | 347632 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 24541 | 22332 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 1034316 | 924613 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 535874 | 476063 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 429161 | 383088 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 398081 | 353576 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 388964 | 346876 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 98510 | 88046 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 92423 | 82623 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 36433 | 32577 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 6311 | 5642 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 14434048 | 12921357 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 224932 | 196609 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1367191 | 1196322 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1237324 | 1082685 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1068737 | 935168 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 966173 | 845423 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 939782 | 822329 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 670755 | 586925 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 334698 | 292868 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 316598 | 277030 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 203827 | 176187 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 199816 | 174843 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 191147 | 167258 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 161915 | 141679 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 26558 | 23239 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 22448 | 19643 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 21627 | 18924 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 20353 | 17809 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 16969 | 14901 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 5546 | 4853 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2047  | 401856 | 350376 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2048  | 40374 | 35038 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 23136149 | 19984346 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 13849784 | 12045282 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 10897133 | 9433065 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 7507060 | 6484384 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 1347529 | 1163957 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 401675 | 346955 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 220282 | 190480 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 81254 | 70184 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 6652240 | 5713794 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 20143 | 17295 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 130503 | 128906 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 49681 | 49050 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2026  | 43590 | 43016 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 356540 | 350702 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 102437 | 100799 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 23423 | 23049 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2027  | 14674 | 14428 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 16716 | 16284 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 5995 | 5845 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 4993 | 4866 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2029  | 2796 | 2727 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 153869 | 149353 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 149914 | 145742 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 137240 | 133346 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 103368 | 100476 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 63072 | 61283 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 41196 | 40050 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 39349 | 38253 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 8947 | 8721 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2030  | 5592 | 5442 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 63848 | 61834 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 18669 | 18069 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2031  | 2352 | 2316 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 1403107 | 1353978 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 114755 | 110707 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 970089 | 936994 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 367487 | 349732 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 1039111 | 933909 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 774956 | 693496 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 576909 | 518238 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 233492 | 211033 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 116542 | 105006 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 51799 | 46772 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2043  | 15060 | 13428 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2045  | 97643 | 85684 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 12321124 | 10781249 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 11099990 | 9942036 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 7425388 | 6497374 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 6878358 | 6018711 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 3593386 | 3144290 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1078860 | 944025 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 833546 | 747382 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 193858 | 169630 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 160222 | 140198 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 154175 | 134907 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 137713 | 120501 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 102957 | 90089 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 18257 | 15975 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 10438 | 9133 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 555141 | 484025 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 236891 | 206544 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 159348 | 138686 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2047  | 74940 | 65223 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 5156415 | 4487804 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 1423576 | 1227865 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 1198594 | 1033813 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 515566 | 444687 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 187469 | 161696 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 672547 | 578825 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 389983 | 336369 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 379839 | 327026 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 285901 | 246417 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 19495 | 16778 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 6704105 | 5716441 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 379582 | 325678 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 37186 | 36713 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 18557 | 18321 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 13807 | 13631 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 9490 | 9370 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 8628 | 8519 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 7505 | 7409 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2026  | 5962 | 5890 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2027  | 2069 | 2033 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2027  | 1217 | 1196 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028  | 5537 | 5431 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 514907 | 502166 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 30025 | 29274 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 11145 | 10863 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2029  | 8098 | 7902 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 213405 | 207466 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 54084 | 52571 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 38860 | 37746 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 32971 | 32036 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 25187 | 24448 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 17767 | 17272 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 10030 | 9745 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 8919 | 8663 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 8558 | 8313 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 6875 | 6675 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2030  | 2813 | 2732 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 177971 | 172242 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 67132 | 64952 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 17054 | 16511 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 15655 | 15171 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2031  | 14747 | 14277 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 211684 | 203677 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 86723 | 83711 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 617920 | 591927 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 137729 | 131936 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2033  | 27485 | 26294 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 14100516 | 13454489 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2039  | 64159 | 58407 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 13393667 | 12006682 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 5414922 | 4856590 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 1081379 | 966909 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 770610 | 696617 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 408574 | 366555 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 252079 | 225503 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 232264 | 208313 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 72805 | 65805 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 28718 | 25787 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2043  | 89331 | 79981 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2044  | 640958 | 559450 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 901831 | 791376 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 632422 | 554964 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 538354 | 472417 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 8715653 | 7626384 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 2439311 | 2134450 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 1315879 | 1151423 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 780710 | 683138 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 743234 | 650346 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 360851 | 315752 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 214376 | 187583 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 194758 | 170417 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 184285 | 161253 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 168780 | 147686 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 63082 | 55198 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 28806 | 25206 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 25203 | 22053 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 19058 | 16677 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 7384 | 6461 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 411463 | 358110 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 244935 | 213558 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 53718 | 46752 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 9229573 | 8029927 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 1781270 | 1536384 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 910217 | 785082 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 790204 | 681568 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 540446 | 466146 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 291812 | 251694 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 284515 | 245400 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 1367008 | 1176938 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 136673 | 117627 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1358787 | 1167525 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 879662 | 749518 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 710149 | 609079 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 31226 | 26831 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 72077 | 71132 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 60578 | 59755 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 33826 | 33381 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 16260 | 16026 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 8121 | 8010 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 5734 | 5656 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 4634 | 4573 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 3700 | 3652 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 611 | 603 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 1038580 | 1016015 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2029  | 605689 | 592526 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 622270 | 606534 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 306782 | 299096 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 57308 | 55874 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 56703 | 55239 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 32843 | 32011 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 10876 | 10581 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 6243 | 6073 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 638029 | 619101 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 176622 | 171771 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 107086 | 103943 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 36460 | 35366 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 36210 | 35159 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 20732 | 20117 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 15875 | 15414 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 10966 | 10647 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 10013 | 9716 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 7490 | 7260 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 4062 | 3942 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 3819 | 3709 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 396349 | 383808 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 79331 | 76733 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 18152 | 17547 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2032  | 9268 | 8964 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 1322778 | 1275381 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 712125 | 687385 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 13820911 | 13328872 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 448515 | 433168 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 94229 | 90148 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 75457 | 72189 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2040  | 4484837 | 4075692 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2040  | 111616 | 101434 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 382295 | 343219 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 180720 | 161470 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 96213 | 86649 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 88742 | 79653 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 10679 | 9524 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 342933 | 303362 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 64159 | 56704 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 52189 | 45931 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 1271474 | 1115746 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 426973 | 374678 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 326780 | 286756 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 135689 | 119070 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2046  | 78518 | 68902 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 6186179 | 5413040 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4590043 | 4107037 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 4385267 | 3920568 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 2615689 | 2288784 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 1840358 | 1607477 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 655685 | 586663 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 196975 | 172357 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 94976 | 82958 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 278107 | 242046 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 39694 | 34659 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2049  | 163054 | 141249 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 3635413 | 3129942 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 314550 | 270815 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 298402 | 256912 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 170439 | 147007 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 27065 | 23302 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 4378966 | 3768742 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 545881 | 469811 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 51423 | 44225 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 1321336 | 1135345 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 58344 | 49712 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2026  | 3258 | 3233 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2026  | 787 | 781 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 156519 | 154326 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 62261 | 61388 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 10647 | 10502 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 3492 | 3443 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2027  | 1913 | 1887 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 15040 | 14794 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 5592 | 5491 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2028  | 4683 | 4598 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 753493 | 736153 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2029  | 38751 | 37884 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 188718 | 186074 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 74931 | 72973 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2030  | 6531 | 6391 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 85275 | 82715 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 49910 | 48445 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 33499 | 32527 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 32248 | 31424 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 19619 | 19036 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 18411 | 17839 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 11326 | 10994 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2031  | 4032 | 3906 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 1034775 | 1000282 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 619232 | 598786 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 245615 | 237498 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 132612 | 128269 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 95820 | 92655 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 43667 | 42239 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 19595 | 18942 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 14895 | 14387 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2032  | 12512 | 12099 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 110326 | 106372 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 46312 | 44676 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2035  | 1480170 | 1407266 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2038  | 419779 | 389486 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2042  | 45286 | 40840 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 181621 | 162792 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 47286 | 42474 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 26619 | 23860 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 23396 | 20939 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 21216 | 19029 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 6818 | 6104 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 5932 | 5306 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 372201 | 326149 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 303211 | 265695 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 301712 | 264759 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 96198 | 84416 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 64474 | 56577 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 50912 | 44613 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2046  | 30812 | 27038 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 411073 | 359056 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 302713 | 265259 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 216994 | 189535 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 147576 | 128901 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 795149 | 692045 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 577424 | 502551 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 400632 | 348684 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 15817 | 13771 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 66721787 | 57778332 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 24064007 | 20793324 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 23545422 | 20389371 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 4428462 | 3834866 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 4083792 | 3536397 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 3569342 | 3084211 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 3004545 | 2596179 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 830573 | 715090 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 592642 | 510240 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 275588 | 237270 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 161156 | 138749 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 34059 | 29324 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 28097 | 24234 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 24015 | 20676 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 19306 | 16621 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 10410 | 8963 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2051  | 229487 | 197794 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 15126004 | 12909424 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 194313 | 191511 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 86728 | 85517 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 48936 | 48231 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 47097 | 46418 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 13295 | 13103 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 9724 | 9588 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 8728 | 8606 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 8266 | 8150 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 8075 | 7962 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 2785 | 2746 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 58745 | 57421 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 41129 | 40208 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 25042 | 24457 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2029  | 12998 | 12705 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 266088 | 259227 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 14052 | 13685 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 7678 | 7488 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 5483 | 5347 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 4984 | 4861 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2030  | 2145 | 2091 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 286630 | 278161 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 166488 | 161272 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 160011 | 155208 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 35618 | 34561 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 16143 | 15694 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 6032 | 5853 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2031  | 4259 | 4136 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 202786 | 196030 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 196304 | 189818 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 10937 | 10570 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 389798 | 375693 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 9735 | 9414 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2034  | 2297 | 2198 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2039  | 117057 | 107110 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2040  | 38825 | 35283 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2042  | 4490687 | 4048287 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2042  | 15873 | 14390 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 1432107 | 1281569 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 552011 | 494219 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 408524 | 365762 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 194450 | 174091 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 109518 | 97336 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 79167 | 71301 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 72905 | 65297 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 55120 | 49562 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 39983 | 35548 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 18757 | 16789 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 11577 | 10375 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 2828346 | 2509532 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 142401 | 126563 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 104724 | 92616 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 63550 | 56314 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 12503 | 11067 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 12156 | 10768 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2045  | 9517 | 8433 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 298083 | 261201 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 203041 | 177919 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 128133 | 112279 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 104413 | 91494 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 100836 | 88360 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 92428 | 80992 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 89032 | 78016 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 83415 | 73095 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 65468 | 57368 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 29131 | 25526 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 13702 | 12007 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 2909 | 2549 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 1275074 | 1137654 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 164236 | 143454 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 6253396 | 5600308 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 5821742 | 5223373 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 1213996 | 1056582 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 1160193 | 1009755 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 60330 | 52508 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 50265 | 43747 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2049  | 99276 | 86000 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2049  | 34598 | 29972 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 11331807 | 9812880 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 8556800 | 7367054 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 1637784 | 1396758 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 823739 | 709205 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 144963 | 124808 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 115009 | 99018 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 10781 | 9282 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2026  | 1420 | 1408 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 38223 | 37674 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 24545 | 24191 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 23031 | 22699 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 20623 | 20318 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 20356 | 20063 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 17993 | 17734 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 13532 | 13343 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 11911 | 11739 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 4704 | 4631 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 4240 | 4178 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2210 | 2177 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2131 | 2101 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 747 | 736 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 275 | 270 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 16053 | 15650 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 753331 | 730850 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 353109 | 342621 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 84895 | 82296 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 33000 | 32031 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 22847 | 22227 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2031  | 3539 | 3433 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 300159 | 289985 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 157664 | 152412 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 125022 | 120781 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 116891 | 112994 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2032  | 61623 | 59605 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034  | 359877 | 343726 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034  | 11951 | 11414 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2035  | 543832 | 517556 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 34293652 | 32161753 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 10228605 | 9159056 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 3624181 | 3246766 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 2058854 | 1843356 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1818386 | 1621839 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1773575 | 1594553 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1214643 | 1083397 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 1145611 | 1026200 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 354933 | 317793 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 124973 | 111845 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 99736 | 89212 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 93400 | 83603 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 82401 | 73716 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 75565 | 67417 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 39254 | 35138 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 36549 | 32668 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 8608 | 7759 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 5899 | 5290 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 5453 | 4906 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 886146 | 783594 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 637834 | 558916 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 628807 | 551006 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 264136 | 231455 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 141871 | 124318 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 118071 | 103462 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 98925 | 86685 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 79698 | 69837 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 39633 | 34729 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 18073 | 15837 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 17617 | 15438 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 14051 | 12313 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 11908 | 10435 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 5128 | 4493 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 3251 | 2849 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2047  | 73455 | 64160 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2048  | 139055 | 121025 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2049  | 71909 | 62293 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2049  | 46640 | 40403 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1557372 | 1340833 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1397618 | 1203291 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1053784 | 908911 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 690604 | 594582 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 262508 | 226009 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 158815 | 136733 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 120971 | 104113 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051  | 2147064 | 1848534 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 57236687 | 49153235 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 39728866 | 33906958 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 5941141 | 5062166 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 75653 | 64567 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 181890 | 179195 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 138673 | 136618 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 24783 | 24416 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 9607 | 9465 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 5192 | 5111 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2027  | 1154 | 1137 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2028  | 68474 | 67486 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 352551 | 344722 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 167027 | 163082 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 143306 | 140148 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 63389 | 61941 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 26562 | 25951 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 14753 | 14412 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 12871 | 12575 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2029  | 2947 | 2879 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 485552 | 472697 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 460873 | 448987 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 67895 | 66097 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 33810 | 32915 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 23696 | 23053 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 19987 | 19458 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 9295 | 9029 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 599543 | 581642 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 59185 | 57370 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2031  | 7330 | 7101 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 35773 | 34551 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 20747 | 20015 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2032  | 13723 | 13266 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 63920 | 61646 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 63805 | 61452 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2033  | 35923 | 34529 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2034  | 138396 | 132185 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2034  | 12536 | 11974 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 2097218 | 1995889 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2042  | 2044030 | 1836844 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 7550931 | 6784657 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 1679289 | 1503595 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 1459483 | 1302886 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 760604 | 679936 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 442924 | 396069 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 332013 | 297182 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 281433 | 254121 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 274059 | 245177 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 233638 | 208865 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 214824 | 192159 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 199659 | 179726 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 193617 | 172751 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 159369 | 142470 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 123191 | 109906 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 63507 | 56797 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 62550 | 56026 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 45434 | 40297 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 44052 | 39449 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 40046 | 35857 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 39935 | 35752 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 39756 | 35574 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 33002 | 29392 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 23316 | 21044 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 20818 | 18961 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 12716 | 11388 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 8167 | 7298 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 5498 | 4925 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 4698 | 4167 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 670458 | 588761 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045  | 403368 | 354216 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 1267888 | 1111014 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 6569 | 5756 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 227653 | 198846 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2047  | 142589 | 124545 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2048  | 3903369 | 3397235 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 817834 | 708467 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 60614 | 52413 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 4682545 | 4044649 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 477633 | 411073 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 67323 | 57416 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 66272 | 57037 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 35118 | 30224 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2050  | 10662 | 9176 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 72351 | 61703 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 5124297 | 4366171 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 788857 | 672025 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 248204 | 211638 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2026  | 2565 | 2539 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 112635 | 111057 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 98978 | 97551 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 4848 | 4780 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2027  | 443 | 437 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 306597 | 299536 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 234704 | 229162 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 133317 | 130208 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 130326 | 127173 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 67989 | 66343 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 38768 | 37853 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 18682 | 18246 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 17500 | 17092 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 16746 | 16345 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 11436 | 11168 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 8119 | 7930 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2029  | 5857 | 5721 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 138712 | 135087 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 129496 | 126067 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 107777 | 104995 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 55089 | 53556 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 51379 | 50001 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 35327 | 34392 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 19464 | 18949 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2030  | 14722 | 14342 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2031  | 31840 | 30807 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2031  | 15318 | 14834 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 1310562 | 1266135 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 190104 | 183764 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 20823 | 20094 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 5653 | 5461 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 319165 | 306962 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 48095 | 46301 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 2198066 | 2095986 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2039  | 2496147 | 2279348 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 7116588 | 6383151 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 1061132 | 949075 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 1056074 | 945920 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 940184 | 840972 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 759211 | 677084 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 746588 | 668086 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 730137 | 653041 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 626507 | 560370 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 448735 | 400378 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 344639 | 309074 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 225555 | 202312 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 222145 | 198244 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 207664 | 185278 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 116801 | 104398 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 88792 | 79405 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 83467 | 74760 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 78763 | 70210 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 77865 | 69602 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 70556 | 62629 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 68831 | 61212 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 66515 | 59074 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 64598 | 57853 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 58891 | 52627 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 46584 | 41672 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 44585 | 40008 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 22706 | 20318 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 17958 | 16070 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 17282 | 15360 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 13120 | 11690 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 99848 | 87681 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045  | 7489 | 6577 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 2764935 | 2471414 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 222053 | 194579 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 147188 | 128977 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 134972 | 118272 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 924210 | 808703 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 752204 | 658195 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 500604 | 437257 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 185158 | 161439 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2047  | 21963 | 19149 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 1157116 | 1000569 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 813673 | 703591 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 550127 | 475699 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2049  | 344716 | 298079 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 49667489 | 42746151 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 44230211 | 38702385 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 1208218 | 1040604 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 877188 | 754949 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 305147 | 262624 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 27503 | 23671 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 888381 | 758058 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 647940 | 556534 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 65528 | 56520 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 22808 | 19609 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 209365 | 178489 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2026  | 37726 | 37327 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 29145 | 28702 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 11480 | 11288 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 5493 | 5411 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 2831 | 2788 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 2555 | 2515 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2027  | 1641 | 1618 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 354050 | 345790 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 346036 | 337667 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 117250 | 114412 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 112168 | 109518 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 102329 | 99770 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 95456 | 93119 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 90736 | 88567 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 51423 | 50233 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 31686 | 30937 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 21996 | 21480 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 18614 | 18185 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 12035 | 11750 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 10796 | 10543 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 9648 | 9417 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029  | 1747 | 1708 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 66883 | 65066 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2030  | 39760 | 38631 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031  | 165360 | 160240 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2031  | 3782 | 3707 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 5274904 | 5094642 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 312701 | 302812 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 200429 | 193465 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 9234 | 8906 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 313829 | 302003 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 104714 | 100595 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 74489 | 71613 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2033  | 2012 | 1939 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2037  | 3490632 | 3294709 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2039  | 294617 | 269028 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 1995430 | 1784706 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 927754 | 827491 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 410994 | 368123 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 384690 | 343396 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 286285 | 255459 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 252937 | 226240 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 252845 | 225552 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 242205 | 215940 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 152517 | 135934 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 139508 | 124485 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 117192 | 104561 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 113566 | 102085 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 111245 | 99452 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 92272 | 82452 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 92093 | 81688 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 82477 | 74287 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 75233 | 66905 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 33542 | 29780 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 31523 | 28198 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 27425 | 24467 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 9956 | 8942 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 8918 | 7917 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2044  | 827901 | 723655 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 10208915 | 8964923 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 311111 | 274076 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 262845 | 230324 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 238798 | 208954 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 149723 | 131011 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 72139 | 63213 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 1057284 | 914243 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 431361 | 373002 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 2884533 | 2484366 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 461391 | 397095 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 414237 | 356512 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 413228 | 355643 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 1992347 | 1711282 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 218267 | 187919 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052  | 61978 | 52837 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 27323 | 26887 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 20515 | 20196 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 19696 | 19420 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 16803 | 16514 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 15756 | 15485 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 15519 | 15296 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 6367 | 6266 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2027  | 5388 | 5300 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 65496 | 63949 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 55653 | 54306 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 26182 | 25527 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 13187 | 12874 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 11841 | 11560 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2029  | 3793 | 3701 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 378156 | 367755 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 71333 | 69371 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 67510 | 65651 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 63448 | 61702 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 41466 | 40355 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 37264 | 36253 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 25184 | 24478 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 8263 | 8044 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 7855 | 7641 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2030  | 4570 | 4444 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2031  | 21396 | 20734 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 762619 | 741386 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 726829 | 701788 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 214171 | 206273 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 193688 | 186788 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 170770 | 164477 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 105176 | 101518 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 104312 | 100545 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 65426 | 63083 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 56204 | 54284 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 457634 | 438383 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 447997 | 429152 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 366162 | 352373 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2033  | 19375 | 18560 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2038  | 23644 | 21789 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 118887 | 107487 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 3911898 | 3501862 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 3058620 | 2734236 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 497881 | 445653 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 312335 | 279459 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 148907 | 133047 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 107009 | 95680 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 43722 | 38798 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 30763 | 27384 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 14242 | 12626 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2045  | 45643 | 40081 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 19377348 | 17016150 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 3615777 | 3163883 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 2730370 | 2444240 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 353480 | 309303 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 273091 | 238961 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 189404 | 165732 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 152992 | 133871 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 26349 | 23056 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 15207 | 13306 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 14128 | 12363 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 4071 | 3562 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 1803556 | 1572514 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 369850 | 322471 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 20903 | 18330 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2047  | 15448 | 13469 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 587627 | 514186 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 110883 | 96366 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 11330697 | 9829623 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 2723617 | 2352583 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 530848 | 458532 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 367605 | 317527 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 133376 | 115206 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 71914 | 62117 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 2167698 | 1866977 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 154042 | 132768 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050  | 129215 | 111208 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 1476153 | 1269754 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 1349893 | 1159461 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 202808 | 174197 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 59853 | 51054 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 15000 | 14913 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 11071 | 11007 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 6031 | 5999 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 5148 | 5118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1796 | 1786 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1166 | 1160 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1105 | 1099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 1049 | 1043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 903 | 897 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 766 | 762 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 243 | 241 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 189 | 187 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 160 | 158 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2026  | 120 | 118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2027  | 121 | 119 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 20072 | 19914 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2028  | 252 | 249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2029  | 819 | 808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 51979 | 51053 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 3843 | 3772 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2033  | 32060 | 31214 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 544847 | 528078 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2034  | 109855 | 106474 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 1790267 | 1727336 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 13876 | 13405 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 43571 | 40205 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 8860 | 8209 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 4720751 | 4371046 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 748811 | 690772 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 324050 | 299279 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 295236 | 272790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 230139 | 214558 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 122388 | 113755 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 102286 | 94359 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 101972 | 93617 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 42825 | 39523 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 24805 | 23040 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 19918 | 18391 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 9613 | 8909 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 6668 | 6164 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2044  | 356896 | 330516 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 4435052 | 4068078 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 3781989 | 3460501 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 227009 | 207702 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 171548 | 157628 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 169081 | 154753 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 133805 | 121928 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 111437 | 101917 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 64788 | 59328 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 60897 | 55808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 33156 | 30273 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2045  | 10348 | 9460 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 1061805 | 963711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 1004326 | 912484 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 573268 | 520307 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 571853 | 519023 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 486357 | 441426 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 224041 | 203343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 92800 | 84227 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 46626 | 42319 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 24811 | 22519 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 23796 | 21598 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 13036 | 11844 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 10148 | 9210 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 3680362 | 3336906 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 116042 | 105213 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 16043 | 14546 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 2913263 | 2629558 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 1176367 | 1061808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 372693 | 336399 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 160608 | 144968 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 36258 | 32727 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 97372 | 87342 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 240958 | 215158 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 167926 | 149631 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2025  | 91 | 89 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 37790 | 37468 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 5877 | 5822 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 2911 | 2885 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 676 | 670 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2026  | 317 | 313 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2027  | 61637 | 60902 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 352117 | 347304 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 4649 | 4582 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 2558 | 2523 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2028  | 202 | 199 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 30822 | 30312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2030  | 15022 | 14782 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 83700 | 81255 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 71665 | 69572 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 41577 | 40362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 26028 | 25268 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 9377 | 8756 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 2299332 | 2127936 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 1047097 | 971218 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 643366 | 595178 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 610840 | 564391 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 440219 | 404660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 112396 | 104086 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 85084 | 78252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 50165 | 46530 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 35797 | 33050 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 31790 | 29444 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 2011820 | 1849373 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 178074 | 162959 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 150454 | 138232 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 109061 | 99959 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 59200 | 54431 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 34964 | 31987 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 21551 | 19816 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2043  | 9837 | 9011 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 3788384 | 3401699 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 2087972 | 1896382 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 544924 | 494922 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 233581 | 213462 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 12321 | 11194 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 4929 | 4477 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 1299413 | 1178150 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 400362 | 363000 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 65564 | 59445 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 709835 | 641596 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 100243 | 90606 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 58528 | 52902 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 28347 | 25711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048  | 286730 | 258090 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 11493356 | 10435149 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 185718 | 166645 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 22358 | 22237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 145 | 143 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2025  | 81 | 79 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 8952 | 8874 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 5057 | 5011 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 1325 | 1313 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 331 | 327 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2027  | 71591 | 70738 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2028  | 3891 | 3839 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2028  | 3679 | 3629 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 75820 | 74795 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2029  | 20869 | 20559 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2031  | 5951 | 5864 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2031  | 2427 | 2392 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2032  | 3935 | 3836 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2033  | 200095 | 194250 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2033  | 8223 | 7983 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2037  | 1591557 | 1523675 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2041  | 904613 | 837714 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 247641 | 228689 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 206604 | 191147 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 168116 | 155558 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 100898 | 93275 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 66278 | 61207 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 49453 | 45824 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 724668 | 670085 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 611072 | 565887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2043  | 7426 | 6830 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 15188213 | 13794562 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 3318700 | 3012106 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 3142221 | 2860768 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2637832 | 2396612 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2516339 | 2286229 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 2355979 | 2140534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 117745 | 106978 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 62233 | 56484 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 13796 | 12522 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 1669396 | 1513606 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 203067 | 184117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2046  | 13647 | 12373 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 6231442 | 5632391 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 929378 | 838872 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 926400 | 837341 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 122006 | 110124 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 55876 | 50435 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 1980753 | 1784146 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 723070 | 652654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051  | 2041964 | 1823329 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2054  | 27201 | 24140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 13981 | 13906 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 10589 | 10537 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 9104 | 9055 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 3271 | 3254 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 2793 | 2778 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1520 | 1511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 1112 | 1107 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 553 | 550 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 376 | 374 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2025  | 184 | 182 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 197380 | 195534 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 54592 | 54068 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 3311 | 3281 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2026  | 622 | 616 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 46735 | 46010 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 17278 | 17006 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 16961 | 16687 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 2154 | 2120 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2030  | 3786 | 3717 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2033  | 56815 | 55155 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2033  | 4931 | 4787 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2034  | 362005 | 349732 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2040  | 7155 | 6662 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 6877882 | 6388249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 2753567 | 2554635 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 1146836 | 1062237 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 629523 | 578660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 300156 | 278120 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 294576 | 272698 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 283635 | 261154 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 258754 | 237992 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 126907 | 117633 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 125000 | 115261 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 79664 | 73233 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 59056 | 55085 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 37888 | 34947 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 24562 | 22956 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 20041 | 18435 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 3890 | 3577 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044  | 138542 | 126484 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 2000222 | 1816684 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 350756 | 318352 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 213274 | 193771 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 89323 | 81071 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 42258 | 38354 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 38863 | 35272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 31890 | 28944 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 5916 | 5369 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 2187200 | 2021197 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 1123676 | 1018813 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 841995 | 763419 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 686023 | 622003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 341431 | 309568 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 219003 | 198633 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 149009 | 135103 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 9453283 | 8544504 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 2120398 | 1920532 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 291729 | 263319 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2048  | 126941 | 114103 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051  | 737410 | 657533 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 30955 | 30762 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 2267 | 2253 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 897 | 891 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 748 | 744 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2026  | 615 | 612 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 21254 | 21050 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 2875 | 2848 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 341724 | 336839 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 35150 | 34629 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 2279 | 2246 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2029  | 455 | 448 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 40427 | 39843 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 17012 | 16689 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2031  | 7258 | 7169 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2032  | 9803 | 9569 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 12186 | 11865 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2033  | 7073 | 6886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 270187 | 261872 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2034  | 96122 | 93704 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 2207569 | 2136178 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 10294 | 9602 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2041  | 3822 | 3571 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2042  | 83984 | 77742 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 861518 | 793987 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 835205 | 772802 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 610291 | 565438 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 480811 | 443990 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 296456 | 272128 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 276558 | 254007 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 180177 | 167424 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 99925 | 92644 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 94738 | 87038 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 90841 | 83903 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 67675 | 62175 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 1828867 | 1671932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 216147 | 197503 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 188473 | 172415 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 185847 | 169683 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 72098 | 65797 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 44426 | 40620 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2045  | 26846 | 24504 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 1372479 | 1245684 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 208405 | 189152 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 171819 | 155946 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 108249 | 98249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 37924 | 34456 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 34854 | 31634 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 20565 | 18665 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 12418 | 11271 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 285199 | 258316 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 216347 | 195955 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 148862 | 134831 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 9632 | 8724 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 1975391 | 1783020 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 359261 | 324275 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 86457 | 78037 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 67984 | 61363 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 34018 | 30705 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 13893 | 13806 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 8208 | 8157 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 2896 | 2877 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 2307 | 2291 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 1541 | 1531 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2026  | 267 | 264 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 135606 | 134374 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 1896 | 1876 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2027  | 1464 | 1449 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2028  | 39826 | 39370 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 1774727 | 1749099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 51271 | 50531 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 28014 | 27641 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 14481 | 14272 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2029  | 7330 | 7228 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2030  | 50730 | 49906 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2031  | 74910 | 73561 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2033  | 205185 | 199768 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 167343 | 161932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2034  | 95744 | 92648 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 501405 | 487540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 73752 | 71160 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 2524410 | 2328714 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 117621 | 108641 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 105539 | 97117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 381435 | 348268 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 44189 | 40548 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2045  | 10213 | 9340 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 26063494 | 24077466 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 3370061 | 3116614 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 26466 | 24021 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 16982 | 15413 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 2710 | 2458 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048  | 239007 | 215732 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 21066 | 19021 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 70071 | 69695 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 6414 | 6369 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2026  | 5209 | 5172 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 16270 | 16102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 10863 | 10782 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 10285 | 10175 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2027  | 1958 | 1938 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 13354 | 13195 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2028  | 4467 | 4411 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 508771 | 501424 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 17991 | 17720 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2029  | 6138 | 6049 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2030  | 7748 | 7625 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 57622 | 56425 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 54401 | 53271 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 47732 | 46741 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2031  | 5207 | 5099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 31824 | 30944 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 6379 | 6211 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2033  | 5325 | 5177 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 310917 | 300862 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2034  | 151806 | 146897 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2039  | 312139 | 291887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 531216 | 491946 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 254652 | 236377 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 191506 | 177795 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 190045 | 176062 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 124378 | 114885 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 65642 | 60585 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 485701 | 449558 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 414539 | 382434 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 136610 | 126826 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 117388 | 108195 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 57452 | 52763 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 27227 | 25101 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 275686 | 252054 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 138333 | 126429 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 77670 | 71200 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 63568 | 58026 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 60847 | 55592 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2045  | 11734 | 10714 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 3243311 | 2943682 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 288862 | 261995 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 195969 | 177742 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 110815 | 100508 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 104062 | 94383 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 89989 | 81619 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 75508 | 68485 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 45849 | 41613 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 20365 | 18471 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 16240 | 14729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 2495336 | 2251083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 492789 | 446340 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 137038 | 124121 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2047  | 91685 | 83043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 7885 | 7083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 1026791 | 911397 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 920312 | 816884 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 136665 | 121562 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2026  | 233 | 231 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 165202 | 163614 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 117467 | 116368 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2027  | 13469 | 13336 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2028  | 59134 | 58359 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2028  | 4213 | 4166 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 26643 | 26123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2030  | 100162 | 98676 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2031  | 81325 | 79635 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 1168443 | 1136133 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 931537 | 905778 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2033  | 30657 | 29810 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 210778 | 204950 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 680521 | 654048 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2037  | 346224 | 332756 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2039  | 422585 | 395166 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 480121 | 445104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 438601 | 407263 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 393024 | 364881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 70862 | 65730 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 65595 | 60808 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 63898 | 58885 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 59371 | 54753 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 49152 | 45286 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 35742 | 33068 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 20749 | 19104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 18285 | 17132 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 1019357 | 944584 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 438345 | 402118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 106639 | 98253 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 4053504 | 3686626 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 835353 | 757658 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 529100 | 479889 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 500316 | 453783 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 371704 | 337132 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 142323 | 129175 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 35782 | 32476 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 6959 | 6311 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 316727 | 286279 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 309702 | 280510 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 87984 | 79525 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 50977 | 46220 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 13560 | 12257 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 9351 | 8470 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 4570 | 4139 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 3372 | 3048 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 129095 | 116402 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 87911 | 79268 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2048  | 21954 | 19795 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 67899 | 60990 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051  | 74433 | 66626 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 16431003 | 14615234 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1710640 | 1519996 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 1448960 | 1293365 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 635961 | 565681 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2053  | 27698 | 24637 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2025  | 7 | 6 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2027  | 52303 | 51754 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2028  | 3319 | 3277 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2029  | 11586 | 11413 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2029  | 10029 | 9903 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2030  | 19260 | 18945 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2031  | 62285 | 60991 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 9868 | 9632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 702159 | 682744 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 57545 | 55953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2034  | 120027 | 115883 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2034  | 90772 | 87836 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2035  | 2115833 | 2047409 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 785273 | 754234 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 748163 | 717422 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 195811 | 188316 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 41323 | 39677 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 24752 | 23743 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2041  | 1348636 | 1224887 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 203590 | 188462 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 92028 | 85182 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 81022 | 75314 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 1388311 | 1276733 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 856035 | 788423 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 179427 | 165731 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 175619 | 162449 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 92331 | 85024 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 21345 | 19677 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 3983 | 3666 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 3320 | 3044 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 1786 | 1663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2044  | 132696 | 122909 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 2523376 | 2291834 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 419716 | 381204 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 335408 | 304632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 93306 | 84744 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 86131 | 78255 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 1825224 | 1655463 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 48632 | 44109 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 25844 | 23359 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 14286 | 12913 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2047  | 5099 | 4608 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 923918 | 833078 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 164629 | 148442 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 14956 | 13495 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 6691198 | 6068858 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 185353 | 166955 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 25410 | 22817 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2051  | 11246 | 10042 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 53883754 | 47878614 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 11130268 | 9928102 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 724856 | 644074 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 16764 | 16639 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2026  | 4115 | 4083 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 48328 | 47948 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 9332 | 9232 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2027  | 343 | 340 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 217146 | 213922 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 6796 | 6695 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2029  | 2201 | 2169 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2030  | 16289 | 16025 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2030  | 5196 | 5110 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 139978 | 136895 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2031  | 75388 | 73821 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 1399601 | 1364399 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 16520 | 16104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 15219 | 14836 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2033  | 697836 | 678540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 149762 | 143702 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2039  | 370592 | 346546 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 1021955 | 949119 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 522190 | 484411 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 291151 | 270603 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 287121 | 265941 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 284812 | 263624 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 225397 | 210137 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 224413 | 206881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 220393 | 206362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 219025 | 202367 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 180487 | 167109 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 64082 | 59402 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 42855 | 39590 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 41297 | 37997 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 29218 | 27043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4775 | 4423 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4452 | 4117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 4215121 | 3885480 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 72210 | 66470 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 61633 | 56899 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 49541 | 45615 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 24197 | 22384 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2044  | 12561 | 11520 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2045  | 3763 | 3432 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 1021293 | 926303 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 26548 | 24096 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 23167 | 21012 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 6756 | 6128 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 42246485 | 39039162 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 3677213 | 3323709 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 2991564 | 2709583 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 59791 | 54043 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 46098 | 41666 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 539626 | 486063 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 284210 | 256266 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 153674 | 138421 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2048  | 11789 | 10630 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 6650342 | 5971533 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 5465893 | 4907982 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 786390 | 706122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 64846 | 58227 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 10143 | 9107 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 2076021 | 1848549 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 954515 | 848138 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 52873 | 47079 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 1370 | 1358 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 1037 | 1029 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 324 | 320 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2026  | 253 | 249 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2028  | 38147 | 37625 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 73835 | 72673 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 28222 | 27807 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2029  | 24731 | 24362 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2030  | 16216 | 15951 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2031  | 15591 | 15248 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2031  | 12939 | 12654 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2032  | 15764 | 15367 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 525597 | 511064 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 308215 | 299693 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 48259 | 46924 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 25441 | 24738 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 382036 | 369682 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2039  | 166071 | 155295 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 4337618 | 4017495 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 2404650 | 2227167 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 420755 | 388998 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 149010 | 138196 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 110072 | 101640 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 65560 | 60342 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 59696 | 55758 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 43373 | 40049 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 30518 | 28258 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 17093 | 15845 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 12506910 | 11566588 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 2032407 | 1876485 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 1014270 | 933007 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 56961 | 52586 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 3856 | 3544 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044  | 4314 | 3952 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 5031316 | 4569649 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 931675 | 846186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 100963 | 91731 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 78534 | 71352 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 49769 | 45218 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 24088 | 21847 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 18891 | 17134 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 4096374 | 3702574 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 66646 | 60239 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 36190 | 32711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2047  | 11334 | 10244 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2048  | 997674 | 898646 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 51842947 | 46551275 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 91514 | 82173 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 12184 | 10940 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 17354622 | 15610331 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2025  | 508 | 506 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 12474 | 12396 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 6363 | 6311 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 3318 | 3290 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 2205 | 2186 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2026  | 301 | 298 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2027  | 2935 | 2902 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 1211381 | 1195241 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 204325 | 201639 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 20560 | 20324 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2028  | 1973 | 1953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 91512 | 90070 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 44687 | 43983 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2029  | 12406 | 12211 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 51502 | 50650 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 26660 | 26220 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2030  | 2817 | 2767 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 1351423 | 1314054 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 968314 | 941539 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 6058 | 5881 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2036  | 431449 | 415069 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037  | 229879 | 220434 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037  | 44092 | 42253 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2039  | 911980 | 851382 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 1958404 | 1816665 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 1800055 | 1664933 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 617570 | 576113 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 443652 | 410511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 410043 | 379455 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 293061 | 272171 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 276064 | 254604 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 247341 | 228997 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 226797 | 209042 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 224036 | 206983 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 120401 | 111123 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 115283 | 107051 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 83106 | 76407 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 75566 | 70252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 70413 | 64904 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 42299 | 39706 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 40082 | 37247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 29977 | 27720 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 1109021 | 1018322 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 565821 | 521653 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 470071 | 433485 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 51393 | 47415 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2043  | 8095 | 7546 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 375221 | 340791 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 96005 | 87196 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 93410 | 84839 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 43880 | 39854 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 15881 | 14423 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 9078 | 8245 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 114179 | 103702 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 355241 | 321090 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 30231 | 27325 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 6166 | 5573 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 3012 | 2723 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 53606 | 48235 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 11588 | 10427 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 6578 | 5919 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2049  | 434363 | 390027 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 36646937 | 32906340 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 13933 | 13865 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 5953 | 5922 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 3685 | 3668 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 1661 | 1653 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 787 | 783 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 469 | 467 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2026  | 66 | 65 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2027  | 8469 | 8433 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2033  | 330527 | 325172 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2040  | 28586 | 27323 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2040  | 1983 | 1896 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 1374839 | 1309593 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 446568 | 426523 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 396665 | 378205 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 217778 | 207672 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 64477 | 61363 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 23840 | 22765 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 12347 | 11781 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 731516 | 694726 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 648227 | 615091 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 5031015 | 4778511 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 467637 | 441626 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044  | 92590 | 87487 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 136602 | 128643 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 125785 | 118481 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 91536 | 86072 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 58276 | 54774 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 50407 | 47442 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 47028 | 44530 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 20020 | 18870 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 6099 | 5749 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 5760 | 5429 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 4738 | 4481 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045  | 4396 | 4147 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 1129904 | 1056971 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 271973 | 254418 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 41952 | 39244 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 41654 | 38965 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 40598 | 37978 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 5163 | 4830 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 4573 | 4278 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 771329 | 720095 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 27118 | 25325 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 16374 | 15287 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 3297 | 3079 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 6327001 | 5902786 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 263818 | 245883 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 774781 | 720654 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 563248 | 523899 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 72244 | 67197 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 11890 | 11060 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 6506 | 6051 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 507398 | 470524 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 232451 | 215558 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2050  | 41451 | 38556 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 508366 | 467386 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 1663198 | 1536220 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 4546 | 4527 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 325 | 323 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2025  | 19 | 18 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2033  | 233377 | 228867 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2034  | 778431 | 761198 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 900493 | 875211 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 399525 | 388308 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2037  | 42564 | 41369 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2038  | 1414941 | 1349697 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 13597 | 13034 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 300290 | 286411 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 157021 | 150061 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 142795 | 136157 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 131517 | 125970 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 113727 | 108579 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 102740 | 98178 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 63921 | 61081 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 14140 | 13500 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 8228 | 7859 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 1917680 | 1826196 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 725656 | 691121 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 512885 | 489085 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 243658 | 232094 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 89096 | 84462 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 65323 | 62190 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 51825 | 49128 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 31445 | 29862 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 413045 | 390303 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 142399 | 134600 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 67039 | 63360 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 66147 | 62478 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 25130 | 23783 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 456252 | 430707 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 306617 | 289036 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 226569 | 213627 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 218769 | 206515 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 40650 | 38346 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 36151 | 34078 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 23056 | 21758 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 22709 | 21412 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 21596 | 20365 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 18908 | 17813 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 7772 | 7332 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 1636 | 1543 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 1574304 | 1473669 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 453336 | 424358 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 257161 | 240722 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 253698 | 237481 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 100304 | 93892 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 98124 | 91852 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 90614 | 84822 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 81635 | 76416 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 50552 | 47321 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 43951 | 41141 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 27511 | 25752 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 20365 | 19063 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 11711 | 10962 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 7569 | 7086 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 1180611 | 1103667 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 1081398 | 1014975 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 3881 | 3624 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 8858873 | 8264901 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 818986 | 764075 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 91838 | 85680 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 85522 | 79788 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 5695416 | 5297529 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 204434 | 190152 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 202010 | 187961 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 21470 | 19970 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 6999 | 6517 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 1009550 | 936814 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051  | 221011 | 204138 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 2266543 | 2081462 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 2041939 | 1875199 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 1707351 | 1568466 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 899446 | 825718 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 712914 | 654699 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 6023 | 5997 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 524 | 522 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 226 | 225 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2025  | 224 | 222 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 367123 | 360143 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2033  | 5228 | 5197 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2037  | 1252616 | 1215882 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2037  | 315379 | 306229 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2039  | 72163 | 69441 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1798466 | 1715413 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 116803 | 111999 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 10271 | 9763 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 585429 | 557664 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 212981 | 202603 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 36023 | 34233 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 32114 | 30593 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 22495 | 21332 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 19395 | 18425 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 17806 | 16877 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 7410 | 7033 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 6822 | 6471 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 4992 | 4752 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 7651723 | 7289269 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 827988 | 785907 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 480336 | 453084 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 32621 | 30830 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 638403 | 601667 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 208743 | 196815 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 59022 | 55605 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 50778 | 47840 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 33764 | 31789 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 16349 | 15398 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 9170 | 8645 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2044  | 6541 | 6149 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 187064 | 174989 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 120519 | 112815 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 97781 | 91469 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 55613 | 52024 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 40399 | 37816 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 25560 | 23911 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 23499 | 21982 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 17463 | 16347 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 12320 | 11533 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11805 | 11043 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11345 | 10613 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 11113 | 10403 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 7415 | 6941 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 3709490 | 3460775 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 141823 | 132181 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 680642 | 633092 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 88102 | 81948 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 26061 | 24264 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 9122 | 8485 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 6363 | 5919 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 489972 | 454517 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 96446 | 89497 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 55271 | 51461 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2050  | 649201 | 603848 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2052  | 260519 | 239245 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 10823 | 10770 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 4657 | 4634 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 1676 | 1670 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 1005 | 1001 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2025  | 260 | 257 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2034  | 129961 | 127003 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2037  | 3230985 | 3136234 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 597212 | 569275 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 116875 | 111471 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 17003 | 16180 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 826960 | 786352 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 241050 | 228906 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 111522 | 106039 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 59467 | 56659 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 1364 | 1298 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 295836 | 279725 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 408671 | 385434 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 134636 | 127301 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 16488 | 15585 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 74046 | 69744 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 49095 | 46279 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 44507 | 41973 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 31039 | 29249 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 28039 | 26438 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 27053 | 25490 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 13743 | 12956 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 2426321 | 2269706 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 176999 | 165574 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 92448 | 86480 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 86751 | 81152 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 82254 | 76996 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 56260 | 52628 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 55896 | 52288 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 47258 | 44208 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 27161 | 25408 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 22357 | 20928 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 14286 | 13373 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 13211 | 12366 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2046  | 62156 | 58047 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 589198 | 549141 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 147487 | 137460 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 105943 | 98741 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 58280 | 54373 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 16118 | 15022 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 2259940 | 2102058 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 246826 | 229582 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 150640 | 140116 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 88323 | 82153 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 6275 | 5837 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 793035 | 738377 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 588124 | 545567 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 306488 | 284214 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 5874 | 5449 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2050  | 822241 | 760688 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 39286 | 39085 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 3396 | 3378 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 1826 | 1817 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 196 | 194 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2026  | 163 | 162 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2027  | 9339 | 9275 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2029  | 7855 | 7806 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2033  | 920600 | 905686 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2034  | 14550 | 14269 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 9308046 | 9046717 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 1298942 | 1244175 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 659866 | 629577 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 347130 | 331032 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 149700 | 142794 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 60519 | 57675 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 16375 | 15617 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 14528 | 13865 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 1441244 | 1366808 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 998908 | 950182 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 724388 | 689276 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 222412 | 211366 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 85017 | 80640 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 33119 | 31577 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 28105 | 26911 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 15681 | 14945 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 372482 | 351121 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 8062942 | 7687653 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 409106 | 385199 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 143128 | 134620 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 85895 | 80947 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 20545 | 19318 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 19894 | 18730 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 18584 | 17498 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 16635 | 15716 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 15505 | 14631 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 8329 | 7825 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 4425584 | 4139920 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 560978 | 524767 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 223369 | 208951 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 145090 | 136404 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 102736 | 96105 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 83278 | 77903 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 78616 | 73542 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 7821 | 7316 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 5128 | 4797 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 406989 | 379956 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 367531 | 343118 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 281557 | 262855 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 129833 | 121209 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 115321 | 107661 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 88838 | 82937 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 37655 | 35154 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 5180 | 4846 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 76302 | 71115 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 72090 | 67189 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 13793571 | 12817010 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 1824410 | 1695245 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 927650 | 861974 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 176536 | 164368 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 140181 | 130256 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 11527 | 10711 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 3812997 | 3559725 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 334801 | 310575 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 294290 | 272903 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2050  | 210569 | 195266 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 411390 | 381364 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 164034 | 150811 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 4679 | 4652 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 1141 | 1135 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 471 | 468 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2026  | 381 | 379 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2031  | 144727 | 143646 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2032  | 548922 | 543064 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 56057 | 54921 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2034  | 10857 | 10790 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2035  | 10182 | 10093 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 4812 | 4590 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 1230335 | 1168170 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 306652 | 291193 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 51530 | 49071 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 47431 | 45047 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 34110 | 32299 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 649934 | 614038 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 68603 | 64781 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 14755 | 13998 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 4415916 | 4195827 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 233664 | 219676 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 62406 | 58767 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 30399 | 28679 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 24813 | 23731 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 917 | 863 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 543457 | 508378 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 194357 | 181690 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 128159 | 119806 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 93409 | 87321 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 82760 | 77366 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 62947 | 58884 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 62180 | 58128 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 26328 | 24628 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 4101 | 3866 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 993301 | 927323 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 474571 | 443049 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 87811 | 81979 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 82375 | 76903 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 78070 | 72884 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 5187 | 4842 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 144639 | 134805 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 136913 | 127605 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 15017683 | 13982615 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 715840 | 665159 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 222447 | 206906 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 128838 | 119717 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 3736696 | 3467474 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 2298562 | 2131517 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 239330 | 222386 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 176587 | 163753 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 501816 | 465661 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 135199 | 125627 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2051  | 108835 | 100586 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2053  | 236447 | 217047 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 3000002 | 2751279 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 23225 | 23100 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 7524 | 7484 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 4680 | 4654 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 2650 | 2634 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 2419 | 2405 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 2363 | 2350 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 1690 | 1683 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 552 | 548 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 310 | 307 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2026  | 205 | 203 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2034  | 2560 | 2505 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2039  | 62256 | 59644 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2039  | 16037 | 15297 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2041  | 22877 | 21812 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2041  | 16853 | 16101 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 316880 | 301419 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 232507 | 221190 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 113907 | 108372 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 65935 | 62617 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 49055 | 46565 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 48078 | 45369 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 9758 | 9224 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 20230063 | 19071398 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 190529 | 179372 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 75313 | 70934 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 314785 | 294269 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 91193 | 85250 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 77517 | 72465 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 69771 | 65224 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 9071 | 8485 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 1744174 | 1628320 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 1316869 | 1229398 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 591126 | 551861 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 120507 | 112503 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 119813 | 111854 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 12410 | 11585 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2047  | 2486 | 2321 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 2930736 | 2731488 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 838497 | 781491 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 207852 | 193721 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 74073 | 69037 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 43326 | 40381 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 42911 | 39994 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 23386 | 21862 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 11872871 | 11032292 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 1322467 | 1228839 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 119296 | 110925 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 57228 | 53177 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 281550 | 261089 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 35470 | 32882 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 459542 | 421586 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 215540 | 198545 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2055  | 749999 | 687819 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2029  | 6434 | 6393 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2030  | 4859 | 4800 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 382496 | 363229 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 112402 | 107193 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 5742542 | 5460786 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 107329 | 101326 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2044  | 26057 | 24593 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 1450748 | 1359825 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 1303357 | 1226160 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 38851 | 36571 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 13778 | 12964 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 1016825 | 955639 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 381966 | 357072 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 143262 | 134642 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 1877005 | 1752328 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 798177 | 744511 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 424075 | 392461 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 177243 | 165470 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 168648 | 157308 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 106759 | 99668 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 21711 | 20269 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 3464173 | 3225411 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 1160036 | 1080083 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 593203 | 552318 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 468729 | 436423 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 334164 | 311132 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 314368 | 292700 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 83317 | 77574 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 80717 | 75154 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 41178 | 38340 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 307875 | 286656 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 163997 | 152284 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 162617 | 150545 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 159745 | 148735 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 78913 | 73277 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2049  | 13914 | 12920 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 1634101 | 1519941 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 549920 | 509784 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 519620 | 481696 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 128577 | 119474 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 52095 | 48309 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 3738702 | 3434577 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 565834 | 519099 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 5927747 | 5444627 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2054  | 19539188 | 17922293 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2025  | 201 | 200 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 24747 | 24595 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 21292 | 21166 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 15894 | 15797 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2026  | 3180 | 3162 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034  | 524457 | 514321 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2037  | 1239 | 1222 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 490847 | 467943 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 3048910 | 2888639 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 1283926 | 1217729 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 63879 | 60512 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 7553 | 7165 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 84378 | 79571 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 58584 | 55336 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 54809 | 51671 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 16411 | 15488 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044  | 4902 | 4624 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 159109 | 149137 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 14064 | 13182 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 372799 | 348736 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 67881 | 63754 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 65614 | 61338 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 21285 | 19898 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 8022 | 7494 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 7251 | 6779 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 1583363 | 1478191 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 1045507 | 976061 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 604475 | 563946 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 2966804 | 2762322 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 2501832 | 2329398 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 1202922 | 1120012 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 338561 | 315226 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 236390 | 217822 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 141991 | 130838 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 16476 | 15182 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 2509140 | 2329929 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 200193 | 185895 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2049  | 29183 | 27098 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2050  | 1195009 | 1107790 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 750387 | 689347 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 25002 | 22968 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2025  | 550 | 548 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2025  | 30 | 29 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2025  | 17 | 16 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2025  | 16 | 15 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2025  | 7 | 6 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2030  | 98055 | 96860 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2033  | 437506 | 430418 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2033  | 33340 | 32727 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2034  | 7353 | 7211 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 98476 | 93660 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043  | 14317 | 13570 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 167168 | 157697 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 87385 | 82440 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 55579 | 52398 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 31752 | 29972 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 3999 | 3778 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2044  | 1174 | 1109 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 79668 | 74675 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 49659 | 46547 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 5808942 | 5430354 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 992619 | 932270 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 400601 | 374242 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 135202 | 126982 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 68933 | 64398 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 28896 | 27013 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 10725 | 10020 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 1614 | 1508 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 3570339 | 3330954 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 1349516 | 1259033 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 15042 | 14034 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 8205 | 7655 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 1902501 | 1771374 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 1282309 | 1193928 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 281474 | 262074 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 237954 | 221553 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 231786 | 215810 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 184197 | 171501 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 75455 | 70254 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 15986024 | 14884214 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 1738355 | 1614196 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 394871 | 367285 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 198988 | 184775 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 72491 | 67313 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 36829 | 34198 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 7005 | 6501 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2050  | 119709 | 110935 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 22211248 | 20404470 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 18069638 | 16599760 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 5201 | 5184 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 929 | 926 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 530 | 528 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 379 | 378 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 182 | 181 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 23 | 22 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2025  | 7 | 6 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2026  | 81540 | 81026 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2027  | 45493 | 45284 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2037  | 605227 | 588235 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 175821 | 168285 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 142231 | 136176 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 180570 | 172311 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 161622 | 153680 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 29771 | 28305 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2041  | 14965 | 14230 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2042  | 2060234 | 1956081 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 111696 | 105610 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 81947 | 77479 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 53485 | 50547 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 11969 | 11332 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 10752 | 10168 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 652138 | 614653 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 289707 | 273572 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 104894 | 98904 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 73617 | 69998 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 64374 | 60682 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 64024 | 60466 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 56416 | 53611 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 51985 | 49076 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 36677 | 34540 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 35097 | 33091 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 21311 | 20351 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 12535 | 11828 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 10719 | 10115 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 2796 | 2644 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2044  | 1189 | 1127 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 1216406 | 1140170 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 464028 | 434366 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 379393 | 355615 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 114175 | 106876 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 108851 | 101893 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 89760 | 84023 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 79997 | 74983 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 72625 | 68073 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 57747 | 54127 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 21699 | 20339 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 21024 | 19780 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 1063086 | 998452 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 33539 | 31332 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 31770 | 29669 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 2883707 | 2690359 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 144999 | 135277 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 35242 | 32879 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 3194687 | 2974499 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 706980 | 658252 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 606255 | 564470 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 409802 | 377613 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 1843545 | 1711873 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 871812 | 809000 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 473268 | 439170 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 1388819 | 1287889 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 194975 | 180805 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 641138 | 593583 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 303386 | 280414 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2051  | 147440 | 136184 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 28270483 | 25961981 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 9679413 | 8889015 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 8514717 | 7819425 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 801244 | 738570 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 2290 | 2281 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 96 | 94 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 95 | 93 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2025  | 82 | 80 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 24890 | 24749 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2026  | 5010 | 4981 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 629709 | 603399 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 137015 | 130036 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 113546 | 109081 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 60107 | 57704 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 41198 | 39409 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 10065 | 9647 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 14598 | 13920 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 13753 | 13098 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 2696006 | 2572580 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 1101610 | 1049947 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 1004887 | 954435 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 138874 | 131709 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 128808 | 122930 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 123583 | 117580 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 84313 | 79975 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 42839 | 40706 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 40798 | 38762 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 35623 | 34026 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 31048 | 29501 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 8797 | 8362 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 758445 | 717589 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 663883 | 628147 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 339704 | 321026 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043  | 2519 | 2382 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 4860242 | 4583820 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1876627 | 1768541 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1861947 | 1755829 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 119934 | 113112 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 118082 | 111667 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 64039 | 60351 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 17937 | 16903 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 12590 | 11810 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 3477 | 3283 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 1498 | 1429 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 564682 | 528586 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 248430 | 232549 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 110619 | 103548 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 97792 | 91540 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 57743 | 54124 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 57392 | 53723 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 53423 | 50008 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 25253 | 23639 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 10390 | 9726 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 2377516 | 2228509 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 1159227 | 1088024 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047  | 3716 | 3467 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 22410649 | 20866033 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 644346 | 599935 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 595840 | 554773 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 260904 | 242922 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 254620 | 237071 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 143914 | 133860 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 91239 | 84951 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 85826 | 79911 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 77153 | 71835 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 19934 | 18492 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 11755 | 10945 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 13952353 | 12955830 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 6117398 | 5690032 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 1033221 | 958780 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 112179 | 104167 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 2943143 | 2734774 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2050  | 129698 | 120111 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 8082281 | 7422300 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 2506607 | 2301923 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 2432762 | 2238670 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 1334131 | 1230192 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 676775 | 624049 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 394876 | 362631 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2027  | 10170 | 10141 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2027  | 2786 | 2778 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 157697 | 155048 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 50634 | 49812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 30791 | 30225 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2042  | 38811 | 38051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2043  | 3724923 | 3659145 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 165776 | 162151 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 136938 | 133941 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 89881 | 87826 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 17413 | 17020 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 2550 | 2494 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 2283 | 2231 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 948 | 927 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 38114 | 36957 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 9467 | 9165 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2045  | 4945 | 4841 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2046  | 30360 | 29286 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 1362339 | 1309475 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 113309 | 109125 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 44732 | 42996 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 3239 | 3110 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 333276 | 319302 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 15097 | 14464 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 620217 | 593040 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 250666 | 239843 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 223815 | 214151 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 163955 | 156876 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 28368 | 27161 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 20571 | 19682 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 15265 | 14606 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 10199 | 9781 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 6281 | 6009 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 6201560 | 5933786 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 341928 | 326950 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 128015 | 122367 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 27813 | 26586 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2055  | 1149158 | 1085265 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2025  | 3900 | 3889 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2026  | 614 | 612 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2029  | 7205 | 7173 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2035  | 6889 | 6821 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 1642476 | 1616972 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 209518 | 206770 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 105691 | 103935 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 79917 | 78664 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 71822 | 70640 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 8685 | 8538 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 70471 | 69270 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 10782 | 10620 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 8022 | 7857 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 7698 | 7575 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 6598 | 6482 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 3744 | 3681 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 221177 | 216125 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 23897 | 23369 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 22461 | 21955 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 17936 | 17541 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 8973 | 8762 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 3728 | 3640 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043  | 1394 | 1363 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 297889 | 288844 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 110093 | 106750 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 100828 | 97767 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 83722 | 81179 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 81545 | 79069 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 1988271 | 1954147 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 22527 | 21765 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 170269 | 163662 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 108491 | 104281 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 97814 | 94202 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 26394 | 25370 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 9926 | 9731 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 2117 | 2035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 393989 | 377716 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 217044 | 208079 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 172473 | 165350 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 49404 | 47379 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 3221915 | 3082797 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 1435051 | 1373536 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 597593 | 571790 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 272089 | 260340 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 114048 | 109124 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 1470 | 1406 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 653877 | 625235 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 134928 | 129186 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2049  | 16291 | 15583 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 303704 | 290211 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 21465 | 20511 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2050  | 12976 | 12416 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 21734003 | 20576524 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2029  | 5281 | 5258 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2037  | 1003845 | 993480 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2038  | 94531 | 93200 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 446367 | 438863 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 265760 | 261068 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 149423 | 146862 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 137237 | 134619 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 33939 | 33355 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 24306 | 23908 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 22334 | 21913 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 11576 | 11375 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 8311 | 8178 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 342903 | 335190 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 54677 | 53392 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 7112 | 6956 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 98264 | 95280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 95426 | 92529 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 71075 | 68917 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 52876 | 51270 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 6677 | 6474 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 5513 | 5346 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 3245 | 3174 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 2985 | 2894 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 1337 | 1296 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 198256 | 191244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 978 | 946 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 829840 | 797639 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 561244 | 538063 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 29219 | 28013 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 1336810 | 1279089 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 1191402 | 1139196 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 700213 | 669979 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 464240 | 444485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 426705 | 408280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 169855 | 162521 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 158919 | 152057 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 130188 | 124607 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 69470 | 66153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 58370 | 55777 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 38715 | 37044 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 35237 | 33716 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 25465 | 24350 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 6725 | 6435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 1014283 | 969854 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 11984506 | 11346252 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1385648 | 1308173 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1296130 | 1224470 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1204109 | 1136407 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1194442 | 1128030 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1094816 | 1033345 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1069130 | 1009686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 1042741 | 984438 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2028  | 937 | 934 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 2912 | 2880 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 715093 | 703921 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 47745 | 46899 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 25320 | 24873 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 1703 | 1675 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041  | 21944 | 21540 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 39717 | 38891 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 2175 | 2131 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 2026 | 1981 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 96794 | 93855 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 80034 | 77479 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 76177 | 73864 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 68725 | 66531 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 23210 | 22505 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 18938 | 18363 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4283 | 4153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 4256 | 4121 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 2711 | 2652 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2045  | 179510 | 173162 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 167705 | 161197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 64144 | 61655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 56376 | 54189 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 4361 | 4191 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 4254 | 4089 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 1241722 | 1188107 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 1066534 | 1020483 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 421122 | 402939 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 330073 | 315821 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 266625 | 255113 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 261001 | 249731 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 257197 | 246092 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 60786 | 58162 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 53604 | 51289 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 53002 | 50863 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 38852 | 37172 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 32922 | 31573 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 32878 | 31458 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 25880 | 24762 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 23907 | 22883 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 22611 | 21648 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 16706 | 15974 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 345558 | 330422 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 7112115 | 6733348 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1345376 | 1269732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2054  | 1067780 | 1008077 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 60731 | 59727 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2040  | 27085 | 26639 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 263975 | 259721 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 196797 | 193507 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 44140 | 43286 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 30133 | 29632 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 25133 | 24715 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 514106 | 502631 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 156201 | 152465 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 96615 | 93862 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 28588 | 27773 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 95069 | 92034 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 2570 | 2488 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 5010212 | 4858072 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 489214 | 469772 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 419111 | 402455 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 181456 | 174245 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 60211 | 57818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 47241 | 45364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 371532 | 355954 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 293220 | 280926 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 5289344 | 5060958 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 445271 | 426045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 317756 | 304035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 274541 | 262429 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 155028 | 148334 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 100544 | 96203 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 97764 | 93543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 92055 | 87695 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 24217 | 23171 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 10944 | 10471 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 3372657 | 3223869 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 201669 | 192962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2050  | 22727 | 21731 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1303544 | 1230659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1136888 | 1074032 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 1094080 | 1034616 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 5205 | 5148 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 210276 | 206560 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 49273 | 48462 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 16666 | 16397 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 353084 | 346584 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 63518 | 62445 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 47556 | 46704 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 47257 | 46386 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 40430 | 39877 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 34827 | 34165 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 13903 | 13630 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 5930 | 5828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 3505 | 3436 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 178442 | 173358 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 159088 | 154556 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 122624 | 119131 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 98153 | 95356 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 92389 | 89630 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 36563 | 35521 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 17589 | 17088 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 11146 | 10828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 3972 | 3892 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045  | 23364 | 22618 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 1123356 | 1098167 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 997891 | 981447 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 13920 | 13428 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 11634 | 11223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 2749 | 2649 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 541860 | 520326 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 13847 | 13297 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 558479 | 535063 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 107796 | 103243 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 38603 | 36973 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 839820 | 803558 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 394778 | 377609 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 168418 | 161093 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 26088 | 24970 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 229660 | 219528 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 12386 | 11839 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 8524 | 8424 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 3273 | 3247 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2035  | 2606 | 2578 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 65789 | 64842 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 44534 | 43812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 14240 | 14000 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 3899 | 3832 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 1503900 | 1476867 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 66621 | 65503 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 30386 | 29823 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 12927 | 12686 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 11319 | 11116 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 253946 | 246711 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 154632 | 150226 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 88533 | 86011 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 62888 | 61096 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 16058 | 15601 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 11407 | 11082 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 8511 | 8268 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 8098 | 7867 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 1870 | 1817 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045  | 38793 | 37555 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2046  | 12608 | 12162 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 310646 | 298301 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 60708 | 58296 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 60002 | 57880 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 14091 | 13531 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 496388 | 475420 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 411135 | 393769 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 28633 | 27424 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 22693 | 21610 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 22148 | 21121 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 19386 | 18561 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 3967195 | 3795898 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 327884 | 313727 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 199890 | 191197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 41323 | 39526 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 24082 | 23035 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 3464 | 3315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 1405992 | 1343966 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 137595 | 131525 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 30179 | 28847 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 6501261 | 6136741 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 290293 | 274017 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2035  | 3866 | 3830 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 1348168 | 1328770 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 66625 | 65630 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040  | 83945 | 82623 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 527353 | 512328 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 164469 | 159784 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 127960 | 124315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 79587 | 77320 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 65281 | 63421 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 35896 | 35114 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 18812 | 18276 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 4832 | 4694 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2045  | 100572 | 97173 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 61992 | 59703 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 30594 | 29722 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 18256 | 17582 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2046  | 6401 | 6164 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 170397 | 163625 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 14886 | 14295 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 1142099 | 1093498 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 177654 | 170094 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 104386 | 99944 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 100718 | 96432 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 66304 | 63483 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 36298 | 34753 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 6760 | 6477 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 408539 | 390772 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 323183 | 309128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 11709 | 11158 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 6627 | 6341 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 5477 | 5239 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2050  | 15954 | 15250 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 1103136 | 1042663 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2053  | 142362 | 134646 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2028  | 1349 | 1342 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2031  | 1668 | 1661 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2038  | 45607 | 45051 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 93681 | 91773 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 18496 | 18215 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2040  | 5911 | 5815 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2042  | 69903 | 68397 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 42604 | 41390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 3835 | 3726 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 122351 | 118866 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 9318 | 9003 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 6941 | 6733 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 166457 | 159842 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 81804 | 78553 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 45238 | 43384 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 3811 | 3659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 2144645 | 2053383 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 466171 | 446334 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 427544 | 409350 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 304833 | 291957 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 74187 | 70632 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 60295 | 57729 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 37225 | 35455 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 36479 | 34950 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 31416 | 30079 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 21065 | 20168 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 12604 | 12076 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 6639 | 6356 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 4537757 | 4341823 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 201373 | 192615 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 90143 | 86223 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 58143 | 55614 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2049  | 56880 | 54406 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2050  | 1139307 | 1089045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2050  | 21993 | 21016 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2025  | 427 | 426 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2025  | 182 | 180 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2035  | 2277 | 2250 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1916971 | 1887209 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 711130 | 699837 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 59903 | 58903 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 59759 | 58821 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 50655 | 49882 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 30773 | 30282 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 22859 | 22502 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 16087 | 15836 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 10731 | 10565 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 7516 | 7402 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 5165 | 5078 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2307 | 2270 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2150 | 2128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 58946 | 57965 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 43226 | 42509 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 20650 | 20318 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 9383 | 9220 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 9043 | 8875 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 105379 | 103638 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 3963 | 3892 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 62425 | 60627 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 30136 | 29221 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 19518 | 18926 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 3080 | 2992 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045  | 97695 | 94393 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 2479360 | 2438890 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 410197 | 393383 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 233247 | 223978 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 102426 | 98227 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 3565559 | 3416061 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 3042381 | 2904740 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 405229 | 387985 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 367551 | 351910 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 41522 | 39742 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 17414 | 16673 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 6051 | 5791 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 670352 | 641197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 20713 | 19825 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 14575 | 13936 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 8079 | 7728 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 4932275 | 4671525 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 24088 | 22815 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2027  | 4002 | 3980 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2029  | 1136 | 1130 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2035  | 7078 | 6996 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 705013 | 693913 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 646766 | 636318 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 93047 | 91480 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 70481 | 69452 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 66877 | 65813 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 51619 | 50812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 47858 | 47111 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 37330 | 36733 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 23422 | 23091 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 21743 | 21401 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 16401 | 16214 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 7088 | 6975 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 1644 | 1618 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 1814000 | 1784572 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 1434895 | 1411277 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 128643 | 126430 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 110431 | 108632 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 85190 | 83865 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 39730 | 39132 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 7579 | 7447 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 3548 | 3489 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 338908 | 333187 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 79400 | 77979 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 46645 | 45787 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 43144 | 42344 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 13085 | 12827 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 8837 | 8671 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 7263 | 7139 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 6178 | 6058 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 139255 | 135027 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 137476 | 133302 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 134997 | 131150 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 72188 | 69996 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 41914 | 40720 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 26196 | 25401 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 16881 | 16510 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 4430 | 4295 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 3323 | 3222 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 2772933 | 2693930 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 1117982 | 1076697 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 37298 | 35921 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 23009 | 22116 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 7354 | 7083 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2046  | 2949 | 2835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2047  | 23102 | 22017 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 869281 | 832018 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 758142 | 725643 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 737175 | 705575 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 469703 | 449569 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 199769 | 191206 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 62741 | 60052 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 27066 | 25905 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 10043 | 9613 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 9474 | 9068 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 2050 | 1962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 4029803 | 3853283 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 139602 | 133531 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 53207 | 50893 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 4846 | 4635 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2050  | 343507 | 328246 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 34105776 | 32302740 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2029  | 10649 | 10600 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 151273 | 149796 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 6057 | 5990 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2038  | 182701 | 180472 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2038  | 89053 | 87800 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 1205983 | 1187364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 11530 | 11348 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 10051 | 9881 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 617677 | 607304 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 41924 | 41237 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 8437 | 8298 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 951457 | 933331 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 7247 | 7128 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 148264 | 145326 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 79659 | 77912 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 27002 | 26553 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043  | 9188 | 8993 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 15071 | 14613 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 7349 | 7126 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 3365 | 3263 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2045  | 7087 | 6874 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2046  | 94331 | 90671 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2046  | 26234 | 25216 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 112152 | 107555 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 45954 | 44085 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 29887 | 28661 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 1452221 | 1389971 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 844188 | 808001 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 54928 | 52573 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 38897 | 37193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 4609 | 4407 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 55535 | 53068 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 49801 | 47666 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 44288 | 42320 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 11264 | 10774 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2050  | 5503 | 5265 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 23171018 | 21937009 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2054  | 1277345 | 1206025 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2054  | 1061901 | 1002278 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2037  | 49853 | 50138 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2038  | 42173 | 42392 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2040  | 4951297 | 4954834 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2040  | 40327 | 40533 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2041  | 70596 | 70953 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2041  | 8736 | 8780 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 141545 | 141761 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 121915 | 122096 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 109339 | 109470 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 78043 | 78173 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 66081 | 66233 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 66129 | 66229 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 33764 | 33941 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 12947 | 12963 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 562850 | 555528 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 214873 | 212078 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 17377 | 17151 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 6623 | 6507 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 1485 | 1441 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2050  | 21851 | 21203 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2051  | 6767710 | 6666984 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 9783746 | 9507426 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 531579 | 516399 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 311613 | 302714 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 1309085 | 1269965 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 534446 | 537415 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035  | 2164 | 2176 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2039  | 3363 | 3380 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041  | 319114 | 320704 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2043  | 70326 | 70495 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2044  | 114649 | 114412 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2045  | 397224 | 399239 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 3710747 | 3741349 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 386171 | 374740 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 10555 | 10418 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 5778 | 5736 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 1378870 | 1357055 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 658569 | 648767 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 12495388 | 12142484 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 3927571 | 3816646 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1575645 | 1528521 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1535130 | 1491774 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 1264392 | 1228682 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 65633 | 63984 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 2098627 | 2037224 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2033  | 849359 | 853860 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2034  | 250384 | 251769 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2035  | 89210 | 89730 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2036  | 3371 | 3390 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 268475 | 269881 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2039  | 12091 | 12155 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2040  | 129225 | 129884 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2043  | 356280 | 356876 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 276665 | 278046 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 33061 | 32992 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 6499 | 6485 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2048  | 276902 | 273300 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2048  | 13200 | 13029 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 679464 | 668714 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 40539 | 40012 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 34233083 | 33319738 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 55992 | 54428 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 6819890 | 6605433 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 115827 | 112235 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2029  | 50351 | 50627 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 173221 | 173345 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 67694 | 68041 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2039  | 28300 | 28443 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 212530 | 213641 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 132087 | 132385 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043  | 2309 | 2312 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2044  | 28988 | 28928 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 1217002 | 1201171 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 947859 | 935529 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 283705 | 280015 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 162686 | 160570 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 144849 | 140561 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 1714821 | 1687691 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 525972 | 517651 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 402830 | 397590 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2050  | 308781 | 299505 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 21078747 | 20483427 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 5473591 | 5316437 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 81028615 | 78474277 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2036  | 3139 | 3158 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2037  | 774704 | 779062 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 57653 | 57977 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 4335 | 4358 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 3025 | 3041 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2039  | 1496137 | 1498141 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2040  | 17449 | 17538 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2041  | 4561 | 4583 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2045  | 22957 | 23075 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2047  | 62479 | 62018 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2047  | 7400 | 7346 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2048  | 6961 | 6899 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2048  | 1844 | 1828 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 2285538 | 2255807 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 608310 | 600397 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 18237 | 17999 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 15897 | 15695 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 8580 | 8468 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2050  | 15115 | 14952 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 1210289 | 1173838 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2055  | 499314 | 483574 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2030  | 106550 | 107162 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2030  | 237 | 237 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2035  | 2901 | 2918 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2036  | 3110 | 3128 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2037  | 3932 | 3953 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 46739 | 46984 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 26456 | 26594 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 3854 | 3877 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2038  | 3466 | 3484 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2039  | 2652 | 2666 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 6836821 | 6841705 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2040  | 47298 | 47540 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 114589 | 115114 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2041  | 11735 | 11794 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2042  | 80841 | 81057 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 116950 | 116854 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 71728 | 71669 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 69361 | 69496 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 20828 | 20855 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2048  | 19355 | 19181 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 987802 | 974953 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 96186 | 94755 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 33405 | 32971 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 237301 | 233547 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 84801 | 83433 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 42673072 | 41387857 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 29502024 | 28668808 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2053  | 375414 | 364577 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2034  | 449 | 451 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 529172 | 532192 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 153057 | 153934 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2035  | 77977 | 78430 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 54213 | 54497 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2039  | 8465 | 8514 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 3953583 | 3956408 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 465942 | 468315 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 132079 | 132758 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 12567 | 12631 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2040  | 3759 | 3779 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 526497 | 529115 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 266803 | 268162 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 257150 | 258462 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 162999 | 163785 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 147340 | 148079 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 141187 | 141892 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 43451 | 43671 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 7392 | 7429 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 4373 | 4395 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2042  | 2178469 | 2189184 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2044  | 68899 | 68843 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 128396 | 127448 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2047  | 72042 | 71510 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 832419 | 819978 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 30522 | 30249 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2048  | 26382 | 26146 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 139036 | 136967 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 81687 | 80471 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 40420 | 39818 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 38932288 | 37808403 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 2355481 | 2286564 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 762651 | 739682 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 28713 | 27890 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2030  | 12397 | 12471 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2035  | 3988 | 4010 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2036  | 36407 | 36621 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 14277 | 14352 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2038  | 4329 | 4352 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 87615 | 88072 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 13163 | 13232 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 993063 | 993772 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 36288 | 36473 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 31101 | 31259 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 11409 | 11467 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 6112 | 6142 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 5679 | 5708 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 264826 | 266149 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 66487 | 66816 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 12145 | 12206 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 7479 | 7516 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 27730 | 27869 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 24123 | 24246 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 3793 | 3810 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2047  | 66705 | 66213 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2047  | 7563 | 7507 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 776054 | 759654 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 319838 | 317476 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 280294 | 277261 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 1876313 | 1851905 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 26109 | 25721 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 13126 | 12735 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 12130 | 11949 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2049  | 4770 | 4699 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2050  | 532985 | 524386 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 778389 | 754763 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 108478 | 105304 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2055  | 9379227 | 9083558 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 42285 | 42521 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 13240 | 13314 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2036  | 16396 | 16492 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2037  | 7311 | 7354 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 10026 | 10079 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2038  | 4658 | 4682 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 990617 | 995962 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 46264 | 46507 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 21969 | 22097 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 84313 | 84739 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 12983 | 13049 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 2767 | 2781 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 1864 | 1874 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 455441 | 457536 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 152644 | 153419 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 144497 | 145181 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 41609 | 41735 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 1639 | 1647 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2047  | 3866 | 3837 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 734164 | 712592 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 419918 | 415374 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 69930 | 69174 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 6402 | 6333 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2049  | 399474 | 393528 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2050  | 8727 | 8586 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 82959 | 80531 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2030  | 77391 | 77949 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 2427 | 2440 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 1589113 | 1597901 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2034  | 55817 | 56127 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 1080544 | 1086493 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 628565 | 632088 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 51485 | 51758 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 15517 | 15607 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 46435 | 46672 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 12893 | 12960 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 8906 | 8951 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 6411 | 6444 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 5860 | 5891 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 972 | 977 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 825 | 829 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 166015 | 166853 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 94451 | 94926 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 97129 | 96928 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 133336 | 132268 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2047  | 77868 | 77244 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 814530 | 805716 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 120727 | 119420 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2049  | 47434 | 46728 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 25525 | 25726 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2030  | 5654 | 5695 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2033  | 152875 | 153686 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 4280 | 4305 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 2388 | 2402 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2035  | 1353 | 1360 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2039  | 55354 | 55641 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 11572 | 11631 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 8752 | 8796 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2040  | 3714 | 3733 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 101653 | 102181 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 74116 | 74487 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2043  | 144374 | 144749 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2043  | 11911 | 11973 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 128728 | 128462 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 429871 | 426428 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2047  | 137505 | 136404 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 4494898 | 4446260 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 529095 | 523370 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 168891 | 167064 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2049  | 1066533 | 1052659 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053 (g) | 30543503 | 29900404 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2025  | 3 | 2 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2029  | 2421 | 2434 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2035  | 98818 | 99351 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 1704 | 1713 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 74713 | 75086 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2041  | 62942 | 63255 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 840718 | 842745 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2043  | 7113 | 7131 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 20262 | 20220 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 5171 | 5160 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 491605 | 486286 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 450125 | 445254 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 86101 | 85170 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 11261 | 11139 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 464243 | 458204 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 56619 | 55724 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 10662 | 10343 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2054  | 3129382 | 3031954 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2034  | 3403 | 3480 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 32544 | 33458 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 18406 | 18936 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 18390 | 18919 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 36963 | 37988 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 34081 | 35029 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 23699 | 24392 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 11693 | 12020 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 16676 | 17153 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 12128 | 12480 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2039  | 830 | 853 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 191416 | 196947 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 26295 | 27013 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2041  | 337043 | 346506 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 885754 | 896365 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 604595 | 613274 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 364497 | 369729 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 417132 | 414308 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2053  | 28006 | 27848 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 1077306 | 1068868 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 55355 | 54921 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2054  | 30566 | 30352 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 4626762 | 4583293 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 3155770 | 3126121 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 19951 | 20496 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 10355 | 10631 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 1088 | 1118 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2036  | 9248 | 9506 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2037  | 68732 | 70753 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 5288229 | 5264986 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 369856 | 369241 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 42415666 | 42441323 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 19225216 | 19074633 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 7447119 | 7388789 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 392999 | 389736 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 61977 | 61549 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 2016772 | 1998455 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 846855 | 840566 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 489864 | 486180 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 160885 | 159374 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 40855 | 41801 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2033  | 10278 | 10517 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2035  | 5349 | 5493 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 772278 | 793753 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 469068 | 481910 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 217355 | 223275 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 25503 | 26198 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 9761 | 10030 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 1029 | 1059 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 964 | 990 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038  | 552398 | 567517 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2039  | 44473 | 45725 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2048  | 7538 | 7646 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 4060288 | 4038383 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 1993694 | 1991162 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 818212 | 814615 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 455510 | 453508 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 808378 | 802299 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 45372 | 45144 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 67806207 | 67169161 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2034  | 9433 | 9679 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 263130 | 270334 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 170005 | 174658 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 55417 | 56938 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 10315 | 10601 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2035  | 5806 | 5954 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2036  | 382991 | 393660 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 72341 | 74471 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 21031 | 21628 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 4811 | 4928 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 23168 | 23819 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 5531 | 5687 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2038  | 591 | 608 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 163024 | 167783 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 159973 | 164648 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 128665 | 132384 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 1568 | 1614 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 78279 | 80569 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2041  | 70716 | 72649 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 348245 | 354768 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 102864 | 104630 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 523898 | 521759 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 293931 | 291610 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 160513 | 159808 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 124696 | 123829 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2033  | 15088 | 15422 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 543689 | 556691 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2034  | 16236 | 16628 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 219661 | 225383 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 129144 | 132507 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 73305 | 75193 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 55195 | 56697 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2035  | 634 | 649 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 183170 | 188272 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 33026 | 33957 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2037  | 31146 | 32019 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 134656 | 138627 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 117198 | 120424 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 30589 | 31376 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2038  | 24650 | 25329 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2039  | 676352 | 694699 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2041  | 35827 | 36879 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 338344 | 348022 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 311523 | 319985 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 102543 | 105464 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 96767 | 99513 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 21157 | 21730 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 509548 | 516862 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 10680132 | 10619841 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 431101 | 428667 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 287349 | 285619 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 182547 | 181117 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 23836298 | 23612354 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2035  | 23573 | 24214 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2036  | 22678 | 23306 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 824542 | 847773 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 26928 | 27711 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2038  | 21856 | 22501 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2039  | 93274 | 95967 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2040  | 240577 | 246537 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 58079 | 57655 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 8944314 | 8868667 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 878256 | 870746 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 674953 | 669023 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 488313 | 484686 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 55002 | 54537 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2033  | 4583 | 4693 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 393602 | 403343 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2034  | 19036 | 19494 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2036  | 50654 | 52070 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2037  | 4503 | 4612 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2037  | 178 | 182 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2038  | 21198 | 21816 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2039  | 294102 | 302775 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2040  | 102281 | 105273 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2053  | 479531 | 477723 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 13904546 | 13786947 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1462667 | 1460123 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1176787 | 1166761 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 1156464 | 1146683 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 675618 | 669904 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 420260 | 416706 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 149831 | 148550 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 5924556 | 5870745 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 1262726 | 1250863 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 135832 | 138910 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2033  | 63211 | 64627 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 109703 | 112327 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2034  | 25674 | 26235 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2035  | 1068876 | 1097050 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2036  | 59744 | 61422 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 89594 | 92091 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 671 | 690 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 166773 | 171632 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 77397 | 79665 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 25296 | 26033 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 25118 | 25849 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 16511 | 16995 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 7653 | 7867 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2038  | 338 | 348 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2039  | 148731 | 153043 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 751600 | 772410 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 330454 | 339441 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2041  | 46778 | 48135 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 1711734 | 1757123 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 123378 | 126825 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 86634 | 89139 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049  | 302494 | 305891 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 6716000 | 6664446 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 667402 | 663843 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 163584 | 162251 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 18027296 | 17874828 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 933672 | 925483 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 879925 | 872208 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 820082 | 812890 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 496356 | 491995 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 66110 | 65530 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 42644 | 42310 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 24716 | 24499 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2027  | 41386 | 41580 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 153798 | 157321 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 142674 | 145978 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2033  | 60144 | 61321 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2036  | 4104 | 4219 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2037  | 62574 | 64391 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2037  | 1183 | 1216 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 213014 | 219106 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 56539 | 58139 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 52354 | 53894 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 17832 | 18349 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 9565 | 9835 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 301 | 308 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 127930 | 131673 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 33756 | 34690 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 25352 | 26054 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2040  | 13902 | 14311 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 72525 | 74519 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2041  | 66491 | 68295 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2048  | 33095 | 33714 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2049  | 86880 | 87856 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 7870713 | 7812263 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 7128926 | 7082000 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 539502 | 535799 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 491682 | 488030 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 347415 | 344803 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 3849391 | 3815631 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 1518922 | 1505506 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 955016 | 946641 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 325733 | 323385 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 290632 | 288020 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 71437 | 73146 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 34624 | 35411 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 26278 | 26887 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2033  | 19151 | 19590 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2034  | 1084060 | 1111261 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2035  | 350283 | 359680 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2036  | 99426 | 102018 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 21734 | 22321 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 15593 | 16032 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 13427 | 13812 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 12368 | 12721 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2037  | 7642 | 7864 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 12084 | 12437 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2038  | 10509 | 10816 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 53843 | 55363 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 33431 | 34335 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2039  | 11146 | 11468 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2041  | 75873 | 77936 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 21348840 | 21335068 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 212370 | 210773 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 1180892 | 1170535 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2029  | 66061 | 67046 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 103319 | 106235 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 18704 | 19203 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 17982 | 18454 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 15812 | 16233 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 134174 | 138031 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2039  | 11195 | 11499 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2040  | 64788 | 66568 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 38712769 | 38421645 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 16012784 | 15892366 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 552954 | 548796 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 29483 | 29418 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 3808195 | 3774797 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2034  | 27731 | 28427 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2036  | 287653 | 294429 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 152560 | 156891 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 49962 | 51438 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2037  | 23371 | 24037 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2038  | 24076 | 24780 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2039  | 575776 | 592393 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2040  | 193571 | 198936 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 1284219 | 1317113 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 421982 | 434176 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 81251 | 83614 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2041  | 8733 | 8983 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 4324695 | 4290821 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 486680 | 482655 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 472536 | 468451 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 369266 | 366489 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 299184 | 296935 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 494927 | 490432 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 357841 | 354591 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2035  | 2478 | 2575 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 38149 | 40014 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 1768753 | 1792407 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 984076 | 997236 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 763200 | 773406 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 254223 | 257623 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 254671 | 257520 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 194264 | 196862 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2054  | 5516690 | 5576675 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2054  | 2446252 | 2472851 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 6734741 | 6803235 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2033  | 536615 | 556042 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 941 | 984 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2036  | 298 | 308 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 302390 | 316956 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 7150 | 7497 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 1470 | 1542 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 1274 | 1336 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038  | 683 | 717 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2040  | 3867 | 4054 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2052  | 273087 | 277422 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 1829900 | 1851512 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 546877 | 565199 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2032  | 91330 | 94390 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 176616 | 183379 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 113588 | 118902 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2036  | 1363 | 1427 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037  | 4229 | 4431 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 199433 | 209338 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 136571 | 143255 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038  | 963 | 1006 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 12331107 | 12476747 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 9832247 | 9942996 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 172084 | 180396 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 3004 | 3147 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 42304063 | 42975568 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 2208735 | 2243795 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 24248 | 24572 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 20085897 | 20442387 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 8475464 | 8561662 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 7738541 | 7817244 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034  | 264256 | 274219 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 236133 | 246993 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 163656 | 171313 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 10044 | 10496 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 404 | 408 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038  | 76471 | 80111 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2039  | 12035 | 12626 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 16888391 | 17114244 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 326070 | 330431 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 37919162 | 38316657 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 973068 | 983041 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 99794 | 103556 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037  | 20393 | 21303 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 59720 | 62597 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2053  | 754101 | 764186 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 18825396 | 19218344 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 8768957 | 8859166 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 158505 | 160149 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 609516 | 634350 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 603856 | 628039 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 143382 | 149863 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2036  | 2544 | 2663 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2038  | 835 | 875 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2039  | 16136 | 16938 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 247851 | 259980 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 112240 | 117691 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2053  | 386838 | 391770 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2053  | 65813 | 66652 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 23476965 | 23730403 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 7859753 | 7941530 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 116644 | 117890 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2041  | 75023 | 78622 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 2449425 | 2480421 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 879114 | 890321 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 28859919 | 29162448 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 24976211 | 25245834 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 268450 | 277440 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2037  | 69605 | 73059 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 139001 | 145856 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 137221 | 143933 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040  | 2449 | 2568 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 3498909 | 3543514 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 1326024 | 1342929 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 969108 | 981463 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 17409066 | 17589655 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2037  | 26851 | 28141 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 91705 | 96189 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 10184 | 10680 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 19816287 | 20300829 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 311047 | 326258 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 2268468 | 2297387 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1625478 | 1648181 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1435329 | 1459009 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1410818 | 1427745 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1266916 | 1287422 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 21933825 | 22163751 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2036  | 857 | 897 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 820 | 859 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 180 | 188 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2038  | 804 | 843 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2039  | 14863 | 15598 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 3255479 | 3296981 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 2130228 | 2157385 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 1848512 | 1872078 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 729356 | 738882 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 453361 | 459140 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 7710406 | 7803882 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 318881 | 333268 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 2633 | 2756 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 156122 | 163230 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 72604 | 76084 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 933 | 979 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038  | 144174 | 151069 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038  | 2546 | 2670 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 234535 | 245790 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 88136 | 92447 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 74018 | 77692 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2033  | 20510 | 21418 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 75956 | 78924 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2037  | 18666 | 19763 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2038  | 818 | 869 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2043  | 50686 | 52216 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 6365298 | 6538000 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2032  | 18039 | 18829 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035  | 14252 | 14796 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2036  | 57629 | 60881 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 554736 | 585771 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 9287 | 9843 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2037  | 7661 | 8125 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 10308 | 10954 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2038  | 2232 | 2370 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 196846 | 208508 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 7681 | 8132 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2039  | 1733 | 1834 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2036  | 9698 | 10269 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2037  | 121419 | 128701 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 4578323 | 4703972 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 482474 | 495708 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 72881 | 75730 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 4684 | 4865 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2034  | 84767 | 88938 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036  | 12290 | 12982 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 52602 | 55613 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 25563 | 27090 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 1832 | 1935 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2037  | 1014 | 1074 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 3504392 | 3599472 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 20693 | 21363 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037  | 5047 | 5346 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2039  | 4214 | 4464 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2053  | 825143 | 851721 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2035  | 5286 | 5516 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2037  | 10371 | 10974 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2038  | 2706 | 2875 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2053  | 2079305 | 2137833 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2053  | 86841 | 89638 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 8672773 | 8908081 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2035  | 22642 | 23859 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2053  | 14745034 | 15160070 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2055  | 4441282 | 4562129 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2031  | 4261 | 4402 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2038  | 15413 | 16323 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2039  | 17447 | 18463 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 1144012 | 1176124 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 111239 | 116711 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2035  | 77882 | 81484 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2036  | 10526 | 11114 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2040  | 3782 | 3999 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2053  | 831865 | 855124 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 58562 | 60824 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 40246 | 41888 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 119156 | 124801 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 114069 | 119022 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 37989 | 39917 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 5284 | 5486 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 18140 | 19191 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2036  | 3251 | 3425 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2038  | 642 | 682 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2053  | 209423 | 215301 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2031  | 6660 | 6887 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 5813 | 6038 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2032  | 4939 | 5127 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 326427 | 339619 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 13719 | 14518 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 5760 | 6096 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2037  | 358 | 380 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054  | 5698969 | 5851811 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 63472 | 65952 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2032  | 7376 | 7661 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 62135 | 65549 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2036  | 6398 | 6606 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2037  | 1064 | 1127 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2038  | 27057 | 27936 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2039  | 1440 | 1540 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 48286332 | 49603974 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 3247493 | 3338648 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 688321 | 717498 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 78337971 | 81896058 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 4684035 | 4910688 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 4423602 | 4625722 |
| Freddie Mac 4.5% 11/1/2054  | 1252221 | 1181912 |
| Freddie Mac 4.5% 12/1/2054  | 392544 | 370718 |
| Freddie Mac 5.5% 1/1/2055  | 49856 | 49388 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 866854 | 765374 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 6882906 | 6044880 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 1423349 | 1250050 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 922121 | 812730 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 737185 | 648812 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 12427991 | 10167742 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 58668297 | 43357532 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 3952376 | 2920918 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 1711266 | 1264674 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 51818109 | 45509016 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 21037341 | 18475948 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 2674555 | 2361452 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 1621036 | 1421641 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 911768 | 800756 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 731217 | 643559 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 723920 | 638041 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 601965 | 533564 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 413642 | 362762 |
| Freddie Mac Gold Pool 1.5% 11/1/2036  | 353357 | 310997 |
| Freddie Mac Gold Pool 1.5% 11/1/2037  | 1670211 | 1466855 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 71491151 | 52833984 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 36672248 | 32207233 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 8885333 | 7803503 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 2620165 | 2313430 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 2316476 | 2034434 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 579519 | 508960 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 91103 | 80296 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 14007149 | 10360434 |
| Freddie Mac Gold Pool 1.5% 12/1/2051  | 37116989 | 27430505 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 192402 | 168976 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 6895363 | 6081679 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 249287 | 218936 |
| Freddie Mac Gold Pool 1.5% 4/1/2037  | 14176621 | 12450552 |
| Freddie Mac Gold Pool 1.5% 5/1/2051  | 1068161 | 789402 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 343571 | 302599 |
| Freddie Mac Gold Pool 1.5% 7/1/2035  | 2279716 | 2019248 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 3045188 | 2677277 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 31957120 | 26228490 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 225660 | 199877 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 9839067 | 8650339 |
| Freddie Mac Gold Pool 1.5% 9/1/2050  | 30756156 | 22816171 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 924307 | 683089 |
| Freddie Mac Gold Pool 1.5% 9/1/2051  | 523858 | 387146 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 507425 | 462347 |
| Freddie Mac Gold Pool 2% 1/1/2036  | 506391 | 460771 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 578610645 | 452941215 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 31251315 | 24512619 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 4445826 | 3520520 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 68292 | 53204 |
| Freddie Mac Gold Pool 2% 10/1/2035  | 38460145 | 34995336 |
| Freddie Mac Gold Pool 2% 10/1/2035  | 375331 | 342222 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 1477088 | 1334788 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 939522 | 849010 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 548294 | 495472 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 465833 | 421465 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 33815 | 30621 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 1156527 | 906062 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 18450443 | 16788274 |
| Freddie Mac Gold Pool 2% 11/1/2036  | 12660716 | 11441005 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 46703430 | 36589022 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 6680784 | 5233948 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 4503673 | 3570549 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 38043763 | 29673976 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 35970778 | 28113260 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 32004486 | 25013372 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 934400 | 734668 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 14003825 | 12742245 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 1976416 | 1798365 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 449864 | 408352 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 3728748 | 3387005 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 1518600 | 1379419 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 554618 | 501187 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 10970986 | 8588179 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 6923034 | 5423735 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 3609785 | 2832538 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 1699431 | 1332984 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 662469 | 519000 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 189048 | 147988 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 70484420 | 55660369 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 6692366 | 5220017 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 2756972 | 2182304 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1443871 | 1131177 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 564290 | 440144 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 99677 | 78184 |
| Freddie Mac Gold Pool 2% 2/1/2035  | 339688 | 311846 |
| Freddie Mac Gold Pool 2% 2/1/2035  | 25157 | 23095 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 30340398 | 27474344 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 536829 | 489473 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 326706 | 255748 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 130751 | 102435 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 109607 | 85391 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 6560346 | 5940634 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 439833 | 398698 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 31842 | 28814 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 157629068 | 123393343 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 226726 | 177341 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 14376487 | 11352872 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 4544366 | 3568728 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 18582735 | 16815735 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 474658 | 428782 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 65283 | 58953 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 26868683 | 22829670 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 53311640 | 41699475 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 10092075 | 7925390 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 5411479 | 4253061 |
| Freddie Mac Gold Pool 2% 5/1/2033  | 15838 | 14786 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 91308 | 82483 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 44373 | 40084 |
| Freddie Mac Gold Pool 2% 5/1/2037  | 18867 | 17044 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 71236148 | 55719725 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1471438 | 1166108 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 1089196 | 993115 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 147261 | 134271 |
| Freddie Mac Gold Pool 2% 6/1/2036  | 14236 | 12873 |
| Freddie Mac Gold Pool 2% 6/1/2040  | 810324 | 692767 |
| Freddie Mac Gold Pool 2% 7/1/2035  | 13516 | 12324 |
| Freddie Mac Gold Pool 2% 7/1/2036  | 67087 | 60666 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 317871 | 249428 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 40968518 | 32185720 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 2660981 | 2116300 |
| Freddie Mac Gold Pool 2% 8/1/2035  | 17616 | 16062 |
| Freddie Mac Gold Pool 2% 8/1/2035  | 10943 | 9977 |
| Freddie Mac Gold Pool 2% 8/1/2036  | 1193720 | 1080211 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 850422 | 768228 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 40770770 | 31839252 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 5945642 | 5410009 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 13706 | 12471 |
| Freddie Mac Gold Pool 2% 9/1/2036  | 2684999 | 2427170 |
| Freddie Mac Gold Pool 2% 9/1/2036  | 22889 | 20691 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 174381764 | 147226112 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 35650 | 27974 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 25397 | 19929 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 16557 | 12992 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 29055186 | 22690162 |
| Freddie Mac Gold Pool 2.5% 1/1/2030  | 40265 | 38979 |
| Freddie Mac Gold Pool 2.5% 1/1/2031  | 598399 | 575915 |
| Freddie Mac Gold Pool 2.5% 1/1/2032  | 121141 | 116003 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 655930 | 613191 |
| Freddie Mac Gold Pool 2.5% 1/1/2037  | 50032 | 45485 |
| Freddie Mac Gold Pool 2.5% 1/1/2040  | 1783149 | 1583786 |
| Freddie Mac Gold Pool 2.5% 1/1/2050  | 23913 | 19777 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 2902270 | 2390272 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 2181737 | 1795487 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 689911 | 574885 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 258763 | 213114 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 44207 | 36850 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 22353 | 18353 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 4028172 | 3297409 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 609861 | 499224 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 389361 | 321525 |
| Freddie Mac Gold Pool 2.5% 10/1/2029  | 399348 | 387077 |
| Freddie Mac Gold Pool 2.5% 10/1/2029  | 226316 | 219429 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 365629 | 350586 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 57044 | 55088 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 49724 | 47677 |
| Freddie Mac Gold Pool 2.5% 10/1/2032  | 1745468 | 1665468 |
| Freddie Mac Gold Pool 2.5% 10/1/2034  | 544227 | 510127 |
| Freddie Mac Gold Pool 2.5% 10/1/2038  | 888418 | 819981 |
| Freddie Mac Gold Pool 2.5% 10/1/2049  | 989320 | 818192 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 106547591 | 87684608 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 86160925 | 71553366 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 94444474 | 77311009 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 26881 | 22004 |
| Freddie Mac Gold Pool 2.5% 11/1/2027  | 4834 | 4730 |
| Freddie Mac Gold Pool 2.5% 11/1/2034  | 286641 | 267964 |
| Freddie Mac Gold Pool 2.5% 11/1/2034  | 9211 | 8611 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 861283 | 795205 |
| Freddie Mac Gold Pool 2.5% 11/1/2037  | 296203 | 273478 |
| Freddie Mac Gold Pool 2.5% 11/1/2039  | 126389 | 112480 |
| Freddie Mac Gold Pool 2.5% 11/1/2049  | 509165 | 421092 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 42051712 | 34856638 |
| Freddie Mac Gold Pool 2.5% 12/1/2029  | 518035 | 501786 |
| Freddie Mac Gold Pool 2.5% 12/1/2031  | 17121 | 16402 |
| Freddie Mac Gold Pool 2.5% 12/1/2032  | 1360073 | 1295225 |
| Freddie Mac Gold Pool 2.5% 12/1/2032  | 73970 | 70523 |
| Freddie Mac Gold Pool 2.5% 12/1/2034  | 161101 | 150604 |
| Freddie Mac Gold Pool 2.5% 12/1/2037  | 913199 | 843138 |
| Freddie Mac Gold Pool 2.5% 12/1/2040  | 121030 | 106513 |
| Freddie Mac Gold Pool 2.5% 12/1/2046  | 28531 | 24032 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 21402990 | 17700795 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 2010700 | 1662898 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 60472485 | 49766551 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1525296 | 1251924 |
| Freddie Mac Gold Pool 2.5% 2/1/2027  | 27578 | 27113 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 807479 | 781845 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 272148 | 260712 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 102664 | 98267 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 73026 | 70056 |
| Freddie Mac Gold Pool 2.5% 2/1/2032  | 52949 | 50703 |
| Freddie Mac Gold Pool 2.5% 2/1/2033  | 1802221 | 1717454 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 25143 | 23504 |
| Freddie Mac Gold Pool 2.5% 2/1/2036  | 64928 | 60231 |
| Freddie Mac Gold Pool 2.5% 2/1/2038  | 164331 | 151672 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 368863 | 304598 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 268499 | 220461 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 200813 | 164885 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 107452139 | 87858177 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2416221 | 1975622 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2309680 | 1888508 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2110318 | 1727479 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1614727 | 1320280 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1571732 | 1285126 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1559709 | 1275295 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1507701 | 1232771 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1492564 | 1220394 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 203494 | 167722 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 735769 | 719583 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 2097 | 2048 |
| Freddie Mac Gold Pool 2.5% 3/1/2030  | 15082 | 14589 |
| Freddie Mac Gold Pool 2.5% 3/1/2031  | 87817 | 84436 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 9068182 | 8675815 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 1561794 | 1488263 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 217984 | 207913 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 573665 | 535031 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 642646 | 593542 |
| Freddie Mac Gold Pool 2.5% 3/1/2037  | 512795 | 475537 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 1566826 | 1281114 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 768630 | 633033 |
| Freddie Mac Gold Pool 2.5% 4/1/2027  | 1269 | 1246 |
| Freddie Mac Gold Pool 2.5% 4/1/2030  | 17473 | 16893 |
| Freddie Mac Gold Pool 2.5% 4/1/2031  | 2226985 | 2140260 |
| Freddie Mac Gold Pool 2.5% 4/1/2032  | 290113 | 277446 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 462293 | 439884 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 162336 | 154899 |
| Freddie Mac Gold Pool 2.5% 4/1/2035  | 563770 | 525803 |
| Freddie Mac Gold Pool 2.5% 4/1/2040  | 2968578 | 2630163 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 21901809 | 19084468 |
| Freddie Mac Gold Pool 2.5% 4/1/2050  | 132289 | 109241 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 13199725 | 10805122 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 461726 | 377963 |
| Freddie Mac Gold Pool 2.5% 5/1/2032  | 13955 | 13357 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 489203 | 456257 |
| Freddie Mac Gold Pool 2.5% 5/1/2050  | 898633 | 740945 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 81559662 | 66840133 |
| Freddie Mac Gold Pool 2.5% 6/1/2027  | 21975 | 21618 |
| Freddie Mac Gold Pool 2.5% 6/1/2027  | 5085 | 4988 |
| Freddie Mac Gold Pool 2.5% 6/1/2030  | 348240 | 336513 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 83337 | 80017 |
| Freddie Mac Gold Pool 2.5% 6/1/2032  | 171256 | 163272 |
| Freddie Mac Gold Pool 2.5% 6/1/2040  | 5292658 | 4682474 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 5167866 | 4272336 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 3045885 | 2513310 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 2454487 | 2029154 |
| Freddie Mac Gold Pool 2.5% 6/1/2052  | 271113 | 221591 |
| Freddie Mac Gold Pool 2.5% 7/1/2028  | 21569 | 21037 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 6285097 | 6070400 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 92554 | 89596 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 3680 | 3550 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 139755 | 134252 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 58451 | 56147 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 613925 | 585550 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 31520 | 30036 |
| Freddie Mac Gold Pool 2.5% 7/1/2033  | 17087 | 16266 |
| Freddie Mac Gold Pool 2.5% 7/1/2035  | 1642290 | 1529123 |
| Freddie Mac Gold Pool 2.5% 7/1/2040  | 780063 | 689641 |
| Freddie Mac Gold Pool 2.5% 7/1/2049  | 115303 | 95358 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 87498066 | 72007575 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 169532 | 139889 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 103396 | 85091 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 49735153 | 40759171 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 42761816 | 35044352 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 29851423 | 24435984 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 1887856 | 1811798 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 235760 | 226264 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 52372 | 50194 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 31995 | 30568 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 18962808 | 17656117 |
| Freddie Mac Gold Pool 2.5% 8/1/2046  | 156226 | 131595 |
| Freddie Mac Gold Pool 2.5% 8/1/2049  | 62549 | 51730 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 55571373 | 45733123 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 162014 | 133331 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 69008105 | 56489131 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 640517 | 527321 |
| Freddie Mac Gold Pool 2.5% 9/1/2027  | 1260 | 1233 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 1277132 | 1225140 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 73820 | 70814 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 61591 | 59031 |
| Freddie Mac Gold Pool 2.5% 9/1/2031  | 5368 | 5147 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 164399 | 157071 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 161169 | 153788 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 157441 | 150289 |
| Freddie Mac Gold Pool 2.5% 9/1/2032  | 110134 | 104957 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 18845415 | 17546813 |
| Freddie Mac Gold Pool 2.5% 9/1/2036  | 101543 | 92504 |
| Freddie Mac Gold Pool 2.5% 9/1/2037  | 752750 | 694998 |
| Freddie Mac Gold Pool 2.5% 9/1/2037  | 41498 | 38314 |
| Freddie Mac Gold Pool 2.5% 9/1/2040  | 62476 | 51435 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 21583814 | 17762657 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 15700175 | 12851957 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 9394184 | 7666471 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 1930541 | 1580316 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 453004 | 370823 |
| Freddie Mac Gold Pool 3% 1/1/2027  | 65959 | 65122 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 48564 | 47807 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 21607 | 21242 |
| Freddie Mac Gold Pool 3% 1/1/2028  | 2582 | 2538 |
| Freddie Mac Gold Pool 3% 1/1/2029  | 1867 | 1828 |
| Freddie Mac Gold Pool 3% 1/1/2031  | 38396 | 37383 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 430024 | 414722 |
| Freddie Mac Gold Pool 3% 1/1/2040  | 827542 | 753339 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 1203822 | 1082237 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 154201 | 138187 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 63375 | 56926 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 8652 | 7812 |
| Freddie Mac Gold Pool 3% 1/1/2044  | 2168806 | 1945246 |
| Freddie Mac Gold Pool 3% 1/1/2045  | 1055691 | 935591 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 45052311 | 39473591 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 11113 | 9737 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 936542 | 816182 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 30186 | 26272 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 507694 | 437897 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 326595 | 281695 |
| Freddie Mac Gold Pool 3% 1/1/2050  | 24613 | 21229 |
| Freddie Mac Gold Pool 3% 1/1/2051  | 1886087 | 1624433 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1058283 | 909319 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 311826 | 267641 |
| Freddie Mac Gold Pool 3% 10/1/2026  | 30249 | 29866 |
| Freddie Mac Gold Pool 3% 10/1/2027  | 32866 | 32331 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 945662 | 926800 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 727214 | 712705 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 110234 | 107891 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 98535 | 97075 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 15123 | 14824 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 12296 | 12110 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 129944 | 126902 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 91155 | 89072 |
| Freddie Mac Gold Pool 3% 10/1/2029  | 4533 | 4422 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 520792 | 507072 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 231558 | 225045 |
| Freddie Mac Gold Pool 3% 10/1/2030  | 150627 | 146432 |
| Freddie Mac Gold Pool 3% 10/1/2032  | 113156 | 109346 |
| Freddie Mac Gold Pool 3% 10/1/2033  | 240037 | 230840 |
| Freddie Mac Gold Pool 3% 10/1/2039  | 271678 | 250969 |
| Freddie Mac Gold Pool 3% 10/1/2039  | 270417 | 246170 |
| Freddie Mac Gold Pool 3% 10/1/2040  | 341609 | 309804 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 1045065 | 938909 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 615884 | 552996 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 110059 | 99019 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 81642 | 73298 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 57265 | 51636 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 9013 | 8271 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 1023607 | 920318 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 108012 | 97108 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 40622 | 36371 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 22480 | 20180 |
| Freddie Mac Gold Pool 3% 10/1/2047  | 1214736 | 1060522 |
| Freddie Mac Gold Pool 3% 10/1/2048  | 588967 | 511862 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 13211638 | 11411837 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 670478 | 579140 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 444637 | 384065 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 290200 | 250667 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 64086 | 55355 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 9314758 | 8028357 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 1044912 | 899300 |
| Freddie Mac Gold Pool 3% 10/1/2050  | 65096 | 56025 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 1851848 | 1591183 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 164459 | 140969 |
| Freddie Mac Gold Pool 3% 11/1/2028  | 24201 | 23684 |
| Freddie Mac Gold Pool 3% 11/1/2029  | 26920 | 26282 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 1372528 | 1343540 |
| Freddie Mac Gold Pool 3% 11/1/2030  | 9398 | 9141 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 322233 | 311743 |
| Freddie Mac Gold Pool 3% 11/1/2032  | 121223 | 117108 |
| Freddie Mac Gold Pool 3% 11/1/2033  | 348535 | 333873 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 46117 | 43889 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 218410 | 195363 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 143967 | 129732 |
| Freddie Mac Gold Pool 3% 11/1/2043  | 22612 | 20212 |
| Freddie Mac Gold Pool 3% 11/1/2047  | 83040 | 72498 |
| Freddie Mac Gold Pool 3% 11/1/2048  | 2009022 | 1743498 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 194370 | 167648 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 84152 | 72583 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 1261144 | 1085399 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 1751552 | 1504457 |
| Freddie Mac Gold Pool 3% 12/1/2028  | 1855 | 1816 |
| Freddie Mac Gold Pool 3% 12/1/2029  | 1402715 | 1369480 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 4840 | 4701 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 801701 | 773818 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 654697 | 632303 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 161324 | 155726 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 19890 | 19188 |
| Freddie Mac Gold Pool 3% 12/1/2034  | 245928 | 234046 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 21695131 | 19602232 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 152012 | 136600 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 82463 | 74025 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 68341 | 61452 |
| Freddie Mac Gold Pool 3% 12/1/2044  | 1305974 | 1139898 |
| Freddie Mac Gold Pool 3% 12/1/2047  | 262655 | 229310 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 2002762 | 1727426 |
| Freddie Mac Gold Pool 3% 12/1/2049  | 226051 | 196387 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 791673 | 674547 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 61747 | 52612 |
| Freddie Mac Gold Pool 3% 2/1/2027  | 44094 | 43514 |
| Freddie Mac Gold Pool 3% 2/1/2028  | 19594 | 19251 |
| Freddie Mac Gold Pool 3% 2/1/2028  | 9477 | 9312 |
| Freddie Mac Gold Pool 3% 2/1/2029  | 2011 | 1969 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 111500 | 108793 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 102365 | 99932 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 77438 | 75707 |
| Freddie Mac Gold Pool 3% 2/1/2030  | 13510 | 13179 |
| Freddie Mac Gold Pool 3% 2/1/2031  | 4740 | 4606 |
| Freddie Mac Gold Pool 3% 2/1/2032  | 4969 | 4812 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 1884734 | 1820258 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 267632 | 258030 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 110284 | 106167 |
| Freddie Mac Gold Pool 3% 2/1/2035  | 942406 | 896873 |
| Freddie Mac Gold Pool 3% 2/1/2038  | 631078 | 585536 |
| Freddie Mac Gold Pool 3% 2/1/2040  | 5305000 | 4821033 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 1117036 | 1001590 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 829410 | 748654 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 611133 | 550172 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 156864 | 141238 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 44910 | 40375 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 12790 | 11493 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 4153396 | 3639091 |
| Freddie Mac Gold Pool 3% 2/1/2047  | 4015211 | 3511743 |
| Freddie Mac Gold Pool 3% 2/1/2049  | 312689 | 271069 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 632223 | 539181 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 300286 | 259472 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 273908 | 236251 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 49288 | 42435 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 158063 | 155889 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 43392 | 42783 |
| Freddie Mac Gold Pool 3% 3/1/2027  | 10429 | 10287 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 2830574 | 2740161 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 48927 | 47433 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 531521 | 512456 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 151844 | 146652 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 46431 | 44756 |
| Freddie Mac Gold Pool 3% 3/1/2040  | 3042865 | 2765269 |
| Freddie Mac Gold Pool 3% 3/1/2040  | 304077 | 276336 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 550090 | 497332 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 534825 | 481185 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 338226 | 303282 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 98611 | 88526 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 36194 | 32636 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 880411 | 781084 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 859419 | 759504 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 507506 | 449751 |
| Freddie Mac Gold Pool 3% 3/1/2047  | 9223058 | 8066577 |
| Freddie Mac Gold Pool 3% 3/1/2048  | 206093 | 179370 |
| Freddie Mac Gold Pool 3% 3/1/2049  | 239586 | 207921 |
| Freddie Mac Gold Pool 3% 3/1/2049  | 235707 | 204186 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 3963434 | 3432172 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 201239 | 173259 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 903953 | 770075 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 179861 | 153223 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 50953 | 50239 |
| Freddie Mac Gold Pool 3% 4/1/2027  | 16526 | 16287 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 118693 | 116617 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 51421 | 50476 |
| Freddie Mac Gold Pool 3% 4/1/2028  | 21247 | 20860 |
| Freddie Mac Gold Pool 3% 4/1/2029  | 12911 | 12631 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 128115 | 124909 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 31264 | 30470 |
| Freddie Mac Gold Pool 3% 4/1/2030  | 21501 | 20984 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 57160 | 55089 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 301044 | 288004 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 33751 | 32326 |
| Freddie Mac Gold Pool 3% 4/1/2038  | 98293 | 91199 |
| Freddie Mac Gold Pool 3% 4/1/2039  | 418753 | 383168 |
| Freddie Mac Gold Pool 3% 4/1/2040  | 563515 | 512106 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 1892135 | 1699530 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 117300 | 105649 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 29069 | 26078 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 18669 | 16802 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 646407 | 572392 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 62021 | 54799 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 29930 | 26346 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 20684 | 18417 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 16758 | 14880 |
| Freddie Mac Gold Pool 3% 4/1/2047  | 267493 | 233952 |
| Freddie Mac Gold Pool 3% 4/1/2048  | 64024 | 55722 |
| Freddie Mac Gold Pool 3% 4/1/2049  | 263344 | 228127 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 13316526 | 11531566 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 2547152 | 2192993 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 300281 | 258530 |
| Freddie Mac Gold Pool 3% 4/1/2051  | 188377 | 161950 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 877509 | 747547 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 73077 | 62254 |
| Freddie Mac Gold Pool 3% 5/1/2028  | 44369 | 43576 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 27338 | 26891 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 2831 | 2764 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 1627 | 1593 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 46877 | 45789 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 34270 | 33389 |
| Freddie Mac Gold Pool 3% 5/1/2030  | 14404 | 14044 |
| Freddie Mac Gold Pool 3% 5/1/2032  | 3073589 | 2974494 |
| Freddie Mac Gold Pool 3% 5/1/2033  | 8433 | 8128 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 4675224 | 4189074 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 712439 | 638744 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 668139 | 601206 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 383107 | 343402 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 230440 | 205380 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 207290 | 186611 |
| Freddie Mac Gold Pool 3% 5/1/2043  | 866 | 769 |
| Freddie Mac Gold Pool 3% 5/1/2045  | 1560112 | 1380872 |
| Freddie Mac Gold Pool 3% 5/1/2048  | 650796 | 566410 |
| Freddie Mac Gold Pool 3% 5/1/2050  | 3155435 | 2716700 |
| Freddie Mac Gold Pool 3% 5/1/2050  | 634560 | 546132 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 696059 | 599278 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 458945 | 395133 |
| Freddie Mac Gold Pool 3% 6/1/2027  | 33696 | 33184 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 104820 | 102972 |
| Freddie Mac Gold Pool 3% 6/1/2028  | 51276 | 50302 |
| Freddie Mac Gold Pool 3% 6/1/2029  | 7699 | 7527 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 669446 | 652241 |
| Freddie Mac Gold Pool 3% 6/1/2030  | 33645 | 32803 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 36229 | 35158 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 2352716 | 2113978 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 411622 | 371796 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 410784 | 368874 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 294975 | 265100 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 282700 | 253336 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 191648 | 171665 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 65827 | 58940 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 41526 | 37170 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 37813 | 33758 |
| Freddie Mac Gold Pool 3% 6/1/2043  | 3299 | 2975 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 4157611 | 3655777 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 99979 | 87911 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 55822 | 49084 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 5196 | 4601 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 453556 | 392902 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 48913 | 42372 |
| Freddie Mac Gold Pool 3% 6/1/2049  | 3935 | 3409 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 61114800 | 52598238 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 27242764 | 23225042 |
| Freddie Mac Gold Pool 3% 6/1/2053  | 847903 | 722325 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 27241 | 26688 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 17505 | 17183 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 15977 | 15666 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 12692 | 12475 |
| Freddie Mac Gold Pool 3% 7/1/2028  | 1999 | 1962 |
| Freddie Mac Gold Pool 3% 7/1/2029  | 434405 | 424875 |
| Freddie Mac Gold Pool 3% 7/1/2031  | 8048 | 7802 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 1381523 | 1341403 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 595142 | 575077 |
| Freddie Mac Gold Pool 3% 7/1/2034  | 129067 | 123275 |
| Freddie Mac Gold Pool 3% 7/1/2034  | 15438 | 14721 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 1305490 | 1176377 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 77301 | 69755 |
| Freddie Mac Gold Pool 3% 7/1/2042  | 1578 | 1455 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 9329597 | 8357273 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 543214 | 486952 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 531727 | 478730 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 483138 | 433194 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 235602 | 209979 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 176678 | 158603 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 57163 | 51193 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 16945 | 15278 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 776 | 698 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 6631780 | 5831307 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 214224 | 188367 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 139230 | 122903 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 7441 | 6543 |
| Freddie Mac Gold Pool 3% 7/1/2047  | 46510 | 40606 |
| Freddie Mac Gold Pool 3% 7/1/2048  | 486198 | 422547 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 61121 | 52852 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 39721 | 34347 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 9870 | 8535 |
| Freddie Mac Gold Pool 3% 7/1/2051  | 540833 | 461494 |
| Freddie Mac Gold Pool 3% 8/1/2027  | 33043 | 32539 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 63757 | 62502 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 32222 | 31599 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 10798 | 10601 |
| Freddie Mac Gold Pool 3% 8/1/2028  | 4855 | 4776 |
| Freddie Mac Gold Pool 3% 8/1/2029  | 8375 | 8183 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 1124870 | 1095931 |
| Freddie Mac Gold Pool 3% 8/1/2030  | 58561 | 56927 |
| Freddie Mac Gold Pool 3% 8/1/2031  | 65572 | 63614 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 2242273 | 2167997 |
| Freddie Mac Gold Pool 3% 8/1/2034  | 1693387 | 1614744 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 88889 | 80023 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 259742 | 232035 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 139671 | 125223 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 138484 | 123990 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 112821 | 101017 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 87788 | 78816 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 79698 | 71706 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 61520 | 54993 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 46435 | 41516 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 41713 | 37594 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 39964 | 35835 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 31919 | 28488 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 148025 | 129233 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 86136 | 75201 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 170490 | 147424 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 83498 | 72202 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 33004 | 28508 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 258280 | 222288 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 15067 | 12977 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 5638393 | 4811256 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 165586 | 141295 |
| Freddie Mac Gold Pool 3% 9/1/2027  | 1713 | 1687 |
| Freddie Mac Gold Pool 3% 9/1/2028  | 85699 | 84021 |
| Freddie Mac Gold Pool 3% 9/1/2028  | 41056 | 40213 |
| Freddie Mac Gold Pool 3% 9/1/2029  | 71924 | 70165 |
| Freddie Mac Gold Pool 3% 9/1/2030  | 644960 | 627944 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 346371 | 334233 |
| Freddie Mac Gold Pool 3% 9/1/2032  | 77774 | 75176 |
| Freddie Mac Gold Pool 3% 9/1/2033  | 579181 | 557549 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 1199564 | 1143855 |
| Freddie Mac Gold Pool 3% 9/1/2039  | 53130 | 48366 |
| Freddie Mac Gold Pool 3% 9/1/2042  | 180261 | 162333 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 967509 | 864907 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 265018 | 236041 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 229053 | 204791 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 175422 | 157310 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 109173 | 97312 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 67091 | 59592 |
| Freddie Mac Gold Pool 3% 9/1/2043  | 11104 | 9852 |
| Freddie Mac Gold Pool 3% 9/1/2045  | 8325 | 7320 |
| Freddie Mac Gold Pool 3% 9/1/2046  | 3301915 | 2946447 |
| Freddie Mac Gold Pool 3% 9/1/2047  | 32629 | 28487 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 5892296 | 5089598 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 270056 | 233351 |
| Freddie Mac Gold Pool 3% 9/1/2050  | 2042605 | 1759237 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 1112879 | 948927 |
| Freddie Mac Gold Pool 3.5% 1/1/2029  | 64725 | 63838 |
| Freddie Mac Gold Pool 3.5% 1/1/2029  | 4809 | 4740 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 126125 | 124389 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 23104 | 22870 |
| Freddie Mac Gold Pool 3.5% 1/1/2030  | 7690 | 7568 |
| Freddie Mac Gold Pool 3.5% 1/1/2031  | 105743 | 103890 |
| Freddie Mac Gold Pool 3.5% 1/1/2034  | 108790 | 105442 |
| Freddie Mac Gold Pool 3.5% 1/1/2034  | 6821 | 6657 |
| Freddie Mac Gold Pool 3.5% 1/1/2038  | 35166 | 33666 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 7765695 | 7184185 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 1368475 | 1267833 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 451477 | 415365 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 6281 | 5756 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 11896 | 10812 |
| Freddie Mac Gold Pool 3.5% 1/1/2047  | 110083 | 99942 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 1619819 | 1464012 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 438142 | 395998 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 46242 | 41794 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 31318 | 28306 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 12155 | 10971 |
| Freddie Mac Gold Pool 3.5% 1/1/2049  | 73419 | 65994 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 410568 | 368148 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 1306409 | 1166530 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 664141 | 589502 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 61108 | 54240 |
| Freddie Mac Gold Pool 3.5% 10/1/2033  | 1690910 | 1643345 |
| Freddie Mac Gold Pool 3.5% 10/1/2033  | 271954 | 264009 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 256002 | 236832 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 136391 | 126525 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 32798 | 30400 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 4224100 | 3838914 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 2163480 | 1958084 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 271790 | 245987 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 218739 | 197972 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 32802 | 29649 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 279003 | 250786 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 105133 | 94599 |
| Freddie Mac Gold Pool 3.5% 10/1/2048  | 16213 | 14608 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 655015 | 635880 |
| Freddie Mac Gold Pool 3.5% 11/1/2037  | 19580 | 18763 |
| Freddie Mac Gold Pool 3.5% 11/1/2039  | 53599 | 50038 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 297521 | 272914 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 6376832 | 5813278 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 5086 | 4622 |
| Freddie Mac Gold Pool 3.5% 11/1/2046  | 48314 | 43863 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 916012 | 829048 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 178690 | 161726 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 27039 | 24472 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 23637 | 21393 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 22327 | 20207 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 5485 | 4964 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 497941 | 448644 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 279169 | 251198 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 170089 | 152993 |
| Freddie Mac Gold Pool 3.5% 11/1/2048  | 91470 | 82219 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 189702 | 170220 |
| Freddie Mac Gold Pool 3.5% 11/1/2049  | 14191 | 12734 |
| Freddie Mac Gold Pool 3.5% 12/1/2025  | 547 | 543 |
| Freddie Mac Gold Pool 3.5% 12/1/2026  | 25585 | 25353 |
| Freddie Mac Gold Pool 3.5% 12/1/2029  | 278521 | 274345 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 375524 | 364553 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 185551 | 171588 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 119506 | 110673 |
| Freddie Mac Gold Pool 3.5% 12/1/2044  | 1497414 | 1388245 |
| Freddie Mac Gold Pool 3.5% 12/1/2044  | 4757 | 4361 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 2061929 | 1873906 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 6547 | 5950 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 491602 | 446313 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 4194010 | 3790597 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 2604535 | 2354010 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 1019545 | 921477 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 188684 | 170535 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 33068 | 29887 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 710570 | 641372 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 77061 | 69556 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 76009 | 68413 |
| Freddie Mac Gold Pool 3.5% 12/1/2048  | 70691 | 63891 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 694259 | 616235 |
| Freddie Mac Gold Pool 3.5% 12/1/2051  | 77887 | 69134 |
| Freddie Mac Gold Pool 3.5% 2/1/2033  | 30442 | 29672 |
| Freddie Mac Gold Pool 3.5% 2/1/2042  | 2907602 | 2699381 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 1331487 | 1223844 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 146859 | 136397 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 61222 | 56601 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 984911 | 909863 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 627505 | 580748 |
| Freddie Mac Gold Pool 3.5% 2/1/2044  | 2377 | 2188 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 5469670 | 5011283 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 998035 | 913223 |
| Freddie Mac Gold Pool 3.5% 2/1/2046  | 32208 | 29271 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 803507 | 726219 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 490229 | 443075 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 60261 | 54464 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 30562 | 27622 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 5386 | 4868 |
| Freddie Mac Gold Pool 3.5% 2/1/2049  | 160167 | 143869 |
| Freddie Mac Gold Pool 3.5% 2/1/2049  | 20943 | 18818 |
| Freddie Mac Gold Pool 3.5% 3/1/2030  | 8876 | 8744 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 84849 | 82913 |
| Freddie Mac Gold Pool 3.5% 3/1/2033  | 179433 | 174890 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 1120421 | 1025641 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 7220550 | 6562124 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 12122 | 11017 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 4201582 | 3802693 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 1481473 | 1338974 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 646963 | 584733 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 592716 | 535704 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 312137 | 282113 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 61061 | 55187 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 45287 | 40931 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 27200 | 24584 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 108528 | 97484 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 91527 | 82323 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 73950 | 66471 |
| Freddie Mac Gold Pool 3.5% 3/1/2049  | 15842 | 14250 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 42751292 | 38815130 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 449688 | 402945 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 1408192 | 1250814 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 851670 | 755956 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 275936 | 244925 |
| Freddie Mac Gold Pool 3.5% 4/1/2028  | 116797 | 115327 |
| Freddie Mac Gold Pool 3.5% 4/1/2029  | 16522 | 16367 |
| Freddie Mac Gold Pool 3.5% 4/1/2029  | 3405 | 3356 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 310482 | 305857 |
| Freddie Mac Gold Pool 3.5% 4/1/2030  | 202261 | 199291 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 167658 | 163413 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 3930 | 3826 |
| Freddie Mac Gold Pool 3.5% 4/1/2034  | 108474 | 104966 |
| Freddie Mac Gold Pool 3.5% 4/1/2037  | 527132 | 505999 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 5376472 | 4990464 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 115852 | 107519 |
| Freddie Mac Gold Pool 3.5% 4/1/2044  | 308298 | 278853 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 4817951 | 4375601 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 110302 | 100037 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 18930 | 17168 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 107768 | 97402 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 30390 | 27467 |
| Freddie Mac Gold Pool 3.5% 4/1/2049  | 78176 | 70314 |
| Freddie Mac Gold Pool 3.5% 4/1/2050  | 94845 | 84987 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 5564858 | 4939459 |
| Freddie Mac Gold Pool 3.5% 4/1/2053  | 22746 | 20190 |
| Freddie Mac Gold Pool 3.5% 5/1/2032  | 559395 | 549337 |
| Freddie Mac Gold Pool 3.5% 5/1/2032  | 3107 | 3034 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 45514 | 44305 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 6596 | 6426 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 705278 | 677181 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 353759 | 339931 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 234110 | 224564 |
| Freddie Mac Gold Pool 3.5% 5/1/2037  | 63092 | 60638 |
| Freddie Mac Gold Pool 3.5% 5/1/2038  | 21478 | 20178 |
| Freddie Mac Gold Pool 3.5% 5/1/2039  | 197776 | 184943 |
| Freddie Mac Gold Pool 3.5% 5/1/2042  | 191692 | 177402 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 2117612 | 1948811 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 2002870 | 1846122 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 216909 | 200299 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 207877 | 191543 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 2616825 | 2379838 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 1951262 | 1776990 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 254588 | 231214 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 328370 | 297811 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 40105 | 36372 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 490037 | 442901 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 248140 | 223976 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 194682 | 175541 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 103280 | 93249 |
| Freddie Mac Gold Pool 3.5% 5/1/2048  | 18945 | 17123 |
| Freddie Mac Gold Pool 3.5% 5/1/2049  | 138544 | 124403 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 7890332 | 7018381 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1866276 | 1656537 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1312219 | 1167208 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 41716 | 37106 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 35841 | 32026 |
| Freddie Mac Gold Pool 3.5% 6/1/2030  | 326748 | 321990 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 25331 | 24753 |
| Freddie Mac Gold Pool 3.5% 6/1/2036  | 238261 | 229513 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 764805 | 734575 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 483497 | 464991 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 200970 | 192963 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 198706 | 191101 |
| Freddie Mac Gold Pool 3.5% 6/1/2037  | 162560 | 155921 |
| Freddie Mac Gold Pool 3.5% 6/1/2038  | 107039 | 100562 |
| Freddie Mac Gold Pool 3.5% 6/1/2039  | 1779371 | 1663919 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 39273 | 36361 |
| Freddie Mac Gold Pool 3.5% 6/1/2043  | 23742 | 21903 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 1039707 | 940999 |
| Freddie Mac Gold Pool 3.5% 6/1/2047  | 408310 | 370694 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 689334 | 622382 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 242611 | 218757 |
| Freddie Mac Gold Pool 3.5% 6/1/2048  | 75303 | 67899 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 10680286 | 9590137 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 69305 | 62231 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 5636067 | 5027323 |
| Freddie Mac Gold Pool 3.5% 7/1/2029  | 740675 | 730668 |
| Freddie Mac Gold Pool 3.5% 7/1/2029  | 7536 | 7424 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 691013 | 674382 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 1496202 | 1454829 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 12986 | 12641 |
| Freddie Mac Gold Pool 3.5% 7/1/2034  | 148749 | 143938 |
| Freddie Mac Gold Pool 3.5% 7/1/2037  | 395736 | 379723 |
| Freddie Mac Gold Pool 3.5% 7/1/2037  | 297285 | 285256 |
| Freddie Mac Gold Pool 3.5% 7/1/2039  | 323024 | 302065 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 103220 | 95319 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 58203 | 53382 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 7623243 | 6932861 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 26698793 | 24399127 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 8247 | 7495 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 3281259 | 2969743 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 10900 | 9865 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 6800159 | 6133316 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 405462 | 365596 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 155213 | 139807 |
| Freddie Mac Gold Pool 3.5% 7/1/2048  | 117620 | 106086 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 204250 | 183402 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 36652084 | 32567349 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 673133 | 598115 |
| Freddie Mac Gold Pool 3.5% 8/1/2026  | 39405 | 39083 |
| Freddie Mac Gold Pool 3.5% 8/1/2028  | 297454 | 293771 |
| Freddie Mac Gold Pool 3.5% 8/1/2032  | 1386394 | 1353027 |
| Freddie Mac Gold Pool 3.5% 8/1/2033  | 26268 | 25571 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 1054017 | 1019931 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 303768 | 291761 |
| Freddie Mac Gold Pool 3.5% 8/1/2037  | 68049 | 65445 |
| Freddie Mac Gold Pool 3.5% 8/1/2039  | 569745 | 532778 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 2269757 | 2103495 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 200819 | 185572 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 60554 | 56164 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 783415 | 722385 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 274970 | 253595 |
| Freddie Mac Gold Pool 3.5% 8/1/2043  | 88440 | 81204 |
| Freddie Mac Gold Pool 3.5% 8/1/2044  | 5558 | 5103 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 3899004 | 3545899 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 92529 | 84149 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 81225 | 73869 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 8259973 | 7501602 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 143988 | 130318 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 10641959 | 9598378 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 885266 | 797396 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 329818 | 297081 |
| Freddie Mac Gold Pool 3.5% 8/1/2048  | 177019 | 160389 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 7518956 | 6751487 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 134670 | 120924 |
| Freddie Mac Gold Pool 3.5% 8/1/2051  | 15953 | 14240 |
| Freddie Mac Gold Pool 3.5% 9/1/2025  | 545 | 542 |
| Freddie Mac Gold Pool 3.5% 9/1/2031  | 4178 | 4090 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 580748 | 564689 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 415622 | 404580 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 844746 | 780152 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 365759 | 336293 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 245382 | 225531 |
| Freddie Mac Gold Pool 3.5% 9/1/2043  | 45248 | 41779 |
| Freddie Mac Gold Pool 3.5% 9/1/2044  | 50868 | 46566 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 1796765 | 1634045 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 125931 | 115306 |
| Freddie Mac Gold Pool 3.5% 9/1/2045  | 78040 | 70973 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 1675445 | 1521618 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 6268454 | 5702724 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 5595690 | 5064448 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 89314 | 80835 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 81175 | 73468 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 35625 | 32243 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 200918 | 180975 |
| Freddie Mac Gold Pool 3.5% 9/1/2049  | 185163 | 166263 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 189505 | 180767 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 782201 | 747448 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 386731 | 369553 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 311726 | 297890 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 116018 | 110880 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 71090 | 67907 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 57238 | 54707 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 31999 | 30564 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 13114 | 12513 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 6471 | 6187 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 2815 | 2692 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 934676 | 890183 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 104296 | 99413 |
| Freddie Mac Gold Pool 4% 1/1/2043  | 64655 | 61296 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 460766 | 435220 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 37751 | 35651 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 32328 | 30546 |
| Freddie Mac Gold Pool 4% 1/1/2045  | 910029 | 866932 |
| Freddie Mac Gold Pool 4% 1/1/2045  | 225903 | 213158 |
| Freddie Mac Gold Pool 4% 1/1/2046  | 10343 | 9688 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 10792148 | 10142749 |
| Freddie Mac Gold Pool 4% 1/1/2049  | 779217 | 724780 |
| Freddie Mac Gold Pool 4% 1/1/2049  | 586030 | 544541 |
| Freddie Mac Gold Pool 4% 1/1/2052  | 739147 | 682255 |
| Freddie Mac Gold Pool 4% 10/1/2033  | 72138 | 70744 |
| Freddie Mac Gold Pool 4% 10/1/2034  | 249658 | 244599 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 424462 | 412326 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 392998 | 381965 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 179844 | 174795 |
| Freddie Mac Gold Pool 4% 10/1/2037  | 107346 | 104277 |
| Freddie Mac Gold Pool 4% 10/1/2039  | 1824378 | 1751362 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 211358 | 201762 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 167830 | 160476 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 89941 | 86000 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 47143 | 45022 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 2388131 | 2275698 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 666780 | 633977 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 72626 | 69157 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 13075 | 12460 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 7235 | 6912 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 165465 | 157177 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 31937 | 30288 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 33342 | 31570 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 294453 | 277508 |
| Freddie Mac Gold Pool 4% 10/1/2044  | 9394 | 8873 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 2718920 | 2548422 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 1394832 | 1307366 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 52587 | 49290 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 6951 | 6515 |
| Freddie Mac Gold Pool 4% 10/1/2047  | 1248294 | 1166115 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 2101150 | 1958886 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 496117 | 462061 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 361526 | 336269 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 66346 | 61792 |
| Freddie Mac Gold Pool 4% 10/1/2049  | 40827 | 37886 |
| Freddie Mac Gold Pool 4% 10/1/2051  | 409578 | 378309 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 2217758 | 2036661 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 2104675 | 1932812 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 1722972 | 1582817 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 91543 | 84039 |
| Freddie Mac Gold Pool 4% 11/1/2033  | 68742 | 67414 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 884011 | 853370 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 56279 | 54699 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 189929 | 181848 |
| Freddie Mac Gold Pool 4% 11/1/2039  | 44679 | 42848 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 317723 | 303497 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 94946 | 91215 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 62818 | 60018 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 7621 | 7276 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 21682 | 20635 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 15582 | 14814 |
| Freddie Mac Gold Pool 4% 11/1/2043  | 10602 | 10038 |
| Freddie Mac Gold Pool 4% 11/1/2045  | 804463 | 753514 |
| Freddie Mac Gold Pool 4% 11/1/2046  | 3517849 | 3289557 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 392641 | 365688 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 265925 | 247347 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 180094 | 167512 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 6326 | 5892 |
| Freddie Mac Gold Pool 4% 12/1/2037  | 5126000 | 4975677 |
| Freddie Mac Gold Pool 4% 12/1/2038  | 1251554 | 1193844 |
| Freddie Mac Gold Pool 4% 12/1/2039  | 86441 | 82756 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 591616 | 565820 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 416383 | 397991 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 32724 | 31240 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 26731 | 25529 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 25558 | 24396 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 21063 | 20135 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 17431 | 16645 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 17158 | 16410 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 14695 | 14046 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 5164 | 4939 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 220173 | 209696 |
| Freddie Mac Gold Pool 4% 12/1/2041  | 19440 | 18489 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 380576 | 356473 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 326750 | 306056 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 64118 | 60058 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 30837 | 28884 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 23162 | 21738 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 10740 | 10047 |
| Freddie Mac Gold Pool 4% 12/1/2046  | 1812937 | 1695286 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 146677 | 136884 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 249486 | 232360 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 244017 | 227427 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 80239 | 74633 |
| Freddie Mac Gold Pool 4% 12/1/2048  | 16754 | 15583 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 174341 | 161235 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 148198 | 137475 |
| Freddie Mac Gold Pool 4% 2/1/2039  | 30599 | 29188 |
| Freddie Mac Gold Pool 4% 2/1/2040  | 10935 | 10510 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 782407 | 747095 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 501948 | 479879 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 399993 | 382278 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 240261 | 228671 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 173221 | 165583 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 137028 | 130682 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 30992 | 29571 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 13450 | 12853 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 673654 | 637561 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 3937435 | 3725966 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 1130066 | 1066569 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 28779 | 27144 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 4026106 | 3771122 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 107731 | 100909 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 6242 | 5949 |
| Freddie Mac Gold Pool 4% 2/1/2047  | 1506454 | 1408222 |
| Freddie Mac Gold Pool 4% 2/1/2049  | 658870 | 612841 |
| Freddie Mac Gold Pool 4% 3/1/2026  | 20087 | 20011 |
| Freddie Mac Gold Pool 4% 3/1/2029  | 99527 | 98774 |
| Freddie Mac Gold Pool 4% 3/1/2034  | 14766 | 14453 |
| Freddie Mac Gold Pool 4% 3/1/2040  | 4206 | 4019 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 865589 | 825020 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 7893 | 7533 |
| Freddie Mac Gold Pool 4% 3/1/2041  | 2722 | 2597 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 38880 | 37022 |
| Freddie Mac Gold Pool 4% 3/1/2045  | 59944 | 56391 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 430699 | 403421 |
| Freddie Mac Gold Pool 4% 3/1/2046  | 62676 | 58706 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 2247545 | 2088423 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 190530 | 177041 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 98947 | 91942 |
| Freddie Mac Gold Pool 4% 3/1/2049  | 23078 | 21445 |
| Freddie Mac Gold Pool 4% 3/1/2050  | 85945 | 79457 |
| Freddie Mac Gold Pool 4% 3/1/2050  | 74836 | 69398 |
| Freddie Mac Gold Pool 4% 4/1/2035  | 1194159 | 1165857 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 105145 | 100549 |
| Freddie Mac Gold Pool 4% 4/1/2041  | 18114 | 17291 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 303194 | 289598 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 3434658 | 3210691 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 752098 | 703055 |
| Freddie Mac Gold Pool 4% 4/1/2047  | 5903 | 5518 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 1234040 | 1151643 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 6380 | 5954 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 20456119 | 19142104 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 318847 | 296273 |
| Freddie Mac Gold Pool 4% 4/1/2050  | 300381 | 278645 |
| Freddie Mac Gold Pool 4% 4/1/2050  | 36804 | 34129 |
| Freddie Mac Gold Pool 4% 4/1/2051  | 240217 | 221953 |
| Freddie Mac Gold Pool 4% 5/1/2041  | 4062 | 3875 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 463276 | 440552 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 2185 | 2075 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 18915 | 17909 |
| Freddie Mac Gold Pool 4% 5/1/2044  | 4704 | 4449 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 1901679 | 1807046 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 48056 | 45263 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 163241 | 152800 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 21255 | 19896 |
| Freddie Mac Gold Pool 4% 5/1/2047  | 1017732 | 951368 |
| Freddie Mac Gold Pool 4% 5/1/2047  | 18051 | 16874 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 3262046 | 3041181 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 727542 | 677398 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 426799 | 397383 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 394609 | 367891 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 22416 | 20787 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 154307 | 143382 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 110764 | 102853 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 13106 | 12170 |
| Freddie Mac Gold Pool 4% 5/1/2049  | 8841 | 8210 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 1814638 | 1682762 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 29978 | 27790 |
| Freddie Mac Gold Pool 4% 5/1/2051  | 251291 | 231035 |
| Freddie Mac Gold Pool 4% 6/1/2025  | 314 | 312 |
| Freddie Mac Gold Pool 4% 6/1/2034  | 135570 | 133077 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 14882 | 14222 |
| Freddie Mac Gold Pool 4% 6/1/2044  | 85028 | 81931 |
| Freddie Mac Gold Pool 4% 6/1/2045  | 39363 | 36944 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 5259728 | 4991680 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 51670 | 48333 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 1072602 | 1002660 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 338616 | 315477 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 334488 | 311841 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 109153 | 101629 |
| Freddie Mac Gold Pool 4% 6/1/2049  | 172713 | 160377 |
| Freddie Mac Gold Pool 4% 6/1/2050  | 79599 | 73789 |
| Freddie Mac Gold Pool 4% 6/1/2055  | 5000000 | 4585462 |
| Freddie Mac Gold Pool 4% 7/1/2029  | 2137 | 2126 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 325299 | 312009 |
| Freddie Mac Gold Pool 4% 7/1/2039  | 68722 | 66052 |
| Freddie Mac Gold Pool 4% 7/1/2040  | 11451 | 10911 |
| Freddie Mac Gold Pool 4% 7/1/2040  | 3577 | 3427 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 184927 | 176669 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 52901 | 50227 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 60865 | 57776 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 20722 | 19618 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 14912 | 14310 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 790741 | 747466 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 3671 | 3494 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 645343 | 615587 |
| Freddie Mac Gold Pool 4% 7/1/2046  | 60574 | 56662 |
| Freddie Mac Gold Pool 4% 7/1/2046  | 6319 | 5911 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 5209946 | 4866962 |
| Freddie Mac Gold Pool 4% 7/1/2047  | 184375 | 172237 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 3662391 | 3414418 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 1496742 | 1395401 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 318392 | 296448 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 37814 | 35254 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 22160 | 20659 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 336634 | 312591 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 208382 | 193499 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 554361 | 509266 |
| Freddie Mac Gold Pool 4% 8/1/2025  | 231 | 229 |
| Freddie Mac Gold Pool 4% 8/1/2031  | 15946 | 15726 |
| Freddie Mac Gold Pool 4% 8/1/2033  | 102035 | 100159 |
| Freddie Mac Gold Pool 4% 8/1/2035  | 3966 | 3841 |
| Freddie Mac Gold Pool 4% 8/1/2040  | 92746 | 86930 |
| Freddie Mac Gold Pool 4% 8/1/2042  | 397991 | 377417 |
| Freddie Mac Gold Pool 4% 8/1/2042  | 30363 | 28861 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 174239 | 164690 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 48143 | 45615 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 29739 | 28147 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 1492450 | 1410202 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 114734 | 108348 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 59728 | 56401 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 20622 | 19328 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 15710 | 14725 |
| Freddie Mac Gold Pool 4% 8/1/2046  | 22022 | 20600 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 5400603 | 5034940 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 380715 | 354475 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 371853 | 346675 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 113977 | 106122 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 102147 | 94264 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 81890 | 76346 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 59667 | 55627 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 20890 | 19476 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 19501 | 18157 |
| Freddie Mac Gold Pool 4% 8/1/2048  | 18753 | 17461 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 8967277 | 8326804 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 2290559 | 2125528 |
| Freddie Mac Gold Pool 4% 8/1/2050  | 50847 | 47120 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 1345977 | 1236068 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 1090627 | 1001569 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 838724 | 770235 |
| Freddie Mac Gold Pool 4% 9/1/2037  | 428890 | 416969 |
| Freddie Mac Gold Pool 4% 9/1/2037  | 118250 | 114930 |
| Freddie Mac Gold Pool 4% 9/1/2039  | 503315 | 482629 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 127896 | 122257 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 4504 | 4295 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 17046 | 16256 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 10834 | 10309 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 36861 | 34872 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 31221 | 29598 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 172898 | 163444 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 126580 | 119607 |
| Freddie Mac Gold Pool 4% 9/1/2044  | 125771 | 118534 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 5821890 | 5456813 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 459944 | 431102 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 308317 | 291038 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 74870 | 70316 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 59078 | 55373 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 10424 | 9770 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 1103 | 1033 |
| Freddie Mac Gold Pool 4% 9/1/2046  | 45008 | 42101 |
| Freddie Mac Gold Pool 4% 9/1/2047  | 642785 | 600468 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 633943 | 590426 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 596275 | 555530 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 565300 | 526672 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 479731 | 447249 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 355051 | 330678 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 338113 | 314903 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 152077 | 141595 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 100426 | 93504 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 54774 | 51065 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 50558 | 47073 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 43756 | 40794 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 5292 | 4928 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 1146561 | 1063953 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1992515 | 1837283 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1994432 | 1831571 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1921963 | 1768623 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1382641 | 1272330 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 1320339 | 1217475 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 477659 | 438654 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 469531 | 431190 |
| Freddie Mac Gold Pool 4.5% 1/1/2039  | 45776 | 45132 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 477409 | 470104 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 349326 | 343836 |
| Freddie Mac Gold Pool 4.5% 1/1/2044  | 1180864 | 1156358 |
| Freddie Mac Gold Pool 4.5% 1/1/2048  | 174033 | 166954 |
| Freddie Mac Gold Pool 4.5% 1/1/2048  | 2848 | 2733 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 2858551 | 2735123 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 866598 | 830264 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 178200 | 170561 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 156992 | 150213 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 113625 | 108719 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 94863 | 90767 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 71806 | 68795 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 11382 | 10891 |
| Freddie Mac Gold Pool 4.5% 10/1/2038  | 93128 | 91817 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 110010 | 108528 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 248294 | 244026 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 1124673 | 1104906 |
| Freddie Mac Gold Pool 4.5% 10/1/2043  | 341792 | 334351 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 26359 | 25592 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 3640 | 3563 |
| Freddie Mac Gold Pool 4.5% 10/1/2046  | 2384 | 2294 |
| Freddie Mac Gold Pool 4.5% 10/1/2047  | 53156 | 51044 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 247432 | 236826 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 136087 | 130423 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 24588 | 23527 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 11542 | 11043 |
| Freddie Mac Gold Pool 4.5% 10/1/2049  | 805343 | 770066 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 21821706 | 20659557 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 6142279 | 5815162 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 441713 | 418189 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1338336 | 1266542 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 1325859 | 1251416 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 1890267 | 1862809 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 13317641 | 13099182 |
| Freddie Mac Gold Pool 4.5% 11/1/2041  | 1254949 | 1234232 |
| Freddie Mac Gold Pool 4.5% 11/1/2043  | 601 | 587 |
| Freddie Mac Gold Pool 4.5% 11/1/2044  | 31614 | 30693 |
| Freddie Mac Gold Pool 4.5% 11/1/2046  | 11749 | 11308 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 602384 | 578257 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 504799 | 484581 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 149631 | 143544 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 143819 | 138059 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 93222 | 89430 |
| Freddie Mac Gold Pool 4.5% 11/1/2047  | 58502 | 56159 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 69528 | 66613 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 44038 | 42136 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 13930 | 13329 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 13049 | 12485 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 8010 | 7664 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 4665 | 4464 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 3377 | 3233 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 822564 | 786533 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 87926 | 84074 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 1182550 | 1117262 |
| Freddie Mac Gold Pool 4.5% 12/1/2043  | 1235146 | 1208718 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 68378 | 66387 |
| Freddie Mac Gold Pool 4.5% 12/1/2046  | 8172 | 7865 |
| Freddie Mac Gold Pool 4.5% 12/1/2047  | 18774 | 18022 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 731479 | 701953 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 453188 | 433620 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 136783 | 130877 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 17964 | 17199 |
| Freddie Mac Gold Pool 4.5% 12/1/2052  | 18727051 | 17729712 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 1158106 | 1092991 |
| Freddie Mac Gold Pool 4.5% 12/1/2054  | 396572 | 374361 |
| Freddie Mac Gold Pool 4.5% 2/1/2031  | 19032 | 18980 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 96405 | 94678 |
| Freddie Mac Gold Pool 4.5% 2/1/2045  | 24398 | 23733 |
| Freddie Mac Gold Pool 4.5% 2/1/2046  | 87605 | 84616 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 137541 | 132248 |
| Freddie Mac Gold Pool 4.5% 2/1/2048  | 137778 | 132174 |
| Freddie Mac Gold Pool 4.5% 2/1/2048  | 9708 | 9313 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 2901738 | 2776446 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 147460 | 141277 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 51449 | 49292 |
| Freddie Mac Gold Pool 4.5% 2/1/2049  | 13982 | 13378 |
| Freddie Mac Gold Pool 4.5% 2/1/2050  | 193312 | 184784 |
| Freddie Mac Gold Pool 4.5% 2/1/2050  | 71631 | 68471 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 7687838 | 7295227 |
| Freddie Mac Gold Pool 4.5% 2/1/2054  | 1256236 | 1185800 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 2689 | 2616 |
| Freddie Mac Gold Pool 4.5% 3/1/2047  | 44794 | 43070 |
| Freddie Mac Gold Pool 4.5% 3/1/2048  | 47815 | 45796 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 2475409 | 2368525 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 29894 | 28622 |
| Freddie Mac Gold Pool 4.5% 3/1/2050  | 633841 | 605878 |
| Freddie Mac Gold Pool 4.5% 3/1/2054  | 1152055 | 1091421 |
| Freddie Mac Gold Pool 4.5% 4/1/2038  | 34245 | 33881 |
| Freddie Mac Gold Pool 4.5% 4/1/2039  | 1590404 | 1567521 |
| Freddie Mac Gold Pool 4.5% 4/1/2039  | 26394 | 26014 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 131061 | 128683 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 128470 | 126282 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 487022 | 473755 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 54634 | 53146 |
| Freddie Mac Gold Pool 4.5% 4/1/2046  | 31020 | 29913 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 341052 | 327371 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 84690 | 81431 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 40226 | 38677 |
| Freddie Mac Gold Pool 4.5% 4/1/2047  | 8749 | 8412 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 413086 | 396154 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 113915 | 109281 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 54129 | 51620 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 44328 | 42442 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 767449 | 734072 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 445743 | 426357 |
| Freddie Mac Gold Pool 4.5% 4/1/2049  | 63084 | 60400 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 1451848 | 1387798 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 10693876 | 10117673 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 2654196 | 2616006 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 598686 | 590549 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 139670 | 137255 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 136833 | 134357 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 127476 | 125461 |
| Freddie Mac Gold Pool 4.5% 5/1/2044  | 180163 | 175255 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 53817 | 51745 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 30424 | 29253 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 25691 | 24702 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 3500 | 3366 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 3563786 | 3416593 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 29401 | 28150 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 1439158 | 1376567 |
| Freddie Mac Gold Pool 4.5% 5/1/2050  | 28711 | 27444 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 1217832 | 1151680 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 1210472 | 1144871 |
| Freddie Mac Gold Pool 4.5% 6/1/2025  | 363 | 361 |
| Freddie Mac Gold Pool 4.5% 6/1/2039  | 1610804 | 1587627 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 146856 | 144702 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 106472 | 104596 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 91204 | 89877 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 80360 | 78946 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 43599 | 43042 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 282926 | 272036 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 37238 | 35805 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 22710 | 21914 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 583005 | 558925 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 537068 | 514214 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 171102 | 164035 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 21353 | 20445 |
| Freddie Mac Gold Pool 4.5% 6/1/2049  | 309730 | 296259 |
| Freddie Mac Gold Pool 4.5% 6/1/2049  | 245989 | 235291 |
| Freddie Mac Gold Pool 4.5% 7/1/2025  | 1912 | 1908 |
| Freddie Mac Gold Pool 4.5% 7/1/2030  | 18134 | 18083 |
| Freddie Mac Gold Pool 4.5% 7/1/2038  | 125890 | 124354 |
| Freddie Mac Gold Pool 4.5% 7/1/2039  | 734307 | 723904 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 4347979 | 4270885 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 515203 | 506155 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 1146949 | 1101369 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 354203 | 339131 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 216893 | 207595 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 115048 | 110153 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 67600 | 64808 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 172888 | 165368 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 64752 | 61935 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 60188 | 57570 |
| Freddie Mac Gold Pool 4.5% 7/1/2050  | 258619 | 247129 |
| Freddie Mac Gold Pool 4.5% 8/1/2038  | 1328809 | 1312596 |
| Freddie Mac Gold Pool 4.5% 8/1/2039  | 151082 | 148944 |
| Freddie Mac Gold Pool 4.5% 8/1/2047  | 3115706 | 2991887 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 7349776 | 7034720 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 2028745 | 1944319 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 14470 | 13850 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 14159 | 13556 |
| Freddie Mac Gold Pool 4.5% 8/1/2049  | 160930 | 153931 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 24777457 | 23467572 |
| Freddie Mac Gold Pool 4.5% 8/1/2054  | 1063055 | 1003700 |
| Freddie Mac Gold Pool 4.5% 9/1/2025  | 81 | 80 |
| Freddie Mac Gold Pool 4.5% 9/1/2037  | 313502 | 310264 |
| Freddie Mac Gold Pool 4.5% 9/1/2037  | 49010 | 48504 |
| Freddie Mac Gold Pool 4.5% 9/1/2038  | 828391 | 818284 |
| Freddie Mac Gold Pool 4.5% 9/1/2038  | 1576 | 1557 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 44647 | 43348 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 15117 | 14677 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 119785 | 115511 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 58092 | 56201 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 8540 | 8248 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 407910 | 391700 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 285706 | 274352 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 113162 | 108665 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 89171 | 85628 |
| Freddie Mac Gold Pool 4.5% 9/1/2047  | 15724 | 15104 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 1886978 | 1808451 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 1117984 | 1071459 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 310443 | 297136 |
| Freddie Mac Gold Pool 4.5% 9/1/2049  | 194933 | 186394 |
| Freddie Mac Gold Pool 4.5% 9/1/2049  | 15084 | 14423 |
| Freddie Mac Gold Pool 4.5% 9/1/2050  | 312104 | 298238 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 75406226 | 71390347 |
| Freddie Mac Gold Pool 5% 1/1/2030  | 4049 | 4064 |
| Freddie Mac Gold Pool 5% 1/1/2037  | 9354 | 9421 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 8690 | 8748 |
| Freddie Mac Gold Pool 5% 1/1/2039  | 2143 | 2158 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 52562 | 52906 |
| Freddie Mac Gold Pool 5% 1/1/2049  | 419371 | 413916 |
| Freddie Mac Gold Pool 5% 1/1/2049  | 102286 | 100955 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 1710883 | 1662563 |
| Freddie Mac Gold Pool 5% 1/1/2054  | 1775126 | 1720416 |
| Freddie Mac Gold Pool 5% 1/1/2055  | 6042857 | 5852363 |
| Freddie Mac Gold Pool 5% 10/1/2026  | 106 | 105 |
| Freddie Mac Gold Pool 5% 10/1/2034  | 436 | 438 |
| Freddie Mac Gold Pool 5% 10/1/2038  | 16364 | 16472 |
| Freddie Mac Gold Pool 5% 10/1/2039  | 7098 | 7145 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 170463 | 168245 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 105124 | 103757 |
| Freddie Mac Gold Pool 5% 10/1/2048  | 3871 | 3821 |
| Freddie Mac Gold Pool 5% 10/1/2049  | 5245 | 5162 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 2616027 | 2542961 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 1915886 | 1861776 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 1376627 | 1341189 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 380714 | 370081 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 22175506 | 21478180 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 39217 | 39476 |
| Freddie Mac Gold Pool 5% 11/1/2038  | 31651 | 31859 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 391587 | 386493 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 23115 | 22814 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 18164 | 17928 |
| Freddie Mac Gold Pool 5% 11/1/2048  | 13741 | 13563 |
| Freddie Mac Gold Pool 5% 11/1/2049  | 16999 | 16730 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 25821578 | 25132654 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 16642581 | 16145245 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 19138160 | 18536345 |
| Freddie Mac Gold Pool 5% 12/1/2036  | 47293 | 47636 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 370025 | 372473 |
| Freddie Mac Gold Pool 5% 12/1/2038  | 10995 | 11068 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 1112132 | 1097665 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 564911 | 557042 |
| Freddie Mac Gold Pool 5% 12/1/2049  | 11253 | 11075 |
| Freddie Mac Gold Pool 5% 12/1/2053 (g) | 28951255 | 28402751 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 195831 | 189856 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 36525238 | 35373820 |
| Freddie Mac Gold Pool 5% 2/1/2037  | 28278 | 28465 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 527790 | 531462 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 96563 | 97201 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 8732 | 8789 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 355960 | 358301 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 10101 | 10168 |
| Freddie Mac Gold Pool 5% 2/1/2039  | 1223 | 1231 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 1896594 | 1874342 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 267071 | 263597 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 188821 | 186365 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 9893 | 9764 |
| Freddie Mac Gold Pool 5% 2/1/2050  | 391161 | 384972 |
| Freddie Mac Gold Pool 5% 2/1/2053  | 15677166 | 15214069 |
| Freddie Mac Gold Pool 5% 2/1/2055  | 63434 | 61434 |
| Freddie Mac Gold Pool 5% 3/1/2027  | 853 | 853 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 5648 | 5686 |
| Freddie Mac Gold Pool 5% 3/1/2037  | 798 | 803 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 36096 | 36334 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 2520 | 2536 |
| Freddie Mac Gold Pool 5% 3/1/2039  | 12985 | 13070 |
| Freddie Mac Gold Pool 5% 3/1/2040  | 8877646 | 8883987 |
| Freddie Mac Gold Pool 5% 3/1/2040  | 2988490 | 2990625 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 14240 | 14055 |
| Freddie Mac Gold Pool 5% 3/1/2049  | 3639 | 3592 |
| Freddie Mac Gold Pool 5% 3/1/2050  | 8388 | 8253 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 17348115 | 16824953 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 984151 | 954511 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 381230 | 369748 |
| Freddie Mac Gold Pool 5% 4/1/2028  | 607 | 608 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 190639 | 191900 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 150559 | 151550 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 12013 | 12092 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 555 | 557 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 549 | 551 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 769122 | 769672 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 1331 | 1340 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 276792 | 272673 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 4756 | 4685 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 39095200 | 38162087 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 5132383 | 4984223 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 275373 | 266885 |
| Freddie Mac Gold Pool 5% 5/1/2028  | 14723 | 14766 |
| Freddie Mac Gold Pool 5% 5/1/2029  | 704 | 707 |
| Freddie Mac Gold Pool 5% 5/1/2029  | 6 | 5 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 418110 | 421086 |
| Freddie Mac Gold Pool 5% 5/1/2037  | 6291 | 6332 |
| Freddie Mac Gold Pool 5% 5/1/2039  | 7708182 | 7713688 |
| Freddie Mac Gold Pool 5% 5/1/2049  | 43542 | 42894 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 1706867 | 1679330 |
| Freddie Mac Gold Pool 5% 5/1/2055  | 16342211 | 15827041 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 8352 | 8407 |
| Freddie Mac Gold Pool 5% 6/1/2037  | 6931 | 6977 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 250584 | 252237 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 59987 | 60383 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 19853 | 19984 |
| Freddie Mac Gold Pool 5% 6/1/2049  | 13748 | 13543 |
| Freddie Mac Gold Pool 5% 6/1/2050  | 8118 | 7982 |
| Freddie Mac Gold Pool 5% 7/1/2031  | 4511 | 4548 |
| Freddie Mac Gold Pool 5% 7/1/2036  | 2651 | 2669 |
| Freddie Mac Gold Pool 5% 7/1/2038  | 3036 | 3056 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 92580 | 93191 |
| Freddie Mac Gold Pool 5% 7/1/2048  | 483050 | 468857 |
| Freddie Mac Gold Pool 5% 7/1/2048  | 411583 | 399490 |
| Freddie Mac Gold Pool 5% 7/1/2052  | 1056027 | 1027852 |
| Freddie Mac Gold Pool 5% 7/1/2054  | 488588 | 473377 |
| Freddie Mac Gold Pool 5% 8/1/2037  | 18864 | 18989 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 47334 | 47646 |
| Freddie Mac Gold Pool 5% 8/1/2038  | 46748 | 47057 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 1161531 | 1169029 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 428270 | 431086 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 44175 | 44460 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 14094 | 14184 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 847136 | 837970 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 103471 | 101931 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 68334 | 67317 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 1588068 | 1542621 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 182926 | 177691 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 80606 | 78299 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 24736 | 24007 |
| Freddie Mac Gold Pool 5% 9/1/2031  | 5656 | 5697 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 779450 | 784599 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 960 | 966 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 691144 | 695709 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 525648 | 529116 |
| Freddie Mac Gold Pool 5% 9/1/2039  | 15908 | 16011 |
| Freddie Mac Gold Pool 5% 9/1/2049  | 325981 | 320824 |
| Freddie Mac Gold Pool 5% 9/1/2049  | 10921 | 10594 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 31382121 | 30461482 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 2967736 | 2907104 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 1752261 | 1703320 |
| Freddie Mac Gold Pool 5% 9/1/2053  | 49309 | 47866 |
| Freddie Mac Gold Pool 5.5% 1/1/2036  | 123295 | 126884 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 16480 | 16952 |
| Freddie Mac Gold Pool 5.5% 1/1/2037  | 12684 | 13053 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 52915 | 54549 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 20709 | 21306 |
| Freddie Mac Gold Pool 5.5% 1/1/2038  | 9761 | 10046 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 261202 | 268273 |
| Freddie Mac Gold Pool 5.5% 1/1/2039  | 24137 | 24868 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 20626261 | 20918999 |
| Freddie Mac Gold Pool 5.5% 1/1/2041  | 47642 | 49112 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 8612454 | 8563836 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 4523552 | 4487839 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 871010 | 866093 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 822392 | 815899 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 368764 | 366682 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 137391 | 136616 |
| Freddie Mac Gold Pool 5.5% 1/1/2054  | 118671 | 117742 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 4964889 | 4918243 |
| Freddie Mac Gold Pool 5.5% 10/1/2033  | 7623 | 7820 |
| Freddie Mac Gold Pool 5.5% 10/1/2035  | 56161 | 57788 |
| Freddie Mac Gold Pool 5.5% 10/1/2036  | 4482 | 4612 |
| Freddie Mac Gold Pool 5.5% 10/1/2053  | 10866009 | 10780900 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 21036646 | 21016501 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 1652403 | 1639461 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 1354835 | 1344223 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 1297073 | 1286914 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 237777 | 235617 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 82522 | 81772 |
| Freddie Mac Gold Pool 5.5% 11/1/2028  | 9542 | 9644 |
| Freddie Mac Gold Pool 5.5% 11/1/2037  | 45173 | 46483 |
| Freddie Mac Gold Pool 5.5% 11/1/2038  | 9784 | 10086 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 6529410 | 6500713 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 6031162 | 6004654 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 1806996 | 1804701 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 6202668 | 6154085 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 19641550 | 19684122 |
| Freddie Mac Gold Pool 5.5% 12/1/2035  | 6544 | 6738 |
| Freddie Mac Gold Pool 5.5% 12/1/2037  | 3583 | 3688 |
| Freddie Mac Gold Pool 5.5% 12/1/2039  | 119449 | 122920 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 28583709 | 28458081 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 1555934 | 1543261 |
| Freddie Mac Gold Pool 5.5% 2/1/2028  | 507 | 511 |
| Freddie Mac Gold Pool 5.5% 2/1/2036  | 3803 | 3914 |
| Freddie Mac Gold Pool 5.5% 2/1/2038  | 9955 | 10260 |
| Freddie Mac Gold Pool 5.5% 2/1/2039  | 13298 | 13704 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 46439921 | 46160348 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 28960964 | 28743174 |
| Freddie Mac Gold Pool 5.5% 2/1/2053  | 511487 | 508025 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 154696 | 154692 |
| Freddie Mac Gold Pool 5.5% 3/1/2034  | 565969 | 580450 |
| Freddie Mac Gold Pool 5.5% 3/1/2037  | 4756 | 4896 |
| Freddie Mac Gold Pool 5.5% 3/1/2038  | 18206 | 18739 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 1163171 | 1198733 |
| Freddie Mac Gold Pool 5.5% 3/1/2039  | 32721 | 33693 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 9189212 | 9137338 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 146640 | 145812 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 45510981 | 45126067 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 487867 | 483741 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 316035 | 313688 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 73229 | 72809 |
| Freddie Mac Gold Pool 5.5% 4/1/2027  | 525 | 526 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 106044 | 109124 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 18020 | 18570 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 9007 | 9282 |
| Freddie Mac Gold Pool 5.5% 4/1/2038  | 7677 | 7908 |
| Freddie Mac Gold Pool 5.5% 4/1/2039  | 86538 | 89199 |
| Freddie Mac Gold Pool 5.5% 4/1/2040  | 277345 | 285343 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 51074619 | 50754376 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 634145 | 628980 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 5783751 | 5734834 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1459433 | 1460316 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1374302 | 1362679 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 428373 | 425252 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 147055 | 145963 |
| Freddie Mac Gold Pool 5.5% 5/1/2028  | 4578 | 4625 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 25041 | 25777 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 9497 | 9775 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 4000 | 4118 |
| Freddie Mac Gold Pool 5.5% 5/1/2036  | 3421 | 3520 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 341578 | 351475 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 9525 | 9811 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 2693 | 2772 |
| Freddie Mac Gold Pool 5.5% 5/1/2037  | 441 | 453 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 185516 | 190948 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 8090 | 8340 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 7342 | 7558 |
| Freddie Mac Gold Pool 5.5% 5/1/2038  | 7138 | 7346 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 9198 | 9481 |
| Freddie Mac Gold Pool 5.5% 5/1/2040  | 8921 | 9196 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 3976690 | 3940260 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 981492 | 972628 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 442428 | 438520 |
| Freddie Mac Gold Pool 5.5% 5/1/2054  | 83030 | 82320 |
| Freddie Mac Gold Pool 5.5% 6/1/2027  | 10567 | 10634 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 87589 | 90288 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 19945 | 20557 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 13425 | 13823 |
| Freddie Mac Gold Pool 5.5% 6/1/2038  | 10976 | 11302 |
| Freddie Mac Gold Pool 5.5% 6/1/2040  | 75780 | 77978 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 618674 | 634822 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 396897 | 408832 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 203597 | 209361 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 3095640 | 3140078 |
| Freddie Mac Gold Pool 5.5% 6/1/2053  | 56586 | 56161 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 3862417 | 3828543 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 1318060 | 1306418 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 863613 | 856039 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 660604 | 654810 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 658529 | 653989 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 555693 | 550698 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 537915 | 533164 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 268035 | 265668 |
| Freddie Mac Gold Pool 5.5% 6/1/2054  | 147403 | 146078 |
| Freddie Mac Gold Pool 5.5% 7/1/2028  | 4928 | 4976 |
| Freddie Mac Gold Pool 5.5% 7/1/2035  | 358330 | 367372 |
| Freddie Mac Gold Pool 5.5% 7/1/2036  | 171215 | 176110 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 9098 | 9373 |
| Freddie Mac Gold Pool 5.5% 7/1/2038  | 5771 | 5949 |
| Freddie Mac Gold Pool 5.5% 7/1/2039  | 6879 | 7087 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 13044188 | 12946095 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 20743 | 21351 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 14955 | 15383 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 8788 | 9044 |
| Freddie Mac Gold Pool 5.5% 8/1/2038  | 4947 | 5091 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 5748157 | 5829738 |
| Freddie Mac Gold Pool 5.5% 8/1/2039  | 140225 | 144444 |
| Freddie Mac Gold Pool 5.5% 8/1/2040  | 35516 | 36548 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 26228273 | 26031034 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 4933269 | 4899408 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 125477 | 129134 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 17489 | 18002 |
| Freddie Mac Gold Pool 5.5% 9/1/2038  | 9191 | 9462 |
| Freddie Mac Gold Pool 5.5% 9/1/2040  | 562884 | 580068 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 20485782 | 20517379 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 4975187 | 4937773 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 19937 | 19787 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 21817561 | 21619400 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 234067 | 232110 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 17675421 | 17911800 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 1839808 | 1864412 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 6698681 | 6777798 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 4085981 | 4134240 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 747199 | 760273 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 19931143 | 20247516 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 188635 | 191158 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 27691087 | 28245554 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 19648 | 19911 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 7773548 | 7854428 |
| Freddie Mac Gold Pool 6% 4/1/2032  | 195484 | 202042 |
| Freddie Mac Gold Pool 6% 4/1/2053  | 1046155 | 1059492 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 48128129 | 49253043 |
| Freddie Mac Gold Pool 6% 4/1/2055  | 8847201 | 8939252 |
| Freddie Mac Gold Pool 6% 5/1/2053  | 5408481 | 5477430 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 55942910 | 57302927 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 29434518 | 29743071 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 102631 | 103714 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 13474720 | 13646500 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 2845440 | 2882603 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 11090423 | 11219330 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 4466630 | 4529016 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 2268831 | 2298464 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 185173 | 187534 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 25003 | 26190 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 4439838 | 4496438 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 4125645 | 4178240 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 2603818 | 2637013 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 386179 | 391573 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 32057997 | 32384034 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 2786494 | 2820276 |
| Freddie Mac Gold Pool 6% 9/1/2053  | 8471894 | 8579896 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 863149 | 873249 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 3022084 | 3104079 |
| Freddie Mac Gold Pool 6.5% 10/1/2037  | 10868 | 11523 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 27959977 | 28727319 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 819515 | 842518 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 113698 | 116818 |
| Freddie Mac Gold Pool 6.5% 11/1/2036  | 5510 | 5835 |
| Freddie Mac Gold Pool 6.5% 12/1/2037  | 9192 | 9754 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 18757285 | 19272065 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 18340093 | 19005334 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 25397542 | 26302900 |
| Freddie Mac Gold Pool 6.5% 3/1/2053  | 630202 | 650501 |
| Freddie Mac Gold Pool 6.5% 3/1/2055  | 13380694 | 13738509 |
| Freddie Mac Gold Pool 6.5% 5/1/2053  | 960663 | 987629 |
| Freddie Mac Gold Pool 6.5% 5/1/2055  | 57669441 | 59256648 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 25509724 | 26514744 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 12741925 | 13272793 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 24951113 | 25651474 |
| Freddie Mac Gold Pool 6.5% 9/1/2037  | 6516 | 6855 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 10907032 | 11213184 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 15101742 | 15740366 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 5156112 | 5410265 |
| Freddie Mac Manufactured Housing participation certificates 6% 1/1/2055  | 6672512 | 6740373 |
| Freddie Mac Manufactured Housing participation certificates 6% 2/1/2055  | 149860 | 151384 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 1/1/2032  | 13734 | 13123 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 12/1/2031  | 25246 | 24208 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 12/1/2031  | 2005 | 1921 |
| Freddie Mac Multiclass Mortgage participation certificates 2.5% 2/1/2032  | 35220 | 33741 |
| Freddie Mac Multifamily Structured pass-thru certificates 4.5% 9/1/2054  | 1090708 | 1030490 |
| Freddie Mac Multifamily Structured pass-thru certificates 6% 9/1/2054  | 9137681 | 9235610 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.893%, 7.488% 9/1/2037 (b)(c) | 41647 | 42988 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 1.7%, 6.022% 3/1/2036 (b)(c) | 838461 | 848119 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.234%, 6.614% 12/1/2035 (b)(c) | 356692 | 364071 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.25%, 6.433% 3/1/2035 (b)(c) | 188879 | 192767 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 200627 | 191206 |
| Freddie Mac Non Gold Pool 4% 10/1/2040  | 2736 | 2656 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 384021 | 366680 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 123441 | 118069 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 13487 | 12912 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 10521 | 10069 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 2567 | 2455 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 1257008 | 1186332 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 1187666 | 1120889 |
| Freddie Mac Non Gold Pool 4.5% 1/1/2055  | 1156462 | 1092524 |
| Freddie Mac Non Gold Pool 4.5% 2/1/2055  | 1268717 | 1197780 |
| Freddie Mac Non Gold Pool 4.5% 2/1/2055  | 1161507 | 1098016 |
| Freddie Mac Non Gold Pool 4.5% 9/1/2040  | 698052 | 686222 |
| Freddie Mac Non Gold Pool 5% 9/1/2040  | 117214 | 117964 |
| Freddie Mac Non Gold Pool 5.5% 1/1/2054  | 480008 | 476024 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 14742382 | 14631518 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 475139 | 471120 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 206330 | 205552 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 500131 | 495434 |
| Freddie Mac Non Gold Pool 6% 1/1/2055  | 8973471 | 9069220 |
| Freddie Mac Non Gold Pool 6% 12/1/2054  | 2993018 | 3023458 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 296558 | 299690 |
| Freddie Mac Non Gold Pool 6% 4/1/2055  | 65562 | 66243 |
| Ginnie Mae I Pool 2% 8/20/2052  | 2214758 | 1791067 |
| Ginnie Mae I Pool 3% 1/15/2043  | 180493 | 161649 |
| Ginnie Mae I Pool 3% 1/15/2045  | 86452 | 76796 |
| Ginnie Mae I Pool 3% 1/15/2045  | 65272 | 58004 |
| Ginnie Mae I Pool 3% 1/15/2045  | 58508 | 52140 |
| Ginnie Mae I Pool 3% 1/15/2045  | 54841 | 48657 |
| Ginnie Mae I Pool 3% 1/15/2045  | 24135 | 21406 |
| Ginnie Mae I Pool 3% 10/15/2042  | 22266 | 19941 |
| Ginnie Mae I Pool 3% 10/15/2042  | 13387 | 12010 |
| Ginnie Mae I Pool 3% 10/20/2042  | 10508772 | 9516431 |
| Ginnie Mae I Pool 3% 11/15/2042  | 67332 | 60560 |
| Ginnie Mae I Pool 3% 2/15/2045  | 232797 | 206876 |
| Ginnie Mae I Pool 3% 2/15/2045  | 106407 | 94522 |
| Ginnie Mae I Pool 3% 2/15/2045  | 58495 | 51920 |
| Ginnie Mae I Pool 3% 2/20/2046  | 178646 | 158118 |
| Ginnie Mae I Pool 3% 3/15/2043  | 16679 | 15088 |
| Ginnie Mae I Pool 3% 3/15/2043  | 5921 | 5354 |
| Ginnie Mae I Pool 3% 3/15/2043  | 3011 | 2704 |
| Ginnie Mae I Pool 3% 3/15/2045  | 451945 | 400989 |
| Ginnie Mae I Pool 3% 3/15/2045  | 283523 | 251261 |
| Ginnie Mae I Pool 3% 3/15/2045  | 267786 | 238448 |
| Ginnie Mae I Pool 3% 3/15/2045  | 219424 | 194761 |
| Ginnie Mae I Pool 3% 3/15/2045  | 201025 | 179292 |
| Ginnie Mae I Pool 3% 3/15/2045  | 134897 | 119782 |
| Ginnie Mae I Pool 3% 3/15/2045  | 93262 | 83111 |
| Ginnie Mae I Pool 3% 3/15/2045  | 85706 | 75953 |
| Ginnie Mae I Pool 3% 3/15/2045  | 80920 | 71996 |
| Ginnie Mae I Pool 3% 3/15/2045  | 52346 | 47205 |
| Ginnie Mae I Pool 3% 3/15/2045  | 47239 | 41815 |
| Ginnie Mae I Pool 3% 3/15/2045  | 39404 | 35231 |
| Ginnie Mae I Pool 3% 3/15/2045  | 23801 | 21109 |
| Ginnie Mae I Pool 3% 4/15/2042  | 146768 | 132353 |
| Ginnie Mae I Pool 3% 5/15/2042  | 87933 | 79687 |
| Ginnie Mae I Pool 3% 5/15/2045  | 146709 | 130271 |
| Ginnie Mae I Pool 3% 6/15/2042  | 92656 | 83483 |
| Ginnie Mae I Pool 3% 6/15/2043  | 1493961 | 1337983 |
| Ginnie Mae I Pool 3% 6/15/2043  | 271348 | 242012 |
| Ginnie Mae I Pool 3% 6/15/2043  | 239247 | 214906 |
| Ginnie Mae I Pool 3% 6/15/2045  | 149374 | 131816 |
| Ginnie Mae I Pool 3% 6/15/2045  | 34083 | 30077 |
| Ginnie Mae I Pool 3% 6/15/2045  | 21039 | 18566 |
| Ginnie Mae I Pool 3% 7/15/2042  | 68523 | 62326 |
| Ginnie Mae I Pool 3% 7/15/2043  | 410050 | 367548 |
| Ginnie Mae I Pool 3% 7/15/2045  | 282756 | 249519 |
| Ginnie Mae I Pool 3% 7/15/2045  | 174559 | 154040 |
| Ginnie Mae I Pool 3% 7/15/2045  | 164273 | 144964 |
| Ginnie Mae I Pool 3% 7/15/2045  | 97828 | 86328 |
| Ginnie Mae I Pool 3% 7/15/2045  | 89784 | 79230 |
| Ginnie Mae I Pool 3% 7/15/2045  | 83953 | 74085 |
| Ginnie Mae I Pool 3% 7/15/2045  | 81597 | 72005 |
| Ginnie Mae I Pool 3% 7/15/2045  | 72922 | 64351 |
| Ginnie Mae I Pool 3% 7/15/2045  | 65300 | 57625 |
| Ginnie Mae I Pool 3% 7/15/2045  | 63199 | 55770 |
| Ginnie Mae I Pool 3% 7/15/2045  | 24467 | 21591 |
| Ginnie Mae I Pool 3% 7/20/2052  | 6056313 | 5308807 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 59463 | 55396 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 56414 | 52799 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 144650 | 133911 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 73520 | 68043 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 4811 | 4474 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 5672 | 5279 |
| Ginnie Mae I Pool 3.5% 10/15/2040  | 18061 | 16789 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 62364 | 57784 |
| Ginnie Mae I Pool 3.5% 10/15/2042  | 20705 | 19207 |
| Ginnie Mae I Pool 3.5% 10/20/2054  | 2704021 | 2407601 |
| Ginnie Mae I Pool 3.5% 11/15/2040  | 39267 | 36616 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 423341 | 393182 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 106937 | 99779 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 97195 | 90993 |
| Ginnie Mae I Pool 3.5% 11/15/2042  | 49454 | 45628 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 7029457 | 6277547 |
| Ginnie Mae I Pool 3.5% 12/15/2040  | 63157 | 58930 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 129499 | 120492 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 16037 | 14913 |
| Ginnie Mae I Pool 3.5% 12/15/2042  | 43698 | 40489 |
| Ginnie Mae I Pool 3.5% 12/15/2043  | 12049 | 11089 |
| Ginnie Mae I Pool 3.5% 2/15/2041  | 1183 | 1108 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 322485 | 299332 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 276401 | 256480 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 74221 | 68711 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 206327 | 190899 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 124522 | 114888 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 105805 | 98506 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 41869 | 38898 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 2161 | 2004 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 92694 | 86090 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 21932 | 20274 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 7134 | 6628 |
| Ginnie Mae I Pool 3.5% 4/15/2042  | 1801 | 1665 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 239411 | 222156 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 117978 | 109672 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 89661 | 83323 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 53080 | 49298 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 12449 | 11565 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 321745 | 298380 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 224838 | 207558 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 111711 | 103212 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 77057 | 71214 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 374954 | 348346 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 66225 | 61221 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 44269 | 40924 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 10780 | 9997 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 371494 | 343133 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 121664 | 112697 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 6428 | 5932 |
| Ginnie Mae I Pool 3.5% 6/20/2042  | 1882830 | 1740907 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 790027 | 732654 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 47427 | 44061 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 35556 | 32851 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 35171 | 32532 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 23403 | 21623 |
| Ginnie Mae I Pool 3.5% 8/15/2041  | 4232 | 3922 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 2491899 | 2309578 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 37659 | 34955 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 33313 | 30849 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 8444 | 7826 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 23323 | 21483 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 25447672 | 22751491 |
| Ginnie Mae I Pool 3.5% 9/15/2041  | 97568 | 90951 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 22784 | 21342 |
| Ginnie Mae I Pool 3.5% 9/20/2054  | 48260 | 43003 |
| Ginnie Mae I Pool 4% 1/15/2040  | 24039 | 23117 |
| Ginnie Mae I Pool 4% 1/15/2041  | 887576 | 851324 |
| Ginnie Mae I Pool 4% 1/15/2041  | 432352 | 414777 |
| Ginnie Mae I Pool 4% 1/15/2041  | 31091 | 29833 |
| Ginnie Mae I Pool 4% 1/15/2041  | 25996 | 24924 |
| Ginnie Mae I Pool 4% 10/15/2040  | 592573 | 568907 |
| Ginnie Mae I Pool 4% 10/15/2040  | 4727 | 4539 |
| Ginnie Mae I Pool 4% 10/15/2041  | 461140 | 441951 |
| Ginnie Mae I Pool 4% 10/15/2041  | 252376 | 242020 |
| Ginnie Mae I Pool 4% 10/15/2041  | 119903 | 115152 |
| Ginnie Mae I Pool 4% 10/15/2041  | 80920 | 77507 |
| Ginnie Mae I Pool 4% 10/15/2041  | 64393 | 61751 |
| Ginnie Mae I Pool 4% 10/15/2041  | 49758 | 47763 |
| Ginnie Mae I Pool 4% 10/15/2041  | 33851 | 32430 |
| Ginnie Mae I Pool 4% 10/15/2041  | 3008 | 2882 |
| Ginnie Mae I Pool 4% 10/20/2052  | 26273602 | 24257350 |
| Ginnie Mae I Pool 4% 11/15/2040  | 214698 | 205887 |
| Ginnie Mae I Pool 4% 11/15/2040  | 28889 | 27703 |
| Ginnie Mae I Pool 4% 11/15/2041  | 36790 | 35211 |
| Ginnie Mae I Pool 4% 11/15/2044  | 38799 | 36883 |
| Ginnie Mae I Pool 4% 12/15/2040  | 48879 | 46911 |
| Ginnie Mae I Pool 4% 12/15/2040  | 29384 | 28252 |
| Ginnie Mae I Pool 4% 12/15/2040  | 8370 | 8035 |
| Ginnie Mae I Pool 4% 12/15/2041  | 282812 | 270776 |
| Ginnie Mae I Pool 4% 12/15/2041  | 158367 | 151597 |
| Ginnie Mae I Pool 4% 12/15/2041  | 40203 | 38447 |
| Ginnie Mae I Pool 4% 12/15/2041  | 38350 | 36855 |
| Ginnie Mae I Pool 4% 12/15/2041  | 37143 | 35666 |
| Ginnie Mae I Pool 4% 2/15/2041  | 155172 | 148975 |
| Ginnie Mae I Pool 4% 2/15/2041  | 143437 | 137279 |
| Ginnie Mae I Pool 4% 2/15/2041  | 20581 | 19736 |
| Ginnie Mae I Pool 4% 2/20/2053  | 27089393 | 24938582 |
| Ginnie Mae I Pool 4% 3/15/2040  | 73696 | 70917 |
| Ginnie Mae I Pool 4% 3/15/2041  | 177197 | 170147 |
| Ginnie Mae I Pool 4% 3/15/2041  | 51629 | 49559 |
| Ginnie Mae I Pool 4% 3/15/2042  | 3206 | 3060 |
| Ginnie Mae I Pool 4% 3/15/2044  | 57653 | 55189 |
| Ginnie Mae I Pool 4% 4/15/2040  | 230975 | 221822 |
| Ginnie Mae I Pool 4% 4/15/2040  | 187594 | 180073 |
| Ginnie Mae I Pool 4% 4/15/2040  | 31053 | 29813 |
| Ginnie Mae I Pool 4% 4/15/2041  | 31046 | 29790 |
| Ginnie Mae I Pool 4% 4/15/2041  | 27877 | 26670 |
| Ginnie Mae I Pool 4% 4/15/2045  | 153522 | 146093 |
| Ginnie Mae I Pool 4% 5/15/2040  | 296350 | 284304 |
| Ginnie Mae I Pool 4% 5/15/2041  | 66535 | 63691 |
| Ginnie Mae I Pool 4% 5/15/2041  | 23700 | 22754 |
| Ginnie Mae I Pool 4% 5/15/2044  | 18434 | 17636 |
| Ginnie Mae I Pool 4% 6/15/2039  | 709220 | 682364 |
| Ginnie Mae I Pool 4% 6/15/2039  | 40984 | 39399 |
| Ginnie Mae I Pool 4% 6/15/2045  | 1200976 | 1142261 |
| Ginnie Mae I Pool 4% 7/15/2041  | 515179 | 492586 |
| Ginnie Mae I Pool 4% 7/15/2041  | 48421 | 46397 |
| Ginnie Mae I Pool 4% 7/20/2052  | 3421086 | 3149997 |
| Ginnie Mae I Pool 4% 8/15/2039  | 63584 | 61054 |
| Ginnie Mae I Pool 4% 8/15/2040  | 7241 | 6956 |
| Ginnie Mae I Pool 4% 8/15/2041  | 72341 | 69331 |
| Ginnie Mae I Pool 4% 8/15/2041  | 20895 | 20118 |
| Ginnie Mae I Pool 4% 8/20/2052  | 19517851 | 17983443 |
| Ginnie Mae I Pool 4% 9/15/2025  | 610 | 609 |
| Ginnie Mae I Pool 4% 9/15/2025  | 417 | 416 |
| Ginnie Mae I Pool 4% 9/15/2041  | 67695 | 64891 |
| Ginnie Mae I Pool 4% 9/15/2041  | 65574 | 62934 |
| Ginnie Mae I Pool 4% 9/15/2041  | 60906 | 58383 |
| Ginnie Mae I Pool 4% 9/15/2041  | 14918 | 14277 |
| Ginnie Mae I Pool 4% 9/15/2041  | 14407 | 13802 |
| Ginnie Mae I Pool 4% 9/15/2041  | 7125 | 6860 |
| Ginnie Mae I Pool 4% 9/15/2044  | 9648 | 9223 |
| Ginnie Mae I Pool 4% 9/20/2052  | 23177114 | 21340546 |
| Ginnie Mae I Pool 4.5% 1/20/2053  | 159871 | 152122 |
| Ginnie Mae I Pool 4.5% 10/15/2040  | 22875 | 22478 |
| Ginnie Mae I Pool 4.5% 10/15/2041  | 47553 | 46621 |
| Ginnie Mae I Pool 4.5% 10/15/2041  | 17141 | 16806 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 16290515 | 15516239 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 53179622 | 50652037 |
| Ginnie Mae I Pool 4.5% 2/15/2035  | 839 | 828 |
| Ginnie Mae I Pool 4.5% 2/15/2039  | 91873 | 90414 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 20426 | 20079 |
| Ginnie Mae I Pool 4.5% 2/20/2053  | 691255 | 657320 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 163178 | 159988 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 724792 | 712316 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 105660 | 103663 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 22590 | 22181 |
| Ginnie Mae I Pool 4.5% 3/20/2053  | 858286 | 814542 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 4279 | 4208 |
| Ginnie Mae I Pool 4.5% 4/15/2041  | 14519 | 14250 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 19279378 | 18277191 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 271307 | 265972 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 16416 | 16166 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 11716 | 11493 |
| Ginnie Mae I Pool 4.5% 5/15/2041  | 2367 | 2324 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 14198336 | 13455837 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 480856 | 472579 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 196096 | 192765 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 65268 | 64205 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 36853 | 36197 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 27615 | 27130 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 14388 | 14136 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 19590 | 19227 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 14565 | 14301 |
| Ginnie Mae I Pool 4.5% 6/15/2041  | 8372 | 8210 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 13359 | 13123 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 85067 | 83615 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 78404 | 77061 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 73948 | 72664 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 62201 | 61111 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 23787 | 23379 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 12195 | 11983 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 3078 | 3025 |
| Ginnie Mae I Pool 4.5% 7/15/2041  | 23898 | 23432 |
| Ginnie Mae I Pool 4.5% 7/15/2041  | 6175 | 6058 |
| Ginnie Mae I Pool 4.5% 7/20/2041  | 3225652 | 3171200 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 16995554 | 16187769 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 37029 | 36474 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 21157 | 20791 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 8526 | 8376 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 4061909 | 3868849 |
| Ginnie Mae I Pool 4.5% 9/15/2033  | 1389 | 1374 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 49483 | 48602 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 34022 | 33406 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 1546 | 1518 |
| Ginnie Mae I Pool 4.5% 9/15/2041  | 18087 | 17761 |
| Ginnie Mae I Pool 4.5% 9/15/2041  | 16096 | 15809 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 25122142 | 23928106 |
| Ginnie Mae I Pool 5% 1/20/2053  | 4867127 | 4745533 |
| Ginnie Mae I Pool 5% 10/15/2039  | 10316 | 10364 |
| Ginnie Mae I Pool 5% 10/20/2040  | 4451 | 4482 |
| Ginnie Mae I Pool 5% 10/20/2052  | 30120867 | 29368363 |
| Ginnie Mae I Pool 5% 10/20/2054  | 537610 | 521911 |
| Ginnie Mae I Pool 5% 11/15/2039  | 255305 | 256462 |
| Ginnie Mae I Pool 5% 11/20/2052  | 28583 | 27869 |
| Ginnie Mae I Pool 5% 12/20/2052  | 32111894 | 31309649 |
| Ginnie Mae I Pool 5% 2/20/2041  | 70882 | 71375 |
| Ginnie Mae I Pool 5% 2/20/2053  | 655885 | 639499 |
| Ginnie Mae I Pool 5% 3/15/2044  | 385419 | 387222 |
| Ginnie Mae I Pool 5% 3/20/2053  | 2307213 | 2249572 |
| Ginnie Mae I Pool 5% 4/15/2039  | 288407 | 289774 |
| Ginnie Mae I Pool 5% 4/15/2039  | 73412 | 73765 |
| Ginnie Mae I Pool 5% 4/15/2040  | 111984 | 112494 |
| Ginnie Mae I Pool 5% 4/20/2053  | 28321821 | 27614263 |
| Ginnie Mae I Pool 5% 5/15/2039  | 323392 | 324884 |
| Ginnie Mae I Pool 5% 5/15/2039  | 129870 | 130474 |
| Ginnie Mae I Pool 5% 5/15/2040  | 143392 | 144054 |
| Ginnie Mae I Pool 5% 5/15/2040  | 60812 | 61098 |
| Ginnie Mae I Pool 5% 5/20/2053  | 434922 | 424022 |
| Ginnie Mae I Pool 5% 6/15/2040  | 179029 | 179855 |
| Ginnie Mae I Pool 5% 6/20/2040  | 9449 | 9515 |
| Ginnie Mae I Pool 5% 6/20/2053  | 3020582 | 2946772 |
| Ginnie Mae I Pool 5% 7/15/2040  | 694162 | 697380 |
| Ginnie Mae I Pool 5% 7/15/2040  | 651256 | 654138 |
| Ginnie Mae I Pool 5% 7/15/2040  | 508424 | 510769 |
| Ginnie Mae I Pool 5% 7/15/2040  | 390827 | 392629 |
| Ginnie Mae I Pool 5% 7/15/2040  | 386550 | 388333 |
| Ginnie Mae I Pool 5% 7/15/2040  | 352064 | 353664 |
| Ginnie Mae I Pool 5% 7/15/2040  | 336662 | 338241 |
| Ginnie Mae I Pool 5% 7/15/2040  | 158321 | 159019 |
| Ginnie Mae I Pool 5% 7/15/2040  | 115875 | 116395 |
| Ginnie Mae I Pool 5% 7/20/2040  | 1540 | 1551 |
| Ginnie Mae I Pool 5% 7/20/2041  | 56435 | 56827 |
| Ginnie Mae I Pool 5% 7/20/2052  | 269527 | 262204 |
| Ginnie Mae I Pool 5% 8/15/2039  | 363026 | 364732 |
| Ginnie Mae I Pool 5% 8/15/2039  | 227786 | 228856 |
| Ginnie Mae I Pool 5% 8/15/2039  | 158871 | 159607 |
| Ginnie Mae I Pool 5% 8/15/2039  | 39702 | 39890 |
| Ginnie Mae I Pool 5% 8/20/2052  | 637781 | 621249 |
| Ginnie Mae I Pool 5% 9/15/2039  | 522847 | 525324 |
| Ginnie Mae I Pool 5% 9/15/2039  | 507787 | 510202 |
| Ginnie Mae I Pool 5% 9/15/2039  | 188099 | 188962 |
| Ginnie Mae I Pool 5% 9/15/2039  | 180105 | 180926 |
| Ginnie Mae I Pool 5% 9/15/2041  | 1996757 | 2006119 |
| Ginnie Mae I Pool 5% 9/20/2052  | 6265892 | 6113269 |
| Ginnie Mae I Pool 5.5% 1/15/2038  | 29731 | 30298 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 127781 | 127584 |
| Ginnie Mae I Pool 5.5% 10/15/2033  | 348 | 353 |
| Ginnie Mae I Pool 5.5% 10/15/2035  | 348877 | 354858 |
| Ginnie Mae I Pool 5.5% 10/15/2038  | 11437 | 11660 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 192737 | 192620 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 118333 | 120648 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 50116 | 51090 |
| Ginnie Mae I Pool 5.5% 11/15/2038  | 6388 | 6513 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 304420 | 310178 |
| Ginnie Mae I Pool 5.5% 12/20/2041  | 120061 | 123282 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 28649644 | 28614431 |
| Ginnie Mae I Pool 5.5% 2/15/2038  | 25435 | 25931 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 217467 | 221795 |
| Ginnie Mae I Pool 5.5% 2/15/2039  | 52955 | 54019 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 626834 | 639037 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 157582 | 160657 |
| Ginnie Mae I Pool 5.5% 3/15/2040  | 5153 | 5253 |
| Ginnie Mae I Pool 5.5% 4/15/2039  | 207118 | 211257 |
| Ginnie Mae I Pool 5.5% 4/15/2041  | 24680 | 25155 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 24484216 | 24423517 |
| Ginnie Mae I Pool 5.5% 5/15/2038  | 363 | 370 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 282796 | 288424 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 117199 | 119554 |
| Ginnie Mae I Pool 5.5% 5/20/2045  | 327598 | 336209 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 4251102 | 4241891 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 37321 | 38050 |
| Ginnie Mae I Pool 5.5% 6/15/2038  | 5719 | 5831 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 23418725 | 23360667 |
| Ginnie Mae I Pool 5.5% 8/15/2038  | 756 | 770 |
| Ginnie Mae I Pool 5.5% 8/15/2039  | 100022 | 102028 |
| Ginnie Mae I Pool 5.5% 9/15/2034  | 10881 | 11053 |
| Ginnie Mae I Pool 5.5% 9/15/2038  | 18354 | 18707 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 443578 | 452492 |
| Ginnie Mae I Pool 5.5% 9/20/2052  | 9734304 | 9716256 |
| Ginnie Mae I Pool 5.5% 9/20/2053  | 14934352 | 14929997 |
| Ginnie Mae I Pool 6% 1/15/2038  | 63797 | 65921 |
| Ginnie Mae I Pool 6% 1/15/2038  | 14645 | 15156 |
| Ginnie Mae I Pool 6% 10/15/2039  | 26838 | 27846 |
| Ginnie Mae I Pool 6% 11/15/2034  | 243562 | 250293 |
| Ginnie Mae I Pool 6% 11/15/2039  | 76643 | 79565 |
| Ginnie Mae I Pool 6% 11/15/2039  | 75032 | 77714 |
| Ginnie Mae I Pool 6% 11/15/2039  | 45626 | 47359 |
| Ginnie Mae I Pool 6% 11/15/2039  | 29174 | 30259 |
| Ginnie Mae I Pool 6% 11/15/2039  | 18773 | 19444 |
| Ginnie Mae I Pool 6% 11/15/2039  | 16059 | 16559 |
| Ginnie Mae I Pool 6% 11/15/2039  | 11769 | 12194 |
| Ginnie Mae I Pool 6% 11/15/2039  | 7640 | 7917 |
| Ginnie Mae I Pool 6% 11/15/2039  | 7307 | 7577 |
| Ginnie Mae I Pool 6% 11/20/2052  | 11447623 | 11614968 |
| Ginnie Mae I Pool 6% 12/15/2040  | 69727 | 72189 |
| Ginnie Mae I Pool 6% 12/20/2052  | 21490123 | 21804272 |
| Ginnie Mae I Pool 6% 6/15/2036  | 481873 | 496877 |
| Ginnie Mae I Pool 6% 8/15/2037  | 14998 | 15533 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 201553 | 210246 |
| Ginnie Mae I Pool 6.5% 1/15/2039  | 8627 | 9012 |
| Ginnie Mae I Pool 6.5% 10/15/2038  | 520 | 543 |
| Ginnie Mae I Pool 6.5% 11/15/2038  | 8375 | 8736 |
| Ginnie Mae I Pool 6.5% 2/15/2038  | 45847 | 47773 |
| Ginnie Mae I Pool 6.5% 6/20/2053  | 1467728 | 1501933 |
| Ginnie Mae II Pool 1.5% 10/20/2043  | 301050 | 245173 |
| Ginnie Mae II Pool 1.5% 12/20/2050  | 425692 | 327077 |
| Ginnie Mae II Pool 1.5% 12/20/2051  | 1344591 | 1033107 |
| Ginnie Mae II Pool 1.5% 2/20/2051  | 351043 | 269721 |
| Ginnie Mae II Pool 1.5% 3/20/2051  | 622570 | 478347 |
| Ginnie Mae II Pool 1.5% 3/20/2052  | 339561 | 260475 |
| Ginnie Mae II Pool 1.5% 4/20/2044  | 23873 | 19102 |
| Ginnie Mae II Pool 1.5% 4/20/2051  | 1882005 | 1446026 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 3618250 | 2780058 |
| Ginnie Mae II Pool 1.5% 7/20/2051  | 216076 | 166020 |
| Ginnie Mae II Pool 1.5% 8/20/2051  | 359020 | 275850 |
| Ginnie Mae II Pool 1.5% 9/20/2051  | 247841 | 190427 |
| Ginnie Mae II Pool 2% 1/20/2051  | 29896913 | 24030383 |
| Ginnie Mae II Pool 2% 10/20/2050  | 429735 | 345410 |
| Ginnie Mae II Pool 2% 11/20/2051  | 89818798 | 72222146 |
| Ginnie Mae II Pool 2% 12/20/2050  | 38938777 | 31298004 |
| Ginnie Mae II Pool 2% 12/20/2051  | 13593295 | 10925946 |
| Ginnie Mae II Pool 2% 2/20/2051  | 54073271 | 43462727 |
| Ginnie Mae II Pool 2% 4/20/2051  | 199144715 | 160067485 |
| Ginnie Mae II Pool 2% 6/20/2051  | 48215185 | 38784281 |
| Ginnie Mae II Pool 2% 7/20/2051  | 187984532 | 151214702 |
| Ginnie Mae II Pool 2% 9/20/2050  | 4811607 | 3870455 |
| Ginnie Mae II Pool 2% 9/20/2051  | 14099301 | 11337067 |
| Ginnie Mae II Pool 2.5% 1/20/2045  | 73817 | 64178 |
| Ginnie Mae II Pool 2.5% 1/20/2046  | 32619 | 28152 |
| Ginnie Mae II Pool 2.5% 1/20/2047  | 947377 | 813724 |
| Ginnie Mae II Pool 2.5% 1/20/2048  | 47688 | 40566 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 18531706 | 15549688 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 8140556 | 6825536 |
| Ginnie Mae II Pool 2.5% 10/20/2042  | 77793 | 68599 |
| Ginnie Mae II Pool 2.5% 10/20/2043  | 177647 | 156023 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 45004894 | 37762958 |
| Ginnie Mae II Pool 2.5% 10/20/2051  | 8211094 | 6884679 |
| Ginnie Mae II Pool 2.5% 11/20/2045  | 17753 | 15370 |
| Ginnie Mae II Pool 2.5% 11/20/2046  | 558471 | 480271 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 1464827 | 1229116 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 23737634 | 19903071 |
| Ginnie Mae II Pool 2.5% 12/20/2042  | 32262 | 28445 |
| Ginnie Mae II Pool 2.5% 12/20/2043  | 43584 | 38191 |
| Ginnie Mae II Pool 2.5% 12/20/2045  | 40873 | 35236 |
| Ginnie Mae II Pool 2.5% 12/20/2046  | 399886 | 343635 |
| Ginnie Mae II Pool 2.5% 12/20/2047  | 239224 | 203495 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 190193 | 160182 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 25194839 | 21140627 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 15552165 | 13039878 |
| Ginnie Mae II Pool 2.5% 2/20/2044  | 65071 | 56683 |
| Ginnie Mae II Pool 2.5% 2/20/2047  | 441803 | 379433 |
| Ginnie Mae II Pool 2.5% 2/20/2050  | 16764809 | 14077588 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 3450827 | 2895539 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 8852741 | 7426824 |
| Ginnie Mae II Pool 2.5% 2/20/2055  | 97000 | 81262 |
| Ginnie Mae II Pool 2.5% 3/20/2044  | 52578 | 46090 |
| Ginnie Mae II Pool 2.5% 3/20/2045  | 48573 | 42129 |
| Ginnie Mae II Pool 2.5% 3/20/2046  | 90685 | 78830 |
| Ginnie Mae II Pool 2.5% 3/20/2047  | 52155 | 44463 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 14113554 | 11851301 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 6000173 | 5034659 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 16468869 | 13811070 |
| Ginnie Mae II Pool 2.5% 4/20/2043  | 66654 | 58611 |
| Ginnie Mae II Pool 2.5% 4/20/2045  | 143173 | 124040 |
| Ginnie Mae II Pool 2.5% 4/20/2046  | 109409 | 94368 |
| Ginnie Mae II Pool 2.5% 4/20/2048  | 148564 | 126376 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 11377992 | 9554221 |
| Ginnie Mae II Pool 2.5% 5/20/2043  | 54993 | 48306 |
| Ginnie Mae II Pool 2.5% 5/20/2046  | 39205 | 33794 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 60991620 | 51215310 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 90748757 | 76145975 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 2866846 | 2405081 |
| Ginnie Mae II Pool 2.5% 6/20/2046  | 136545 | 117803 |
| Ginnie Mae II Pool 2.5% 6/20/2049  | 127420 | 109750 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 7183958 | 6027955 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 78308578 | 65683128 |
| Ginnie Mae II Pool 2.5% 7/20/2043  | 679206 | 595319 |
| Ginnie Mae II Pool 2.5% 7/20/2046  | 273312 | 235916 |
| Ginnie Mae II Pool 2.5% 7/20/2050  | 21744470 | 18245472 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 106233584 | 89072675 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 11538774 | 9679615 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 27035547 | 22676690 |
| Ginnie Mae II Pool 2.5% 9/20/2043  | 140909 | 123522 |
| Ginnie Mae II Pool 2.5% 9/20/2046  | 408908 | 351658 |
| Ginnie Mae II Pool 2.5% 9/20/2049  | 3871305 | 3260454 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 50035049 | 41983689 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 10142645 | 8504208 |
| Ginnie Mae II Pool 3% 1/20/2043  | 87342 | 79019 |
| Ginnie Mae II Pool 3% 1/20/2044  | 419695 | 378790 |
| Ginnie Mae II Pool 3% 1/20/2045  | 713442 | 638895 |
| Ginnie Mae II Pool 3% 1/20/2047  | 5812397 | 5140861 |
| Ginnie Mae II Pool 3% 1/20/2048  | 3506146 | 3086819 |
| Ginnie Mae II Pool 3% 1/20/2050  | 40211768 | 35201474 |
| Ginnie Mae II Pool 3% 1/20/2051  | 469066 | 409888 |
| Ginnie Mae II Pool 3% 10/20/2042  | 4236 | 3836 |
| Ginnie Mae II Pool 3% 10/20/2043  | 96927 | 87408 |
| Ginnie Mae II Pool 3% 10/20/2045  | 660229 | 584362 |
| Ginnie Mae II Pool 3% 10/20/2046  | 2163875 | 1913872 |
| Ginnie Mae II Pool 3% 10/20/2047  | 2555211 | 2251211 |
| Ginnie Mae II Pool 3% 10/20/2049  | 4057361 | 3551823 |
| Ginnie Mae II Pool 3% 10/20/2050  | 60200 | 52605 |
| Ginnie Mae II Pool 3% 11/20/2045  | 58288 | 51590 |
| Ginnie Mae II Pool 3% 11/20/2046  | 20057938 | 17740540 |
| Ginnie Mae II Pool 3% 11/20/2047  | 1861683 | 1640194 |
| Ginnie Mae II Pool 3% 11/20/2048  | 95870 | 84464 |
| Ginnie Mae II Pool 3% 11/20/2054  | 74714 | 65113 |
| Ginnie Mae II Pool 3% 12/20/2044  | 226350 | 202837 |
| Ginnie Mae II Pool 3% 12/20/2045  | 3954204 | 3499826 |
| Ginnie Mae II Pool 3% 12/20/2046  | 1029798 | 910820 |
| Ginnie Mae II Pool 3% 12/20/2047  | 7303573 | 6430083 |
| Ginnie Mae II Pool 3% 12/20/2049  | 10312278 | 9027392 |
| Ginnie Mae II Pool 3% 12/20/2054  | 317996 | 277132 |
| Ginnie Mae II Pool 3% 2/20/2044  | 642362 | 579076 |
| Ginnie Mae II Pool 3% 2/20/2045  | 5279755 | 4726512 |
| Ginnie Mae II Pool 3% 2/20/2046  | 23206189 | 20539561 |
| Ginnie Mae II Pool 3% 2/20/2047  | 5266404 | 4654657 |
| Ginnie Mae II Pool 3% 2/20/2048  | 772553 | 680158 |
| Ginnie Mae II Pool 3% 2/20/2049  | 113319 | 99838 |
| Ginnie Mae II Pool 3% 2/20/2050  | 14640417 | 12797954 |
| Ginnie Mae II Pool 3% 2/20/2051  | 26480726 | 23139912 |
| Ginnie Mae II Pool 3% 3/20/2043  | 436287 | 394561 |
| Ginnie Mae II Pool 3% 3/20/2045  | 79072 | 70767 |
| Ginnie Mae II Pool 3% 3/20/2046  | 70482 | 62383 |
| Ginnie Mae II Pool 3% 3/20/2047  | 272246 | 240622 |
| Ginnie Mae II Pool 3% 3/20/2048  | 860973 | 758002 |
| Ginnie Mae II Pool 3% 3/20/2050  | 17352626 | 15158767 |
| Ginnie Mae II Pool 3% 3/20/2051  | 4569359 | 3992888 |
| Ginnie Mae II Pool 3% 3/20/2052  | 138775 | 121050 |
| Ginnie Mae II Pool 3% 4/20/2043  | 2579540 | 2330972 |
| Ginnie Mae II Pool 3% 4/20/2046  | 18135 | 16039 |
| Ginnie Mae II Pool 3% 4/20/2047  | 1524582 | 1347486 |
| Ginnie Mae II Pool 3% 4/20/2048  | 709980 | 625068 |
| Ginnie Mae II Pool 3% 4/20/2049  | 943329 | 831099 |
| Ginnie Mae II Pool 3% 4/20/2050  | 8181970 | 7154845 |
| Ginnie Mae II Pool 3% 4/20/2051  | 6899323 | 6022435 |
| Ginnie Mae II Pool 3% 4/20/2052  | 6437587 | 5613349 |
| Ginnie Mae II Pool 3% 5/20/2045  | 2235192 | 1998353 |
| Ginnie Mae II Pool 3% 5/20/2046  | 51391 | 45454 |
| Ginnie Mae II Pool 3% 5/20/2047  | 851151 | 752281 |
| Ginnie Mae II Pool 3% 5/20/2048  | 107491 | 94702 |
| Ginnie Mae II Pool 3% 5/20/2050  | 1917685 | 1676948 |
| Ginnie Mae II Pool 3% 5/20/2051  | 8482534 | 7404424 |
| Ginnie Mae II Pool 3% 5/20/2052  | 61738027 | 53852680 |
| Ginnie Mae II Pool 3% 6/1/2055 (g) | 1500000 | 1307245 |
| Ginnie Mae II Pool 3% 6/20/2045  | 3164336 | 2828115 |
| Ginnie Mae II Pool 3% 6/20/2046  | 2410671 | 2132154 |
| Ginnie Mae II Pool 3% 6/20/2050  | 21393476 | 18694471 |
| Ginnie Mae II Pool 3% 6/20/2051  | 22066120 | 19261567 |
| Ginnie Mae II Pool 3% 6/20/2052  | 29905045 | 26085492 |
| Ginnie Mae II Pool 3% 7/20/2042  | 1467922 | 1330385 |
| Ginnie Mae II Pool 3% 7/20/2043  | 25575 | 23076 |
| Ginnie Mae II Pool 3% 7/20/2044  | 527293 | 473876 |
| Ginnie Mae II Pool 3% 7/20/2045  | 3012737 | 2666543 |
| Ginnie Mae II Pool 3% 7/20/2046  | 10422567 | 9218393 |
| Ginnie Mae II Pool 3% 7/20/2047  | 46139 | 40780 |
| Ginnie Mae II Pool 3% 7/20/2049  | 8808261 | 7738298 |
| Ginnie Mae II Pool 3% 7/20/2050  | 5356779 | 4680966 |
| Ginnie Mae II Pool 3% 7/20/2051  | 378150 | 330088 |
| Ginnie Mae II Pool 3% 8/20/2042  | 17677773 | 16017058 |
| Ginnie Mae II Pool 3% 8/20/2043  | 155817 | 140592 |
| Ginnie Mae II Pool 3% 8/20/2044  | 308409 | 277755 |
| Ginnie Mae II Pool 3% 8/20/2045  | 683885 | 605299 |
| Ginnie Mae II Pool 3% 8/20/2046  | 25449800 | 22509452 |
| Ginnie Mae II Pool 3% 8/20/2047  | 797988 | 703049 |
| Ginnie Mae II Pool 3% 8/20/2049  | 173499 | 151881 |
| Ginnie Mae II Pool 3% 8/20/2050  | 715115 | 624896 |
| Ginnie Mae II Pool 3% 8/20/2051  | 346864 | 302561 |
| Ginnie Mae II Pool 3% 9/20/2043  | 3071269 | 2769748 |
| Ginnie Mae II Pool 3% 9/20/2045  | 96639 | 85534 |
| Ginnie Mae II Pool 3% 9/20/2046  | 6276283 | 5551151 |
| Ginnie Mae II Pool 3% 9/20/2047  | 5257812 | 4632276 |
| Ginnie Mae II Pool 3% 9/20/2048  | 29390 | 25894 |
| Ginnie Mae II Pool 3% 9/20/2049  | 4549380 | 3982538 |
| Ginnie Mae II Pool 3.5% 1/20/2043  | 12685 | 11708 |
| Ginnie Mae II Pool 3.5% 1/20/2045  | 2900196 | 2650376 |
| Ginnie Mae II Pool 3.5% 1/20/2046  | 3358608 | 3046845 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 6768916 | 6102516 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 24146047 | 21708504 |
| Ginnie Mae II Pool 3.5% 1/20/2051  | 182615 | 164065 |
| Ginnie Mae II Pool 3.5% 1/20/2055  | 7866891 | 7002049 |
| Ginnie Mae II Pool 3.5% 10/20/2045  | 2939777 | 2666892 |
| Ginnie Mae II Pool 3.5% 10/20/2046  | 1354670 | 1226383 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 1752470 | 1582678 |
| Ginnie Mae II Pool 3.5% 10/20/2048  | 2343269 | 2109645 |
| Ginnie Mae II Pool 3.5% 11/20/2042  | 6922712 | 6391448 |
| Ginnie Mae II Pool 3.5% 11/20/2045  | 2299914 | 2086425 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 99724 | 90280 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 6090707 | 5500593 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 2351496 | 2178754 |
| Ginnie Mae II Pool 3.5% 12/20/2042  | 3429391 | 3166173 |
| Ginnie Mae II Pool 3.5% 12/20/2043  | 275879 | 253221 |
| Ginnie Mae II Pool 3.5% 12/20/2044  | 34512 | 31547 |
| Ginnie Mae II Pool 3.5% 12/20/2045  | 858117 | 778463 |
| Ginnie Mae II Pool 3.5% 12/20/2047  | 1268841 | 1143924 |
| Ginnie Mae II Pool 3.5% 12/20/2048  | 99244 | 89473 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 9824678 | 8832877 |
| Ginnie Mae II Pool 3.5% 12/20/2050  | 305300 | 274289 |
| Ginnie Mae II Pool 3.5% 12/20/2054  | 5179287 | 4609905 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 4312213 | 3978826 |
| Ginnie Mae II Pool 3.5% 2/20/2044  | 266897 | 244830 |
| Ginnie Mae II Pool 3.5% 2/20/2045  | 1868746 | 1707800 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 15559377 | 14115078 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 49331 | 44474 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 50945 | 45929 |
| Ginnie Mae II Pool 3.5% 2/20/2050  | 112885 | 101489 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 6814315 | 6122151 |
| Ginnie Mae II Pool 3.5% 3/20/2043  | 3557284 | 3281360 |
| Ginnie Mae II Pool 3.5% 3/20/2046  | 4115501 | 3733479 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 369897 | 333480 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 21591648 | 19432213 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 11378451 | 10229797 |
| Ginnie Mae II Pool 3.5% 4/20/2042  | 2295585 | 2124476 |
| Ginnie Mae II Pool 3.5% 4/20/2043  | 6594487 | 6081306 |
| Ginnie Mae II Pool 3.5% 4/20/2045  | 1989004 | 1815722 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 13508466 | 12233436 |
| Ginnie Mae II Pool 3.5% 4/20/2047  | 310668 | 281053 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 4398108 | 3958242 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 1200281 | 1078362 |
| Ginnie Mae II Pool 3.5% 5/20/2042  | 6670290 | 6171273 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 5504812 | 5053478 |
| Ginnie Mae II Pool 3.5% 5/20/2045  | 475354 | 433830 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 2968785 | 2688569 |
| Ginnie Mae II Pool 3.5% 5/20/2047  | 24295305 | 21964171 |
| Ginnie Mae II Pool 3.5% 5/20/2048  | 3931929 | 3544830 |
| Ginnie Mae II Pool 3.5% 5/20/2050  | 799631 | 718908 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 5251761 | 4710107 |
| Ginnie Mae II Pool 3.5% 6/1/2055 (g) | 5700000 | 5073517 |
| Ginnie Mae II Pool 3.5% 6/20/2043  | 269162 | 248070 |
| Ginnie Mae II Pool 3.5% 6/20/2045  | 2614272 | 2385286 |
| Ginnie Mae II Pool 3.5% 6/20/2046  | 7570900 | 6856302 |
| Ginnie Mae II Pool 3.5% 6/20/2047  | 1869967 | 1690544 |
| Ginnie Mae II Pool 3.5% 6/20/2051  | 469411 | 420557 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 40107225 | 35845331 |
| Ginnie Mae II Pool 3.5% 7/1/2055 (g) | 2850000 | 2535756 |
| Ginnie Mae II Pool 3.5% 7/20/2042  | 2449166 | 2263927 |
| Ginnie Mae II Pool 3.5% 7/20/2043  | 1557813 | 1436089 |
| Ginnie Mae II Pool 3.5% 7/20/2045  | 6570936 | 5960989 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 4876860 | 4416545 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 5313463 | 4800315 |
| Ginnie Mae II Pool 3.5% 8/20/2042  | 843868 | 779814 |
| Ginnie Mae II Pool 3.5% 8/20/2043  | 333103 | 306806 |
| Ginnie Mae II Pool 3.5% 8/20/2045  | 4063330 | 3686151 |
| Ginnie Mae II Pool 3.5% 8/20/2046  | 2685862 | 2432350 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 8703416 | 7862884 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 3440716 | 3101977 |
| Ginnie Mae II Pool 3.5% 8/20/2049  | 627209 | 564284 |
| Ginnie Mae II Pool 3.5% 8/20/2050  | 229761 | 206423 |
| Ginnie Mae II Pool 3.5% 9/20/2043  | 7669313 | 7046154 |
| Ginnie Mae II Pool 3.5% 9/20/2045  | 228125 | 206950 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 1851468 | 1676712 |
| Ginnie Mae II Pool 3.5% 9/20/2047  | 670051 | 605341 |
| Ginnie Mae II Pool 3.5% 9/20/2048  | 622351 | 561081 |
| Ginnie Mae II Pool 4% 1/20/2041  | 2245688 | 2152634 |
| Ginnie Mae II Pool 4% 1/20/2043  | 2968 | 2835 |
| Ginnie Mae II Pool 4% 1/20/2046  | 877579 | 820928 |
| Ginnie Mae II Pool 4% 1/20/2047  | 6028441 | 5622332 |
| Ginnie Mae II Pool 4% 1/20/2048  | 1234010 | 1149337 |
| Ginnie Mae II Pool 4% 1/20/2050  | 2943003 | 2728192 |
| Ginnie Mae II Pool 4% 1/20/2051  | 1349937 | 1249717 |
| Ginnie Mae II Pool 4% 1/20/2055  | 9753229 | 8939231 |
| Ginnie Mae II Pool 4% 10/20/2025  | 755 | 753 |
| Ginnie Mae II Pool 4% 10/20/2040  | 1332273 | 1277400 |
| Ginnie Mae II Pool 4% 10/20/2044  | 736609 | 698960 |
| Ginnie Mae II Pool 4% 10/20/2045  | 2017782 | 1890681 |
| Ginnie Mae II Pool 4% 10/20/2047  | 399994 | 372548 |
| Ginnie Mae II Pool 4% 10/20/2048  | 7651483 | 7112125 |
| Ginnie Mae II Pool 4% 10/20/2049  | 8810200 | 8167138 |
| Ginnie Mae II Pool 4% 11/20/2039  | 87950 | 84447 |
| Ginnie Mae II Pool 4% 11/20/2040  | 1783482 | 1709799 |
| Ginnie Mae II Pool 4% 11/20/2044  | 1537248 | 1458418 |
| Ginnie Mae II Pool 4% 11/20/2045  | 857258 | 803259 |
| Ginnie Mae II Pool 4% 11/20/2047  | 853133 | 794594 |
| Ginnie Mae II Pool 4% 11/20/2049  | 785042 | 727250 |
| Ginnie Mae II Pool 4% 12/20/2041  | 518152 | 495609 |
| Ginnie Mae II Pool 4% 12/20/2044  | 45040 | 42730 |
| Ginnie Mae II Pool 4% 12/20/2045  | 1683975 | 1575269 |
| Ginnie Mae II Pool 4% 12/20/2047  | 3599059 | 3352107 |
| Ginnie Mae II Pool 4% 12/20/2050  | 817882 | 757162 |
| Ginnie Mae II Pool 4% 12/20/2054  | 3660346 | 3354856 |
| Ginnie Mae II Pool 4% 2/20/2041  | 244513 | 234336 |
| Ginnie Mae II Pool 4% 2/20/2043  | 2779 | 2653 |
| Ginnie Mae II Pool 4% 2/20/2044  | 76641 | 72828 |
| Ginnie Mae II Pool 4% 2/20/2046  | 1632919 | 1527509 |
| Ginnie Mae II Pool 4% 2/20/2048  | 106254 | 98864 |
| Ginnie Mae II Pool 4% 2/20/2050  | 3010195 | 2790479 |
| Ginnie Mae II Pool 4% 3/20/2045  | 5270798 | 5001370 |
| Ginnie Mae II Pool 4% 3/20/2046  | 1525342 | 1426876 |
| Ginnie Mae II Pool 4% 3/20/2048  | 57299 | 53314 |
| Ginnie Mae II Pool 4% 3/20/2050  | 8441429 | 7825284 |
| Ginnie Mae II Pool 4% 3/20/2051  | 118920 | 110240 |
| Ginnie Mae II Pool 4% 4/20/2044  | 23307 | 22143 |
| Ginnie Mae II Pool 4% 4/20/2045  | 4028692 | 3821367 |
| Ginnie Mae II Pool 4% 4/20/2046  | 2211493 | 2068735 |
| Ginnie Mae II Pool 4% 4/20/2047  | 6497771 | 6055983 |
| Ginnie Mae II Pool 4% 4/20/2048  | 2896582 | 2695116 |
| Ginnie Mae II Pool 4% 4/20/2049  | 305474 | 283177 |
| Ginnie Mae II Pool 4% 4/20/2050  | 209175 | 193646 |
| Ginnie Mae II Pool 4% 5/20/2044  | 10724 | 10187 |
| Ginnie Mae II Pool 4% 5/20/2047  | 6121284 | 5705094 |
| Ginnie Mae II Pool 4% 5/20/2048  | 4064446 | 3781752 |
| Ginnie Mae II Pool 4% 5/20/2049  | 1723066 | 1597299 |
| Ginnie Mae II Pool 4% 5/20/2050  | 2195329 | 2035090 |
| Ginnie Mae II Pool 4% 6/20/2045  | 56318 | 53364 |
| Ginnie Mae II Pool 4% 6/20/2047  | 347501 | 323874 |
| Ginnie Mae II Pool 4% 6/20/2048  | 5125171 | 4763895 |
| Ginnie Mae II Pool 4% 6/20/2049  | 313016 | 290169 |
| Ginnie Mae II Pool 4% 6/20/2052  | 13981557 | 12883480 |
| Ginnie Mae II Pool 4% 7/20/2042  | 8132 | 7768 |
| Ginnie Mae II Pool 4% 7/20/2043  | 926637 | 884550 |
| Ginnie Mae II Pool 4% 7/20/2044  | 41938 | 39823 |
| Ginnie Mae II Pool 4% 7/20/2045  | 2759798 | 2613240 |
| Ginnie Mae II Pool 4% 7/20/2046  | 2570 | 2400 |
| Ginnie Mae II Pool 4% 7/20/2047  | 6898001 | 6429001 |
| Ginnie Mae II Pool 4% 7/20/2048  | 2862480 | 2660702 |
| Ginnie Mae II Pool 4% 7/20/2050  | 59117 | 54802 |
| Ginnie Mae II Pool 4% 8/20/2040  | 102314 | 98125 |
| Ginnie Mae II Pool 4% 8/20/2041  | 1744008 | 1668921 |
| Ginnie Mae II Pool 4% 8/20/2044  | 99611 | 94571 |
| Ginnie Mae II Pool 4% 8/20/2045  | 404260 | 378795 |
| Ginnie Mae II Pool 4% 8/20/2047  | 191542 | 178399 |
| Ginnie Mae II Pool 4% 9/20/2039  | 3066 | 2946 |
| Ginnie Mae II Pool 4% 9/20/2040  | 115997 | 111214 |
| Ginnie Mae II Pool 4% 9/20/2041  | 5602204 | 5360062 |
| Ginnie Mae II Pool 4% 9/20/2044  | 650567 | 617537 |
| Ginnie Mae II Pool 4% 9/20/2045  | 980347 | 918594 |
| Ginnie Mae II Pool 4% 9/20/2046  | 394999 | 369501 |
| Ginnie Mae II Pool 4% 9/20/2048  | 1861430 | 1730217 |
| Ginnie Mae II Pool 4% 9/20/2049  | 5699380 | 5283378 |
| Ginnie Mae II Pool 4.5% 1/20/2035  | 2350 | 2323 |
| Ginnie Mae II Pool 4.5% 1/20/2041  | 313618 | 308450 |
| Ginnie Mae II Pool 4.5% 1/20/2042  | 61009 | 59978 |
| Ginnie Mae II Pool 4.5% 1/20/2045  | 152879 | 148324 |
| Ginnie Mae II Pool 4.5% 1/20/2046  | 396234 | 384429 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 1703687 | 1650264 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 610115 | 585645 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 99505 | 95856 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 23570107 | 22256490 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 27516 | 27068 |
| Ginnie Mae II Pool 4.5% 10/20/2044  | 7989 | 7751 |
| Ginnie Mae II Pool 4.5% 10/20/2046  | 27554 | 27013 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 1249706 | 1206223 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 2294368 | 2207366 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 1111251 | 1069113 |
| Ginnie Mae II Pool 4.5% 11/20/2033  | 19066 | 18876 |
| Ginnie Mae II Pool 4.5% 11/20/2039  | 3762 | 3703 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 993414 | 977112 |
| Ginnie Mae II Pool 4.5% 11/20/2044  | 156797 | 152125 |
| Ginnie Mae II Pool 4.5% 11/20/2046  | 54513 | 53415 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 2012570 | 1934367 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 21915953 | 20694527 |
| Ginnie Mae II Pool 4.5% 12/20/2034  | 352 | 348 |
| Ginnie Mae II Pool 4.5% 12/20/2040  | 23388 | 23002 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 52395 | 50294 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 733839 | 704407 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 405750 | 399038 |
| Ginnie Mae II Pool 4.5% 2/20/2046  | 938856 | 910883 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 1264394 | 1213682 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 12002726 | 11333786 |
| Ginnie Mae II Pool 4.5% 3/20/2033  | 3532 | 3498 |
| Ginnie Mae II Pool 4.5% 3/20/2034  | 22668 | 22438 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 929264 | 913888 |
| Ginnie Mae II Pool 4.5% 3/20/2045  | 416711 | 408524 |
| Ginnie Mae II Pool 4.5% 3/20/2046  | 82259 | 80597 |
| Ginnie Mae II Pool 4.5% 3/20/2047  | 2149141 | 2081749 |
| Ginnie Mae II Pool 4.5% 3/20/2050  | 1763049 | 1692337 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 224468 | 211958 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 89061 | 87581 |
| Ginnie Mae II Pool 4.5% 4/20/2045  | 533867 | 523376 |
| Ginnie Mae II Pool 4.5% 4/20/2046  | 197469 | 191585 |
| Ginnie Mae II Pool 4.5% 4/20/2047  | 1004672 | 971284 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 1226930 | 1176571 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 2470273 | 2332599 |
| Ginnie Mae II Pool 4.5% 5/20/2034  | 27109 | 26841 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 432284 | 425383 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 8776403 | 8629956 |
| Ginnie Mae II Pool 4.5% 5/20/2044  | 80218 | 78652 |
| Ginnie Mae II Pool 4.5% 5/20/2045  | 279786 | 271450 |
| Ginnie Mae II Pool 4.5% 5/20/2046  | 140451 | 136267 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 2124833 | 2039612 |
| Ginnie Mae II Pool 4.5% 5/20/2051  | 2505128 | 2407785 |
| Ginnie Mae II Pool 4.5% 6/20/2033  | 731 | 724 |
| Ginnie Mae II Pool 4.5% 6/20/2035  | 3430 | 3390 |
| Ginnie Mae II Pool 4.5% 6/20/2040  | 6799 | 6689 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 1854996 | 1817873 |
| Ginnie Mae II Pool 4.5% 6/20/2046  | 661122 | 647809 |
| Ginnie Mae II Pool 4.5% 7/20/2033  | 2640 | 2615 |
| Ginnie Mae II Pool 4.5% 7/20/2034  | 2167 | 2144 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 7445 | 7325 |
| Ginnie Mae II Pool 4.5% 7/20/2041  | 19606 | 19275 |
| Ginnie Mae II Pool 4.5% 7/20/2042  | 49168 | 48336 |
| Ginnie Mae II Pool 4.5% 7/20/2045  | 61150 | 59328 |
| Ginnie Mae II Pool 4.5% 7/20/2046  | 377193 | 365955 |
| Ginnie Mae II Pool 4.5% 7/20/2049  | 299576 | 287560 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 12234408 | 11593656 |
| Ginnie Mae II Pool 4.5% 8/20/2035  | 1982 | 1958 |
| Ginnie Mae II Pool 4.5% 8/20/2041  | 140430 | 138051 |
| Ginnie Mae II Pool 4.5% 8/20/2046  | 1039159 | 1018227 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 15760225 | 15172451 |
| Ginnie Mae II Pool 4.5% 9/20/2033  | 2627 | 2601 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 12128 | 11930 |
| Ginnie Mae II Pool 4.5% 9/20/2041  | 2282 | 2244 |
| Ginnie Mae II Pool 4.5% 9/20/2042  | 56409 | 55443 |
| Ginnie Mae II Pool 4.5% 9/20/2046  | 563846 | 553725 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 1556771 | 1502604 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 596058 | 572896 |
| Ginnie Mae II Pool 4.5% 9/20/2053  | 239951 | 226934 |
| Ginnie Mae II Pool 5% 1/20/2039  | 28849 | 29049 |
| Ginnie Mae II Pool 5% 1/20/2046  | 34627 | 34866 |
| Ginnie Mae II Pool 5% 1/20/2047  | 346939 | 349351 |
| Ginnie Mae II Pool 5% 1/20/2049  | 440780 | 434417 |
| Ginnie Mae II Pool 5% 1/20/2051  | 28608 | 28400 |
| Ginnie Mae II Pool 5% 1/20/2054  | 3373794 | 3285027 |
| Ginnie Mae II Pool 5% 1/20/2055  | 92267489 | 89565925 |
| Ginnie Mae II Pool 5% 10/20/2039  | 661081 | 665675 |
| Ginnie Mae II Pool 5% 10/20/2046  | 70711 | 71203 |
| Ginnie Mae II Pool 5% 10/20/2047  | 114060 | 113589 |
| Ginnie Mae II Pool 5% 10/20/2048  | 39938 | 39374 |
| Ginnie Mae II Pool 5% 11/20/2039  | 1287 | 1296 |
| Ginnie Mae II Pool 5% 11/20/2043  | 13717 | 13812 |
| Ginnie Mae II Pool 5% 11/20/2044  | 272180 | 274064 |
| Ginnie Mae II Pool 5% 11/20/2045  | 24555 | 24725 |
| Ginnie Mae II Pool 5% 11/20/2047  | 394831 | 393203 |
| Ginnie Mae II Pool 5% 11/20/2048  | 689529 | 679790 |
| Ginnie Mae II Pool 5% 11/20/2053  | 20668734 | 20131380 |
| Ginnie Mae II Pool 5% 11/20/2054  | 1019692 | 989915 |
| Ginnie Mae II Pool 5% 12/20/2044  | 114770 | 115566 |
| Ginnie Mae II Pool 5% 12/20/2046  | 31892 | 32114 |
| Ginnie Mae II Pool 5% 12/20/2047  | 430503 | 428459 |
| Ginnie Mae II Pool 5% 12/20/2050  | 27459 | 27259 |
| Ginnie Mae II Pool 5% 12/20/2053  | 8855565 | 8622567 |
| Ginnie Mae II Pool 5% 12/20/2054  | 13666243 | 13266099 |
| Ginnie Mae II Pool 5% 2/20/2040  | 2050 | 2064 |
| Ginnie Mae II Pool 5% 2/20/2045  | 207192 | 208628 |
| Ginnie Mae II Pool 5% 2/20/2048  | 92227 | 91558 |
| Ginnie Mae II Pool 5% 2/20/2049  | 468699 | 462080 |
| Ginnie Mae II Pool 5% 2/20/2051  | 23090 | 22995 |
| Ginnie Mae II Pool 5% 2/20/2054  | 737623 | 717755 |
| Ginnie Mae II Pool 5% 2/20/2055  | 20381502 | 19784738 |
| Ginnie Mae II Pool 5% 3/20/2040  | 4073 | 4101 |
| Ginnie Mae II Pool 5% 3/20/2042  | 35260 | 35505 |
| Ginnie Mae II Pool 5% 3/20/2044  | 258147 | 259940 |
| Ginnie Mae II Pool 5% 3/20/2046  | 134344 | 135274 |
| Ginnie Mae II Pool 5% 3/20/2048  | 888747 | 882861 |
| Ginnie Mae II Pool 5% 3/20/2049  | 330562 | 325894 |
| Ginnie Mae II Pool 5% 4/20/2040  | 60402 | 60821 |
| Ginnie Mae II Pool 5% 4/20/2044  | 203955 | 205367 |
| Ginnie Mae II Pool 5% 4/20/2045  | 4379 | 4409 |
| Ginnie Mae II Pool 5% 4/20/2046  | 72514 | 73018 |
| Ginnie Mae II Pool 5% 4/20/2047  | 284113 | 285715 |
| Ginnie Mae II Pool 5% 4/20/2048  | 1262345 | 1252407 |
| Ginnie Mae II Pool 5% 4/20/2049  | 164557 | 162233 |
| Ginnie Mae II Pool 5% 4/20/2055  | 13829700 | 13424770 |
| Ginnie Mae II Pool 5% 5/20/2044  | 496392 | 499842 |
| Ginnie Mae II Pool 5% 5/20/2046  | 108346 | 109096 |
| Ginnie Mae II Pool 5% 5/20/2047  | 148296 | 147685 |
| Ginnie Mae II Pool 5% 5/20/2048  | 245201 | 242811 |
| Ginnie Mae II Pool 5% 5/20/2051  | 39908 | 39743 |
| Ginnie Mae II Pool 5% 6/1/2055 (g) | 19675000 | 19091255 |
| Ginnie Mae II Pool 5% 6/20/2040  | 223566 | 225120 |
| Ginnie Mae II Pool 5% 6/20/2043  | 27831 | 28024 |
| Ginnie Mae II Pool 5% 6/20/2044  | 18383 | 18510 |
| Ginnie Mae II Pool 5% 6/20/2045  | 101577 | 102279 |
| Ginnie Mae II Pool 5% 6/20/2046  | 56935 | 57330 |
| Ginnie Mae II Pool 5% 6/20/2048  | 1277388 | 1262141 |
| Ginnie Mae II Pool 5% 6/20/2051  | 27196 | 26542 |
| Ginnie Mae II Pool 5% 7/20/2040  | 117640 | 118458 |
| Ginnie Mae II Pool 5% 7/20/2045  | 122821 | 123668 |
| Ginnie Mae II Pool 5% 7/20/2046  | 39267 | 39540 |
| Ginnie Mae II Pool 5% 7/20/2047  | 26239 | 26130 |
| Ginnie Mae II Pool 5% 7/20/2048  | 2446565 | 2414305 |
| Ginnie Mae II Pool 5% 7/20/2053  | 40194805 | 39212609 |
| Ginnie Mae II Pool 5% 8/20/2040  | 183280 | 184555 |
| Ginnie Mae II Pool 5% 8/20/2044  | 23257 | 23418 |
| Ginnie Mae II Pool 5% 8/20/2046  | 285387 | 287367 |
| Ginnie Mae II Pool 5% 8/20/2047  | 46815 | 46622 |
| Ginnie Mae II Pool 5% 9/20/2040  | 11530 | 11610 |
| Ginnie Mae II Pool 5% 9/20/2045  | 97096 | 97766 |
| Ginnie Mae II Pool 5% 9/20/2048  | 1353951 | 1336098 |
| Ginnie Mae II Pool 5.5% 1/20/2033  | 181286 | 184777 |
| Ginnie Mae II Pool 5.5% 1/20/2049  | 21815 | 22191 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 23195533 | 23049234 |
| Ginnie Mae II Pool 5.5% 10/20/2032  | 137 | 140 |
| Ginnie Mae II Pool 5.5% 10/20/2043  | 27151 | 27835 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 9810274 | 9782888 |
| Ginnie Mae II Pool 5.5% 11/20/2033  | 19001 | 19398 |
| Ginnie Mae II Pool 5.5% 11/20/2046  | 150616 | 154546 |
| Ginnie Mae II Pool 5.5% 12/20/2032  | 25005 | 25487 |
| Ginnie Mae II Pool 5.5% 12/20/2043  | 46641 | 47771 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 129166 | 131389 |
| Ginnie Mae II Pool 5.5% 2/20/2033  | 97231 | 99103 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 15002932 | 14946984 |
| Ginnie Mae II Pool 5.5% 2/20/2055  | 2974140 | 2955382 |
| Ginnie Mae II Pool 5.5% 3/20/2041  | 19207 | 19725 |
| Ginnie Mae II Pool 5.5% 3/20/2045  | 57137 | 58639 |
| Ginnie Mae II Pool 5.5% 3/20/2054  | 1010444 | 1006044 |
| Ginnie Mae II Pool 5.5% 4/20/2033  | 1942 | 1981 |
| Ginnie Mae II Pool 5.5% 4/20/2037  | 924 | 948 |
| Ginnie Mae II Pool 5.5% 4/20/2045  | 252686 | 259207 |
| Ginnie Mae II Pool 5.5% 4/20/2048  | 72561 | 74598 |
| Ginnie Mae II Pool 5.5% 5/20/2044  | 60978 | 62509 |
| Ginnie Mae II Pool 5.5% 5/20/2046  | 85235 | 87521 |
| Ginnie Mae II Pool 5.5% 5/20/2049  | 40839 | 41669 |
| Ginnie Mae II Pool 5.5% 5/20/2054  | 942711 | 938018 |
| Ginnie Mae II Pool 5.5% 6/1/2055 (g) | 117250000 | 116445853 |
| Ginnie Mae II Pool 5.5% 6/20/2033  | 21765 | 22208 |
| Ginnie Mae II Pool 5.5% 6/20/2045  | 114091 | 117121 |
| Ginnie Mae II Pool 5.5% 6/20/2049  | 61965 | 63032 |
| Ginnie Mae II Pool 5.5% 6/20/2054  | 940175 | 934907 |
| Ginnie Mae II Pool 5.5% 7/1/2055 (g) | 89875000 | 89174343 |
| Ginnie Mae II Pool 5.5% 7/20/2038  | 131075 | 134475 |
| Ginnie Mae II Pool 5.5% 7/20/2048  | 271507 | 277282 |
| Ginnie Mae II Pool 5.5% 7/20/2053  | 502302 | 501214 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 11112203 | 11049929 |
| Ginnie Mae II Pool 5.5% 8/20/2038  | 1992 | 2044 |
| Ginnie Mae II Pool 5.5% 8/20/2044  | 80749 | 82893 |
| Ginnie Mae II Pool 5.5% 8/20/2048  | 16196 | 16526 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 33894868 | 33832024 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 72231473 | 71809749 |
| Ginnie Mae II Pool 5.5% 9/20/2048  | 263613 | 268974 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 579896 | 578821 |
| Ginnie Mae II Pool 6% 1/20/2037  | 14298 | 14834 |
| Ginnie Mae II Pool 6% 1/20/2055  | 43285429 | 43738961 |
| Ginnie Mae II Pool 6% 10/20/2035  | 60049 | 62156 |
| Ginnie Mae II Pool 6% 10/20/2037  | 102484 | 106463 |
| Ginnie Mae II Pool 6% 11/20/2037  | 366319 | 380587 |
| Ginnie Mae II Pool 6% 12/20/2036  | 46068 | 47794 |
| Ginnie Mae II Pool 6% 12/20/2037  | 120308 | 125026 |
| Ginnie Mae II Pool 6% 12/20/2054  | 86228192 | 87212504 |
| Ginnie Mae II Pool 6% 4/20/2037  | 24275 | 25192 |
| Ginnie Mae II Pool 6% 4/20/2055  | 474016 | 479279 |
| Ginnie Mae II Pool 6% 5/20/2034  | 31147 | 32139 |
| Ginnie Mae II Pool 6% 6/1/2055 (g) | 73000000 | 73709034 |
| Ginnie Mae II Pool 6% 7/1/2055 (g) | 53700000 | 54139765 |
| Ginnie Mae II Pool 6% 7/20/2036  | 72425 | 75061 |
| Ginnie Mae II Pool 6% 8/20/2053  | 138084 | 140232 |
| Ginnie Mae II Pool 6% 8/20/2054  | 6888933 | 6959498 |
| Ginnie Mae II Pool 6% 9/20/2037  | 103744 | 107772 |
| Ginnie Mae II Pool 6% 9/20/2038  | 16660 | 17332 |
| Ginnie Mae II Pool 6.5% 3/20/2038  | 112650 | 118022 |
| Ginnie Mae II Pool 6.5% 3/20/2055  | 37019368 | 37934157 |
| Ginnie Mae II Pool 6.5% 6/1/2055 (g) | 20875000 | 21321385 |
| Ginnie Mae II Pool 6.5% 7/1/2055 (g) | 20875000 | 21306708 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 16325206 | 16703112 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 22167978 | 22643034 |
| Ginnie Mae II Pool 6.5% 8/20/2036  | 44416 | 46398 |
| Uniform Mortgage Backed Securities 1.5% 6/1/2040 (g) | 4250000 | 3727326 |
| Uniform Mortgage Backed Securities 2% 6/1/2055 (g) | 92150000 | 71628619 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 (g) | 79775000 | 65013498 |
| Uniform Mortgage Backed Securities 3% 6/1/2055 (g) | 6125000 | 5213903 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 (g) | 6325000 | 5610470 |
| Uniform Mortgage Backed Securities 4% 6/1/2055 (g) | 8050000 | 7380840 |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 (g) | 18450000 | 17409313 |
| Uniform Mortgage Backed Securities 5% 6/1/2055 (g) | 24475000 | 23697721 |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 (g) | 51925000 | 51422013 |
| Uniform Mortgage Backed Securities 6% 6/1/2055 (g) | 110975000 | 112089089 |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 (g) | 54425000 | 55887645 |
| TOTAL UNITED STATES |  | 15828375190 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $17,792,398,893) |  | <br> **15828375190** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Fannie Mae 0.75% 10/8/2027  | 16844000 | 15664937 |
| Fannie Mae 0.875% 8/5/2030  | 40385000 | 34534299 |
| Fannie Mae 1.875% 9/24/2026  | 10605000 | 10311803 |
| Fannie Mae 2.125% 4/24/2026  | 3177000 | 3119396 |
| Fannie Mae 6.625% 11/15/2030  | 9666000 | 10863719 |
| Federal Home Loan Bank 4.375% 9/8/2028  | 5990000 | 6077633 |
| Federal Home Loan Bank 5.5% 7/15/2036  | 13190000 | 14168591 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 6116000 | 6865417 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 20653000 | 23430270 |
|  |  | 125036065 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 4.25% 9/15/2065  | 5896000 | 4605066 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 6050000 | 6086300 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 15887000 | 16364905 |
| Tennessee Valley Authority 5.375% 4/1/2056  | 4286000 | 4177574 |
|  |  | 31233845 |
| TOTAL UNITED STATES |  | 156269910 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $167,640,701) |  | <br> **156269910** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 46.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 46.2%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.08 to 1.20 | 172262300 | 104649347 |
| US Treasury Bonds 1.125% 8/15/2040  | 1.83 to 1.88 | 46741200 | 28092191 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.67 to 2.09 | 42617700 | 26577796 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 to 5.03 | 41247800 | 19786054 |
| US Treasury Bonds 1.625% 11/15/2050  | 1.58 to 1.84 | 144329200 | 74104024 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.97 to 3.50 | 185755300 | 120661128 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.89 to 2.35 | 107574100 | 58283312 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.16 | 60554000 | 40784065 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.12 to 2.41 | 176269200 | 96445418 |
| US Treasury Bonds 2% 11/15/2041  | 3.40 | 67944100 | 45790608 |
| US Treasury Bonds 2% 2/15/2050  | 1.43 to 1.70 | 17589900 | 10072966 |
| US Treasury Bonds 2% 8/15/2051  | 1.93 to 3.25 | 272799800 | 153279388 |
| US Treasury Bonds 2.25% 2/15/2052  | 3.15 to 3.20 | 109990100 | 65495667 |
| US Treasury Bonds 2.25% 5/15/2041  | 1.80 to 2.87 | 172934300 | 123094095 |
| US Treasury Bonds 2.25% 8/15/2046  | 3.07 to 3.15 | 25430300 | 16272412 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.21 to 2.22 | 15289700 | 9354191 |
| US Treasury Bonds 2.375% 11/15/2049  | 2.39 | 8121000 | 5097514 |
| US Treasury Bonds 2.375% 2/15/2042  | 2.45 to 3.48 | 48988400 | 34852944 |
| US Treasury Bonds 2.375% 5/15/2051  | 1.90 to 3.09 | 188570400 | 116670569 |
| US Treasury Bonds 2.5% 2/15/2045  | 2.92 to 3.10 | 56988800 | 39210966 |
| US Treasury Bonds 2.5% 2/15/2046  | 3.09 | 20048400 | 13585140 |
| US Treasury Bonds 2.75% 11/15/2042  | 2.57 | 1066200 | 795319 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.10 | 4358500 | 3028136 |
| US Treasury Bonds 2.75% 8/15/2047  | 2.94 | 7039000 | 4904478 |
| US Treasury Bonds 2.875% 5/15/2043  | 1.91 to 2.99 | 89343900 | 67475585 |
| US Treasury Bonds 2.875% 5/15/2052  | 2.92 to 3.34 | 167800000 | 115277289 |
| US Treasury Bonds 3% 11/15/2044  | 2.22 to 2.97 | 41912600 | 31571976 |
| US Treasury Bonds 3% 11/15/2045  | 2.61 | 16313000 | 12152548 |
| US Treasury Bonds 3% 2/15/2047  | 2.87 | 10813300 | 7947353 |
| US Treasury Bonds 3% 5/15/2045  | 1.38 to 2.96 | 119853100 | 89805554 |
| US Treasury Bonds 3% 5/15/2047  | 2.87 to 2.93 | 19395700 | 14212654 |
| US Treasury Bonds 3% 8/15/2052  | 3.27 to 4.39 | 353800000 | 249470462 |
| US Treasury Bonds 3.125% 2/15/2043  | 2.92 to 2.97 | 23006500 | 18132896 |
| US Treasury Bonds 3.125% 8/15/2044  | 2.41 to 3.09 | 72478200 | 55932786 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.16 to 4.58 | 271300000 | 220070931 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.01 | 4631400 | 3581556 |
| US Treasury Bonds 3.375% 5/15/2044  | 2.17 to 3.20 | 147526800 | 118845516 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.51 to 4.61 | 273700000 | 225300003 |
| US Treasury Bonds 3.625% 2/15/2044  | 3.33 to 3.44 | 2123200 | 1781580 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.66 to 4.11 | 87850000 | 70159892 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.83 to 4.04 | 108800000 | 86797750 |
| US Treasury Bonds 3.625% 8/15/2043  | 2.06 to 3.81 | 65327400 | 55117442 |
| US Treasury Bonds 3.75% 11/15/2043  | 3.59 | 1969500 | 1687538 |
| US Treasury Bonds 3.875% 2/15/2043  | 4.12 to 4.28 | 54200000 | 47607078 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.01 to 4.09 | 57550000 | 50395534 |
| US Treasury Bonds 4% 11/15/2042  | 3.74 to 4.13 | 245800000 | 220096618 |
| US Treasury Bonds 4% 11/15/2052  | 3.60 to 3.97 | 310100000 | 265389878 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.13 to 4.60 | 281250000 | 252740478 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.70 to 5.03 | 119400000 | 104395711 |
| US Treasury Bonds 4.25% 11/15/2040  | 4.58 | 644300 | 605894 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.34 to 4.78 | 406859000 | 363391836 |
| US Treasury Bonds 4.25% 5/15/2039  | 4.57 | 6384200 | 6106138 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.13 to 4.48 | 290200000 | 259502281 |
| US Treasury Bonds 4.375% 11/15/2039  | 4.71 | 79500 | 76537 |
| US Treasury Bonds 4.375% 2/15/2038  | 3.00 | 20954900 | 20592282 |
| US Treasury Bonds 4.375% 5/15/2040  | 3.99 | 6354800 | 6102842 |
| US Treasury Bonds 4.375% 5/15/2041  | 3.51 | 6610300 | 6288823 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.90 to 5.23 | 185800000 | 173781063 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.78 | 105440000 | 98421650 |
| US Treasury Bonds 4.5% 2/15/2036 (e) | 2.16 to 2.94 | 20270200 | 20518035 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.50 to 4.90 | 57150000 | 54198739 |
| US Treasury Bonds 4.5% 5/15/2038  | 3.07 to 3.18 | 5410000 | 5388233 |
| US Treasury Bonds 4.5% 8/15/2039  | 4.57 | 4449500 | 4354079 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.86 | 41850000 | 40195617 |
| US Treasury Bonds 4.625% 2/15/2040  | 4.53 | 8282000 | 8190445 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.47 to 4.85 | 173660000 | 165650922 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.16 to 4.71 | 71850000 | 69172465 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.63 | 108100000 | 102825903 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.30 to 4.69 | 97000000 | 95101680 |
| US Treasury Bonds 4.75% 2/15/2041  | 4.50 | 4764800 | 4737812 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.91 | 107650000 | 104891469 |
| US Treasury Bonds 5% 5/15/2045  | 4.92 to 5.00 | 61400000 | 62023594 |
| US Treasury Bonds 6.25% 5/15/2030 (i) | 4.68 to 4.69 | 48578300 | 53500648 |
| US Treasury Notes 0.375% 1/31/2026  | 0.75 | 12600 | 12280 |
| US Treasury Notes 0.375% 7/31/2027  | 0.48 to 0.65 | 251926900 | 233672040 |
| US Treasury Notes 0.375% 9/30/2027  | 0.55 | 49873800 | 46022218 |
| US Treasury Notes 0.5% 10/31/2027  | 0.61 | 354566400 | 327156754 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 | 37166200 | 34319211 |
| US Treasury Notes 0.625% 12/31/2027  | 0.76 | 42643200 | 39263393 |
| US Treasury Notes 0.625% 5/15/2030  | 1.39 to 1.69 | 293611700 | 249753452 |
| US Treasury Notes 0.625% 8/15/2030  | 0.71 | 30689000 | 25862675 |
| US Treasury Notes 0.875% 9/30/2026  | 1.41 | 155613600 | 149285719 |
| US Treasury Notes 1.125% 10/31/2026  | 1.23 to 1.83 | 125566200 | 120587696 |
| US Treasury Notes 1.125% 2/28/2027  | 0.89 | 143363000 | 136575658 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 | 262029200 | 243451738 |
| US Treasury Notes 1.125% 8/31/2028  | 1.12 to 1.30 | 64237900 | 58880559 |
| US Treasury Notes 1.25% 11/30/2026  | 3.75 | 60243000 | 57854459 |
| US Treasury Notes 1.25% 12/31/2026  | 2.49 | 111103900 | 106486144 |
| US Treasury Notes 1.25% 5/31/2028  | 1.26 | 78200900 | 72454967 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 to 1.79 | 329982900 | 305092392 |
| US Treasury Notes 1.25% 8/15/2031  | 1.78 to 3.17 | 214724400 | 181341466 |
| US Treasury Notes 1.375% 12/31/2028  | 1.62 to 1.89 | 106426700 | 97550879 |
| US Treasury Notes 1.375% 8/31/2026  | 1.64 | 46589200 | 45080511 |
| US Treasury Notes 1.5% 1/31/2027  | 1.61 to 2.95 | 380445400 | 365405918 |
| US Treasury Notes 1.5% 11/30/2028  | 1.71 to 1.75 | 41895000 | 38643228 |
| US Treasury Notes 1.5% 2/15/2030  | 0.61 to 0.73 | 707689900 | 634018277 |
| US Treasury Notes 1.5% 8/15/2026  | 2.83 | 14498300 | 14062218 |
| US Treasury Notes 1.625% 11/30/2026  | 1.79 | 45784800 | 44218101 |
| US Treasury Notes 1.625% 2/15/2026  | 1.82 | 300 | 295 |
| US Treasury Notes 1.625% 5/15/2031  | 3.75 | 30670000 | 26721238 |
| US Treasury Notes 1.625% 8/15/2029  | 0.71 to 1.88 | 16548200 | 15109929 |
| US Treasury Notes 1.75% 1/31/2029  | 2.72 | 110873300 | 102787345 |
| US Treasury Notes 1.875% 2/28/2027  | 1.70 to 3.00 | 166928500 | 161118605 |
| US Treasury Notes 2% 11/15/2026  | 2.38 to 2.56 | 37465000 | 36403980 |
| US Treasury Notes 2.25% 11/15/2027  | 2.72 | 36348700 | 34970005 |
| US Treasury Notes 2.25% 2/15/2027  | 2.40 | 24750900 | 24057682 |
| US Treasury Notes 2.25% 8/15/2027  | 2.33 to 3.05 | 337064100 | 325464356 |
| US Treasury Notes 2.375% 5/15/2029  | 1.68 | 20543700 | 19395339 |
| US Treasury Notes 2.5% 3/31/2027  | 3.06 | 5000000 | 4874609 |
| US Treasury Notes 2.625% 2/15/2029  | 2.15 to 2.73 | 56726000 | 54244238 |
| US Treasury Notes 2.625% 5/31/2027  | 3.26 to 3.40 | 39800000 | 38820547 |
| US Treasury Notes 2.625% 7/31/2029  | 2.79 to 3.15 | 603100000 | 573251260 |
| US Treasury Notes 2.75% 2/15/2028  | 2.78 | 40000 | 38850 |
| US Treasury Notes 2.75% 4/30/2027  | 2.83 to 3.07 | 243000000 | 237788790 |
| US Treasury Notes 2.75% 5/31/2029  | 2.88 | 32300000 | 30915895 |
| US Treasury Notes 2.75% 7/31/2027  | 2.65 to 3.19 | 323600000 | 315977702 |
| US Treasury Notes 2.75% 8/15/2032  | 2.80 to 4.25 | 648086000 | 590391155 |
| US Treasury Notes 2.875% 4/30/2029  | 3.10 to 3.41 | 33500000 | 32246367 |
| US Treasury Notes 2.875% 5/15/2028  | 2.48 to 2.87 | 139624800 | 135779664 |
| US Treasury Notes 2.875% 5/15/2032  | 3.05 | 42500000 | 39192969 |
| US Treasury Notes 2.875% 8/15/2028  | 1.76 to 2.65 | 150635300 | 146086820 |
| US Treasury Notes 3.125% 11/15/2028  | 2.50 to 2.75 | 19870000 | 19380236 |
| US Treasury Notes 3.125% 8/31/2029  | 3.29 to 3.59 | 59600000 | 57725860 |
| US Treasury Notes 3.25% 6/30/2027  | 3.00 to 3.05 | 72000000 | 71097188 |
| US Treasury Notes 3.375% 5/15/2033  | 3.62 to 3.70 | 160450000 | 151042366 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 to 3.83 | 378750000 | 374607422 |
| US Treasury Notes 3.5% 1/31/2028  | 3.49 to 4.20 | 414100000 | 410250162 |
| US Treasury Notes 3.5% 1/31/2030  | 4.07 | 125900000 | 123455770 |
| US Treasury Notes 3.5% 2/15/2033  | 3.91 to 3.97 | 115200000 | 109705500 |
| US Treasury Notes 3.5% 4/30/2028  | 3.76 to 3.86 | 312800000 | 309658362 |
| US Treasury Notes 3.5% 9/30/2026  | 3.65 to 3.99 | 1101750000 | 1094003320 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 to 3.89 | 317990000 | 312524547 |
| US Treasury Notes 3.625% 3/31/2028  | 3.51 to 3.58 | 152800000 | 151845000 |
| US Treasury Notes 3.625% 3/31/2030  | 3.47 to 3.73 | 119300000 | 117496519 |
| US Treasury Notes 3.625% 5/31/2028  | 3.99 to 4.11 | 199900000 | 198525688 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 74150000 | 73257883 |
| US Treasury Notes 3.625% 9/30/2031  | 3.87 to 3.97 | 153460000 | 149269822 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 | 87800000 | 87371289 |
| US Treasury Notes 3.75% 12/31/2030  | 4.00 | 20950000 | 20646389 |
| US Treasury Notes 3.75% 4/15/2028  | 3.80 | 133810000 | 133381391 |
| US Treasury Notes 3.75% 5/15/2028  | 3.88 to 3.97 | 522820000 | 521268270 |
| US Treasury Notes 3.75% 5/31/2030  | 3.70 to 3.98 | 175600000 | 173768546 |
| US Treasury Notes 3.75% 6/30/2030  | 4.08 | 41700000 | 41250422 |
| US Treasury Notes 3.75% 8/31/2026  | 3.59 to 3.93 | 287350000 | 286182641 |
| US Treasury Notes 3.75% 8/31/2031  | 3.62 | 72350000 | 70917131 |
| US Treasury Notes 3.875% 10/15/2027  | 4.12 | 194800000 | 194746734 |
| US Treasury Notes 3.875% 11/30/2027  | 3.77 to 4.01 | 55100000 | 55095696 |
| US Treasury Notes 3.875% 11/30/2029  | 3.72 | 51600000 | 51438750 |
| US Treasury Notes 3.875% 12/31/2027  | 3.64 to 4.01 | 234000000 | 234027425 |
| US Treasury Notes 3.875% 12/31/2029  | 3.58 | 36600000 | 36477047 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 | 335500000 | 335683478 |
| US Treasury Notes 3.875% 3/31/2027  | 3.70 | 100000000 | 99886719 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 to 4.07 | 244540000 | 243565660 |
| US Treasury Notes 3.875% 5/31/2027  | 3.89 | 213200000 | 212991797 |
| US Treasury Notes 3.875% 8/15/2033  | 4.57 to 4.88 | 444400000 | 432283158 |
| US Treasury Notes 3.875% 8/15/2034  | 3.92 to 4.28 | 252340000 | 243051693 |
| US Treasury Notes 3.875% 9/30/2029  | 3.79 to 3.97 | 73200000 | 73008422 |
| US Treasury Notes 4% 1/15/2027  | 4.22 | 67450000 | 67457904 |
| US Treasury Notes 4% 1/31/2029  | 3.87 | 202100000 | 202723668 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.28 | 117950000 | 117659732 |
| US Treasury Notes 4% 10/31/2029  | 3.58 to 4.14 | 138800000 | 139119891 |
| US Treasury Notes 4% 12/15/2027  | 4.22 to 4.48 | 238000000 | 238775999 |
| US Treasury Notes 4% 2/15/2034  | 4.19 to 4.69 | 242150000 | 236597576 |
| US Treasury Notes 4% 2/28/2030  | 3.55 to 4.10 | 140000000 | 140300782 |
| US Treasury Notes 4% 2/29/2028  | 3.65 | 111400000 | 111765531 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 166150000 | 166435570 |
| US Treasury Notes 4% 4/30/2032  | 4.00 to 4.16 | 229780000 | 227518103 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 239150000 | 239617089 |
| US Treasury Notes 4% 6/30/2028  | 4.24 | 54700000 | 54913672 |
| US Treasury Notes 4% 7/31/2029  | 3.63 | 85400000 | 85625396 |
| US Treasury Notes 4% 7/31/2030  | 4.14 | 35300000 | 35308274 |
| US Treasury Notes 4.125% 1/31/2027  | 4.20 | 388700000 | 389580646 |
| US Treasury Notes 4.125% 10/31/2026  | 4.16 | 393600000 | 394061252 |
| US Treasury Notes 4.125% 10/31/2027  | 3.66 to 4.27 | 396200000 | 398351243 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 | 23150000 | 23317295 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.22 | 180620000 | 180605890 |
| US Treasury Notes 4.125% 11/15/2027  | 4.11 | 171400000 | 172350735 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 | 79800000 | 80401617 |
| US Treasury Notes 4.125% 11/30/2031  | 4.32 | 67050000 | 67013332 |
| US Treasury Notes 4.125% 2/29/2032  | 4.10 to 4.21 | 186500000 | 186179453 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 to 4.33 | 131700000 | 132687750 |
| US Treasury Notes 4.125% 3/31/2031  | 4.33 | 21850000 | 21912307 |
| US Treasury Notes 4.125% 3/31/2032  | 3.88 | 100000000 | 99796875 |
| US Treasury Notes 4.125% 7/31/2028  | 4.18 | 52950000 | 53345057 |
| US Treasury Notes 4.125% 7/31/2031  | 3.81 to 3.96 | 319950000 | 320356688 |
| US Treasury Notes 4.125% 8/31/2030  | 4.20 to 4.63 | 258800000 | 260275967 |
| US Treasury Notes 4.125% 9/30/2027  | 3.89 to 4.39 | 282400000 | 283955406 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 to 4.28 | 418350000 | 422173978 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 141900000 | 143651578 |
| US Treasury Notes 4.25% 11/15/2034  | 4.19 to 4.58 | 308630000 | 305591923 |
| US Treasury Notes 4.25% 11/30/2026  | 4.24 | 80000000 | 80271875 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 | 125150000 | 125624201 |
| US Treasury Notes 4.25% 2/15/2028  | 3.96 | 176150000 | 177845109 |
| US Treasury Notes 4.25% 2/28/2029  | 4.13 to 4.24 | 204400000 | 206803296 |
| US Treasury Notes 4.25% 2/28/2031  | 4.15 to 4.27 | 304850000 | 307886593 |
| US Treasury Notes 4.25% 5/15/2035  | 4.39 | 153600000 | 151872000 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 227100000 | 230045203 |
| US Treasury Notes 4.375% 11/30/2028  | 3.92 to 4.29 | 247600000 | 251420391 |
| US Treasury Notes 4.375% 11/30/2030  | 3.81 to 4.36 | 240500000 | 244530253 |
| US Treasury Notes 4.375% 12/15/2026  | 3.98 | 29250000 | 29407676 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 27450000 | 27930375 |
| US Treasury Notes 4.375% 5/15/2034  | 4.37 to 4.49 | 126050000 | 126404516 |
| US Treasury Notes 4.5% 11/15/2033  | 3.95 to 4.34 | 395900000 | 401807572 |
| US Treasury Notes 4.5% 12/31/2031  | 4.49 | 30700000 | 31327191 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 78350000 | 80008817 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.31 | 410530000 | 418106619 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 31000000 | 31785898 |
| US Treasury Notes 4.625% 4/30/2031  | 4.70 | 58900000 | 60588774 |
| US Treasury Notes 4.625% 5/31/2031  | 4.37 to 4.49 | 160200000 | 164761945 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 | 181900000 | 186085121 |
| US Treasury Notes 4.75% 2/15/2045  | 4.52 to 4.87 | 221150000 | 215863133 |
| US Treasury Notes 4.875% 10/31/2028  | 4.52 to 4.82 | 191946000 | 197906824 |
| US Treasury Notes 4.875% 10/31/2030  | 4.89 | 123100000 | 128153832 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $30,696,202,750) |  |  | **29041896612** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 4.32 | 839467749 | 839635643 |
| Fidelity Securities Lending Cash Central Fund (j)(k) | 4.32 | 254679850 | 254705317 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,094,340,960) |  |  | **1094340960** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.5%**<br> (Cost $69,888,304,071)<br>| <br>**64391912405** |
| **NET OTHER ASSETS (LIABILITIES) - (2.5)%**  | **(1529316148)** |
| **NET ASSETS - 100.0%** | **62862596257** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 6/1/2055 | (2850000) | (2536759) |
| Ginnie Mae II Pool 5.5% 6/1/2055 | (89875000) | (89258601) |
| Ginnie Mae II Pool 6% 6/1/2055 | (53700000) | (54221577) |
| Ginnie Mae II Pool 6.5% 6/1/2055 | (20875000) | (21321385) |
| Uniform Mortgage Backed Securities 2% 6/1/2055 | (72625000) | (56451747) |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 | (34150000) | (27830911) |
| Uniform Mortgage Backed Securities 5% 6/1/2055 | (79150000) | (76636346) |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 | (27375000) | (27109824) |
| Uniform Mortgage Backed Securities 6% 6/1/2055 | (19300000) | (19493755) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (374860905) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $375,953,453) |  | <br> **(374860905)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $90,180,115 or 0.1% of net assets.

(e) Security or a portion of the security is on loan at period end.

(f) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(g) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(h) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(i) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $1,997,699.

(j) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(k) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 301450832 | 7944844690 | 7406659879 | 8225781 | - | - | 839635643 | 839467749 | 1.5% |
| Fidelity Securities Lending Cash Central Fund | 117745288 | 6831850541 | 6694890512 | 1249170 | - | - | 254705317 | 254679850 | 0.8% |
| Total | 419196120 | 14776695231 | 14101550391 | 9474951 | - | - | 1094340960 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Notes, Foreign Government and Government Agency Obligations, Municipal Securities, Non-Convertible Corporate Bonds and U.S. Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity U.S. Bond Index Fund

- **b. EDGAR series identifier (if any):** S000017676

- **c. LEI of Series:** 5VUJ0DJSDOFYE2WQN531

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $64234088467.97

**Total Liabilities:** $1594930645.74

**Net Assets:** $62639157822.23

**Delayed Delivery Securities:** $668123707.87

**Cash Not Reported:** $88204027.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 823144.84747665 | **1-Year:** 5639313.25721356 | **5-Year:** 11868688.44556150 | **10-Year:** 12922226.53037450 | **30-Year:** 5835412.29478751

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

- **3-Month:** 15.95972080 | **1-Year:** 0.00000000 | **5-Year:** 3.98993020 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000100043 | 0.01%                | 0.39%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16508857.49            | $-165451561.73                             |
| Month 2  | $-12343439.96            | $63338069.76                               |
| Month 3  | $-37988915.24            | $-595781527.40                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2055#BV1457                                                                  | CUSIP: 3140METP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1262726 | PA      | $1250863.02    | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AY2719                                                                    | CUSIP: 3138YGAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     622270 | PA      | $606533.50     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.8% 05/01/2030                                                               | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1834568.76    | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 8/36 #892925                                                                           | CUSIP: 31410PA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        857 | PA      | $896.75        | 0.00%             | 2036-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 05/15/2043#AC7638                                                                  | CUSIP: 36179HPX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     224838 | PA      | $207557.78     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032                                                        | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9260000 | PA      | $8955597.59    | 0.01%             | 2032-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DA0560                                                                  | CUSIP: 3140A0TS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     420260 | PA      | $416705.77     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2113974.72    | 0.00%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AI0253                                                                      | CUSIP: 3138ADH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23225 | PA      | $23099.52      | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                  | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251158 | PA      | $240342.80     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/38 #967501                                                                           | CUSIP: 31414JKN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11693 | PA      | $12020.06      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 08/01/44#Q27903                                                                    | CUSIP: 3132M8NU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59728 | PA      | $56400.86      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2045#Q31934                                                                    | CUSIP: 3132QNEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59944 | PA      | $56391.34      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 04/01/2040#RB5044                                                                    | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     563515 | PA      | $512106.41     | 0.00%             | 2040-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6191                                                                    | CUSIP: 3133KM2Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35970778 | PA      | $28113260.44   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2048#                                                                        | CUSIP: 3140HLZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164629 | PA      | $148442.28     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BD1884                                                                  | CUSIP: 3140F9CW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201758 | PA      | $193414.62     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2030#J31379                                                                  | CUSIP: 31307MQ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     202261 | PA      | $199290.56     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/36 #896541                                                                           | CUSIP: 31410TBJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     318881 | PA      | $333267.61     | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BA4818                                                                  | CUSIP: 3140E9K88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4276 | PA      | $4110.88       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BA1527                                                                    | CUSIP: 3140E5VV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100836 | PA      | $88359.91      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 11/39 #004578                                                                       | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1287 | PA      | $1296.12       | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 11/38 #G04951                                                                          | CUSIP: 3128M6ZQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39217 | PA      | $39476.23      | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/41 #748314                                                                          | CUSIP: 3620C4K33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40203 | PA      | $38447.32      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2045#Q30543                                                                  | CUSIP: 3132QLS95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     451477 | PA      | $415365.12     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 07/20/2052#MA8152                                                                      | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     269527 | PA      | $262203.93     | 0.00%             | 2052-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BA6914                                                                         | CUSIP: 3140EBVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223369 | PA      | $208950.86     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.3% 09/09/2026                                                       | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3859957.35    | 0.01%             | 2026-09-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.8% 11/01/2046                                                                          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4544000 | PA      | $3427125.33    | 0.01%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.15% 12/01/2044                                                         | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1137059.74    | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                  | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38799008 | PA      | $31978604.14   | 0.05%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    8833000 | PA      | $8885900.84    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2049#FM7972                                                                    | CUSIP: 3140XB2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55271 | PA      | $51461.10      | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2044#AS2046                                                                    | CUSIP: 3138WBHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20828 | PA      | $20854.96      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2049#ZA6548                                                                    | CUSIP: 31329QHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98947 | PA      | $91941.81      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    9183000 | PA      | $8877845.97    | 0.01%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA6628                                                                  | CUSIP: 3140EBLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18239 | PA      | $17570.78      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                            | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7581000 | PA      | $6850527.14    | 0.01%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 11/45#AS6131                                                                            | CUSIP: 3138WFY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2637832 | PA      | $2396612.47    | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2029#AV5751                                                                  | CUSIP: 3138XHL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17991 | PA      | $17719.98      | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BC8145                                                                    | CUSIP: 3140F4BP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199816 | PA      | $174843.39     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AK2554                                                                      | CUSIP: 3138E6ZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        611 | PA      | $602.79        | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#BM1066                                                                    | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5180 | PA      | $4846.10       | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW5093                                                                  | CUSIP: 3138XUUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133317 | PA      | $130207.57     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/41 #AL0574                                                                           | CUSIP: 3138EGT87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35827 | PA      | $36879.49      | 0.00%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3195                                                                  | CUSIP: 3138X2RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27425 | PA      | $24467.26      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 04/20/2044#MA2636                                                                    | CUSIP: 36179Q4V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23873 | PA      | $19101.96      | 0.00%             | 2044-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2036#CB1735                                                                  | CUSIP: 3140QL4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     431449 | PA      | $415069.17     | 0.00%             | 2036-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.8% 07/15/2048                                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $5805577.92    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4948312.98    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#BT9772                                                                    | CUSIP: 3140LY2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117561 | PA      | $106235.22     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 03/01/2040#RB5038                                                                    | CUSIP: 3133KYS34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3042865 | PA      | $2765268.71    | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#Q21596                                                                  | CUSIP: 3132JNXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     265018 | PA      | $236040.83     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AT9323                                                                  | CUSIP: 3138WXLD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9956 | PA      | $8941.82       | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2033#ZT1566                                                                  | CUSIP: 3132ADW38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     375524 | PA      | $364553.18     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2043#AS0574                                                                  | CUSIP: 3138W9T83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7113 | PA      | $7130.52       | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2042#G07264                                                                  | CUSIP: 3128M9MM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185551 | PA      | $171587.51     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2030#AZ2219                                                                    | CUSIP: 3138YTPD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378156 | PA      | $367754.98     | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #719736                                                                          | CUSIP: 3620A5SZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7307 | PA      | $7577.08       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 06/01/2040#                                                                        | CUSIP: 3133KYTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5292658 | PA      | $4682474.48    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 5.5% 06/15/2033                                                                | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3129813.75    | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1995430 | PA      | $1784705.50    | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/44#AS2350                                                                    | CUSIP: 3138WBTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18812 | PA      | $18276.12      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#BW6148                                                                  | CUSIP: 3140MXZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4932275 | PA      | $4671524.88    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 05/20/2045#MA2825                                                                    | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2235192 | PA      | $1998352.63    | 0.00%             | 2045-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.744%/VAR 02/12/2036                                                 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12060000 | PA      | $11991319.63   | 0.02%             | 2036-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/46#MA3374                                                                         | CUSIP: 36179RXB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32619 | PA      | $28152.45      | 0.00%             | 2046-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2032#BH1267                                                                    | CUSIP: 3140GPMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300159 | PA      | $289985.32     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 03/20/2052#                                                                          | CUSIP: 36179WY77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     339561 | PA      | $260475.15     | 0.00%             | 2052-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AZ7217                                                                    | CUSIP: 3140E0AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72625 | PA      | $68072.98      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2033#ZS8693                                                                    | CUSIP: 3132A9US4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57160 | PA      | $55089.33      | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 4/27 #AO0800                                                                      | CUSIP: 3138LQ3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47097 | PA      | $46417.83      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/42 #AK9019                                                                           | CUSIP: 3138EEAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113907 | PA      | $108372.36     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#BY6777                                                                    | CUSIP: 3140NPQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1410818 | PA      | $1427745.38    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH9957                                                                    | CUSIP: 3140H0B35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193688 | PA      | $186788.12     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2043#MA1223                                                                    | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155817 | PA      | $140591.91     | 0.00%             | 2043-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2048#BM2006                                                                    | CUSIP: 3140J6GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6327001 | PA      | $5902786.35    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2032#AS8610                                                                    | CUSIP: 3138WJR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674983 | PA      | $653090.00     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2048#Q54056                                                                  | CUSIP: 3132XWQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137778 | PA      | $132173.73     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.7% 11/01/2026                                                                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5127373.66    | 0.01%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2026#AJ5934                                                                  | CUSIP: 3138AXSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54592 | PA      | $54067.67      | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/40 #AD5827                                                                           | CUSIP: 31418TPM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9043 | PA      | $8875.39       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050                                                    | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5346000 | PA      | $3301517.62    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/35 #735484                                                                           | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3988 | PA      | $4010.44       | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AS0301                                                                  | CUSIP: 3138W9KP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117192 | PA      | $104561.47     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2045#AY3886                                                                  | CUSIP: 3138YHJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        978 | PA      | $946.36        | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#QN8711                                                                  | CUSIP: 3133GFVC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2316476 | PA      | $2034434.17    | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/45#BA4246                                                                       | CUSIP: 3140E8WG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117745 | PA      | $106977.92     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055                                                           | CUSIP: 29366WAG1<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1353658.05    | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8508                                                                    | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     536829 | PA      | $489473.39     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $961412.25     | 0.00%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 06/01/2041                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7559000 | PA      | $5783571.26    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2033#BN0360                                                                    | CUSIP: 3140JGMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27485 | PA      | $26294.06      | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD1658                                                                  | CUSIP: 3132DNZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     461726 | PA      | $377962.71     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #732823                                                                           | CUSIP: 3620ALD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36853 | PA      | $36196.84      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AT6164                                                                  | CUSIP: 3138WTZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24407 | PA      | $23791.07      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2047#CA0623                                                                  | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217044 | PA      | $208079.44     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 06/15/2035                                                            | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1010728.88    | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.45% 03/15/2044                                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $5349791.17    | 0.01%             | 2044-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2041#AB3394                                                                  | CUSIP: 31416YXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46645 | PA      | $45787.09      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 1/41 #734151                                                                           | CUSIP: 3620AMTG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     887576 | PA      | $851324.38     | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU2095                                                                  | CUSIP: 3138X1KH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33542 | PA      | $29779.51      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AX7253                                                                  | CUSIP: 3138Y9BX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52876 | PA      | $51270.18      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.75% 07/01/2053                                                                    | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4623000 | PA      | $4394389.92    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.85% 05/15/2055                                                          | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4083771.90    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #773113                                                                           | CUSIP: 36176QVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7125 | PA      | $6859.69       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2042#G07155                                                                    | CUSIP: 3128M9H88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165465 | PA      | $157176.70     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                  | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21901809 | PA      | $19084467.91   | 0.03%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 4.8% 02/01/2033                                                             | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1931585.02    | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR4994                                                                  | CUSIP: 3138W2RQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101972 | PA      | $93616.97      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                        | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72000000 | PA      | $71097187.68   | 0.11%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2029#FM1301                                                                  | CUSIP: 3140X4NT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205189 | PA      | $200913.00     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.1% 03/01/2047                                                              | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4496000 | PA      | $3528475.41    | 0.01%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/32 #651902                                                                           | CUSIP: 31390PGK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5813 | PA      | $6037.52       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#ZN3190                                                                  | CUSIP: 3131Y9RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13982 | PA      | $13378.21      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BA1620                                                                    | CUSIP: 3140E5YS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149914 | PA      | $145742.20     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2049#MA3836                                                                    | CUSIP: 31418DHN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489972 | PA      | $454516.87     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 8/40 #721746                                                                           | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7241 | PA      | $6955.51       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/32#G18670                                                                         | CUSIP: 3128MMW82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     654697 | PA      | $632303.46     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2048#ZM7809                                                                  | CUSIP: 3131Y2VA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177019 | PA      | $160388.93     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE3886                                                                          | CUSIP: 31419EJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149423 | PA      | $146862.29     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT4843                                                                  | CUSIP: 3138WSLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281433 | PA      | $254120.97     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 6% 05/01/2055                                                                          | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3022114.57    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#MA5552                                                                    | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81028615 | PA      | $78474276.96   | 0.13%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/2033#310100                                                                  | CUSIP: 31374CNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152875 | PA      | $153685.93     | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#MA3331                                                                    | CUSIP: 31418CVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1213996 | PA      | $1056581.70    | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/41 #744592                                                                           | CUSIP: 3620C0F94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23898 | PA      | $23431.77      | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2035#SB8058                                                                  | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18962808 | PA      | $17656117.16   | 0.03%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#Q52666                                                                  | CUSIP: 3132XU6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     149631 | PA      | $143543.92     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 08/15/2044                                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72478200 | PA      | $55932785.91   | 0.09%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#FM3749                                                                  | CUSIP: 3140X7EX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432479 | PA      | $402677.70     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2034#CA3431                                                                  | CUSIP: 3140QAY53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151806 | PA      | $146896.52     | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.8% 04/05/2026                                                                 | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10366000 | PA      | $10389027.24   | 0.02%             | 2026-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8518386.30    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2052#BV7370                                                                    | CUSIP: 3140MMFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     801244 | PA      | $738570.16     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2041#ZL1693                                                                  | CUSIP: 3131XG3A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4347979 | PA      | $4270884.76    | 0.01%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2036#                                                                        | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10929175 | PA      | $10292189.00   | 0.02%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 03/01/2034#ZT1800                                                                    | CUSIP: 3132AD7M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14766 | PA      | $14452.53      | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2043#MA1641                                                                  | CUSIP: 31418AZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7426 | PA      | $6829.59       | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2043#AD4497                                                                  | CUSIP: 36180F7J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5921 | PA      | $5353.77       | 0.00%             | 2043-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025                                                  | CUSIP: 3137BN6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5017644 | PA      | $4970913.83    | 0.01%             | 2025-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 3.25% 10/01/2026                                                                      | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3645079.41    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 08/20/2051#MA7532                                                                    | CUSIP: 36179WLM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     359020 | PA      | $275850.41     | 0.00%             | 2051-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/45#Q34930                                                                    | CUSIP: 3132QRPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7441 | PA      | $6543.11       | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2049#CA3788                                                                    | CUSIP: 3140QBF60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     813673 | PA      | $703590.55     | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#G08816                                                                  | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     689334 | PA      | $622382.33     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2046#BE4143                                                                    | CUSIP: 3140FPS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62156 | PA      | $58046.70      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 1.375% 09/14/2030                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   14582000 | PA      | $12553430.03   | 0.02%             | 2030-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT8854                                                                  | CUSIP: 3138WWZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156679 | PA      | $152887.64     | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2049#SD8029                                                                  | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21402990 | PA      | $17700794.65   | 0.03%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2049#MA6156                                                                    | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     596058 | PA      | $572896.47     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/41 #AI8815                                                                           | CUSIP: 3138ANYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338908 | PA      | $333186.59     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 6.2% 01/15/2038                                                         | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6986000 | PA      | $7448184.33    | 0.01%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BE4369                                                                  | CUSIP: 3140FP2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9140 | PA      | $8754.25       | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2030#AZ5973                                                                  | CUSIP: 3138YXT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5196 | PA      | $5109.81       | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2043#AV2918                                                                  | CUSIP: 3138XEG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39717 | PA      | $38891.11      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#CB1562                                                                    | CUSIP: 3140QLWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1476153 | PA      | $1269754.27    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 4.7% 05/15/2030                                                                        | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988909.34    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BE2860                                                                  | CUSIP: 3140FNFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43638 | PA      | $41776.78      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8543000 | PA      | $8112614.25    | 0.01%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/36 #745418                                                                           | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50654 | PA      | $52069.64      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#CA4142                                                                    | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11330697 | PA      | $9829623.44    | 0.02%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#AS6295                                                                    | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6875 | PA      | $6675.20       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2029#AX3560                                                                  | CUSIP: 3138Y45W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11145 | PA      | $10862.96      | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AX1981                                                                  | CUSIP: 3138Y3FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     417470 | PA      | $404557.92     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  173660000 | PA      | $165650922.36  | 0.26%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2040#AD4482                                                                  | CUSIP: 31418R6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12567 | PA      | $12630.57      | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2052#MA4733                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23171018 | PA      | $21937008.53   | 0.04%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#BX1473                                                                    | CUSIP: 3140N5T79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65633 | PA      | $63984.39      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #696983                                                                           | CUSIP: 36296PJ44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3078 | PA      | $3025.09       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN1067                                                                  | CUSIP: 3140JHFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25465 | PA      | $24349.56      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BD1027                                                                  | CUSIP: 3140F8D95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48685 | PA      | $46567.21      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2850000 | PA      | $2535756.44    | 0.00%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#Q57414                                                                    | CUSIP: 3132Y1GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22160 | PA      | $20659.19      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3095229.50    | 0.00%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2042#AQ8385                                                                    | CUSIP: 3138MQJ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295836 | PA      | $279724.56     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.4% 05/01/2035                                                                          | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1817770.19    | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.311%/VAR 04/22/2042                                                 | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $11328742.10   | 0.02%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2044#AW8749                                                                  | CUSIP: 3138XYWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30136 | PA      | $29220.52      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 1/42 #553471                                                                           | CUSIP: 36213F2C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73520 | PA      | $68042.53      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ5483                                                                  | CUSIP: 3138MMCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79664 | PA      | $73232.85      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#BN4334                                                                  | CUSIP: 3140JLY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274541 | PA      | $262429.09     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#RA7380                                                                  | CUSIP: 3133KPFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35841 | PA      | $32025.64      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.75% 04/15/2027                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6689000 | PA      | $6602684.88    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.567% 03/06/2045                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5282000 | PA      | $3951898.64    | 0.01%             | 2045-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.75% 02/12/2030                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3302788.13    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.15% 08/22/2027                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8309000 | PA      | $8140475.03    | 0.01%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2054#DB4897                                                                  | CUSIP: 3140AENP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1345376 | PA      | $1269731.66    | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.5% 12/01/2054                                                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3546952.03    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 8.125% 08/16/2030                                                           | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2304056.46    | 0.00%             | 2030-08-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2029#AX1252                                                                  | CUSIP: 3138Y2MA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65496 | PA      | $63948.57      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2043#AB9750                                                                  | CUSIP: 31417GZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96213 | PA      | $86649.00      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 11/20/2044#MA2374                                                                    | CUSIP: 36179QT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     272180 | PA      | $274063.55     | 0.00%             | 2044-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 11/40 #004853                                                                       | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1783482 | PA      | $1709799.05    | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2051#QD2618                                                                    | CUSIP: 3133AY4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61747 | PA      | $52611.62      | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#MA2724                                                                  | CUSIP: 31418CA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7354 | PA      | $7082.64       | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2032#BE7426                                                                  | CUSIP: 3140FTHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129567 | PA      | $123710.99     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2132284.21    | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2036#CB0080                                                                    | CUSIP: 3140QKCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     468307 | PA      | $426264.02     | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 10/15/2042#AB9112                                                                  | CUSIP: 36178WDR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20705 | PA      | $19207.40      | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR8852                                                                  | CUSIP: 3140L7ZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5246934 | PA      | $4308189.05    | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2044#G08573                                                                  | CUSIP: 3128MJT75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3937435 | PA      | $3725966.46    | 0.01%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2052#QD8601                                                                  | CUSIP: 3133B6RW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     851670 | PA      | $755956.11     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.6% 06/18/2031                                                          | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4237338.17    | 0.01%             | 2031-06-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2043#614325                                                                  | CUSIP: 36290QPJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     180493 | PA      | $161648.50     | 0.00%             | 2043-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/47#MA4194                                                                         | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     947377 | PA      | $813724.42     | 0.00%             | 2047-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.1% 02/25/2032                                                                     | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   11503000 | PA      | $9802552.46    | 0.02%             | 2032-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#FM1598                                                                    | CUSIP: 3140X4X43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     927650 | PA      | $861974.16     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  380445400 | PA      | $365405917.78  | 0.58%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 6.25% 06/15/2037                                                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    6633000 | PA      | $7200628.73    | 0.01%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     795000 | PA      | $694283.10     | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 6/42 #AB5376                                                                           | CUSIP: 31417B6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203590 | PA      | $188462.45     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/52#MA4805                                                                       | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11984506 | PA      | $11346252.38   | 0.02%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2038#986767                                                                  | CUSIP: 31415RFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10509 | PA      | $10816.39      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                      | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9570000 | PA      | $9517989.54    | 0.02%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BJ7556                                                                    | CUSIP: 3140H9ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150640 | PA      | $140116.29     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#QJ7221                                                                  | CUSIP: 3133CYAW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1652403 | PA      | $1639460.59    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.25% 07/15/2032                                                                      | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    6116000 | PA      | $6865416.90    | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2030#MA2340                                                                  | CUSIP: 31418BS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16289 | PA      | $16025.02      | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 4% 10/17/2049                                                                   | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    9200000 | PA      | $6533681.39    | 0.01%             | 2049-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AP7148                                                                          | CUSIP: 3138MA5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112396 | PA      | $104086.44     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/40 #737824                                                                          | CUSIP: 3620ARVR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29384 | PA      | $28252.41      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2033#ZT0718                                                                    | CUSIP: 3132ACYP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72138 | PA      | $70743.82      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 5% 03/15/2034                                                              | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3102752.80    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54200000 | PA      | $47607078.40   | 0.08%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AV9684                                                                  | CUSIP: 3138XMXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92389 | PA      | $89629.62      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2037#BW1356                                                                    | CUSIP: 3140MSQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315379 | PA      | $306228.91     | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#DB3356                                                                  | CUSIP: 3140ACWS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290632 | PA      | $288019.64     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.098%/VAR 05/13/2031                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7400000 | PA      | $7477915.56    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AP9736                                                                          | CUSIP: 3138MDZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     610840 | PA      | $564391.18     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/34 #725206                                                                           | CUSIP: 31402CU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543689 | PA      | $556691.25     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#BA2992                                                                    | CUSIP: 3140E7KE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25560 | PA      | $23910.54      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/35 #256022                                                                          | CUSIP: 31371MLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170005 | PA      | $174657.63     | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9573413.34    | 0.02%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#QO0949                                                                    | CUSIP: 3133WKBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     424462 | PA      | $412325.70     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AU4920                                                                  | CUSIP: 3138X4PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43722 | PA      | $38798.35      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 07/42 #AO8021                                                                           | CUSIP: 3138LY4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180487 | PA      | $167108.95     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/40 #AC8563                                                                           | CUSIP: 31417VQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1983 | PA      | $1896.26       | 0.00%             | 2040-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#AZ9497                                                                  | CUSIP: 3140E2RT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97523 | PA      | $93802.56      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT8037                                                                  | CUSIP: 3138WV4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70556 | PA      | $62628.77      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 2/33 #003346                                                                         | CUSIP: 36202DWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97231 | PA      | $99102.55      | 0.00%             | 2033-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#CA5617                                                                    | CUSIP: 3140QDG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     823739 | PA      | $709205.30     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AE1428                                                                           | CUSIP: 31419BSS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7579 | PA      | $7447.30       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.05% 05/03/2047                                                                    | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $6916100.37    | 0.01%             | 2047-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BV2080                                                                    | CUSIP: 3140MFJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1234979 | PA      | $1061143.80    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.3% 12/01/2049                                                    | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $3774926.11    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 05/01/2027#AB5066                                                                  | CUSIP: 31417BTY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24545 | PA      | $24190.84      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS7062                                                                    | CUSIP: 3140XNZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5124297 | PA      | $4366171.21    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE2827                                                                    | CUSIP: 3140FND92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25203 | PA      | $22052.84      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 03/15/2051                                                                      | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $2810129.73    | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9557                                                                  | CUSIP: 36184HTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134897 | PA      | $119782.25     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2032#J37534                                                                  | CUSIP: 31307ULP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110134 | PA      | $104956.66     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2048#MA5332                                                                      | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2446565 | PA      | $2414305.05    | 0.00%             | 2048-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037                                                   | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2140764.52    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AK9784                                                                           | CUSIP: 3138EE2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     480121 | PA      | $445104.44     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.35% 12/01/2026                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2339227.82    | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#AX3616                                                                    | CUSIP: 3138Y5AS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64788 | PA      | $59327.98      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2029                                                                       | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73200000 | PA      | $73008421.69   | 0.12%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.65% 02/01/2028                                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8216000 | PA      | $7646276.68    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.1% 05/19/2046                                                                        | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $4031942.10    | 0.01%             | 2046-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#G08837                                                                  | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1886978 | PA      | $1808451.27    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#QD8702                                                                    | CUSIP: 3133B6U32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4544366 | PA      | $3568728.44    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2049#ZN3197                                                                  | CUSIP: 3131Y9RS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160167 | PA      | $143868.63     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8482                                                                    | CUSIP: 3138WJM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360851 | PA      | $315752.37     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BK5254                                                                    | CUSIP: 3140HJZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334164 | PA      | $311132.09     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.808% 06/03/2030                                                           | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $16014891.68   | 0.03%             | 2030-06-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 11/35 #888343                                                                          | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89210 | PA      | $89730.48      | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2050#FM4830                                                                    | CUSIP: 3140X8LL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285901 | PA      | $246417.22     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2047#G08783                                                                    | CUSIP: 3128MJ2R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1214736 | PA      | $1060521.93    | 0.00%             | 2047-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 4% 06/01/2044                                                      | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3089304.15    | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38362426 | PA      | $28350918.56   | 0.05%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2046#BA1667                                                                    | CUSIP: 3140E5Z98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135689 | PA      | $119070.03     | 0.00%             | 2046-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2027#ZK4025                                                                    | CUSIP: 3131X7PJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16526 | PA      | $16287.21      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 5.875% 05/06/2028 144A                                          | CUSIP: 38152BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2740196.20    | 0.00%             | 2028-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2033#BK7417                                                                    | CUSIP: 3140HMG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104714 | PA      | $100595.13     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 5/41 #765881                                                                           | CUSIP: 36176GUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11716 | PA      | $11493.38      | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QE9200                                                                    | CUSIP: 3133BKGH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1992515 | PA      | $1837282.89    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/38 #988714                                                                          | CUSIP: 31415TK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        683 | PA      | $716.77        | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 7/36 #003879                                                                           | CUSIP: 36202EJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72425 | PA      | $75060.99      | 0.00%             | 2036-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2033#CA3273                                                                  | CUSIP: 3140QAT75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145801 | PA      | $138839.74     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 6% 05/16/2054                                                                    | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5063044.69    | 0.01%             | 2054-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FIN II LLC 3.95% 04/15/2045 144A                                                         | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $763710.35     | 0.00%             | 2045-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  247600000 | PA      | $251420391.24  | 0.40%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2046#MA3376                                                                    | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3358608 | PA      | $3046845.06    | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BE5651                                                                    | CUSIP: 3140FRH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2615689 | PA      | $2288783.80    | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2033#BK7972                                                                  | CUSIP: 3140HM2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8223 | PA      | $7982.89       | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.1% 11/15/2032                                                                          | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $12857293.62   | 0.02%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8737000 | PA      | $8626892.57    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1020000 | PA      | $953188.42     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1337100.05    | 0.00%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 06/01/2036#RC2045                                                                    | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14236 | PA      | $12872.97      | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58889                                                                    | CUSIP: 3132Y22X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     596275 | PA      | $555529.55     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.5% 03/15/2050                                                                         | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $829382.86     | 0.00%             | 2050-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#FM3908                                                                    | CUSIP: 3140X7KW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5874 | PA      | $5448.85       | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/42#AQ8681                                                                         | CUSIP: 3138MQUF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5414922 | PA      | $4856589.78    | 0.01%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.5% 09/15/2054                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4318269.33    | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033                                                     | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    7700000 | PA      | $7464429.51    | 0.01%             | 2033-07-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/49#MA5876                                                                           | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     305474 | PA      | $283177.02     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#CA3225                                                                  | CUSIP: 3140QASP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168418 | PA      | $161092.99     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2050#MA6655                                                                    | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   60991620 | PA      | $51215309.55   | 0.08%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3% 03/15/2032                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   13862000 | PA      | $12467465.20   | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2045#MA2896                                                                    | CUSIP: 36179RGD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114091 | PA      | $117121.29     | 0.00%             | 2045-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2047#Q45744                                                                  | CUSIP: 3132WKL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110083 | PA      | $99941.81      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC7048                                                                  | CUSIP: 3140AUZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1194442 | PA      | $1128030.40    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 1/38 #676389                                                                           | CUSIP: 36295PNE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29731 | PA      | $30298.27      | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2043#AT9302                                                                  | CUSIP: 3138WXKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72210 | PA      | $66469.97      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#CA8108                                                                    | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16898666 | PA      | $13260100.84   | 0.02%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AS4176                                                                  | CUSIP: 3138WDUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96794 | PA      | $93854.91      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/45#Q33901                                                                    | CUSIP: 3132QQKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55822 | PA      | $49083.96      | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.7% 01/15/2030                                                               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $7721519.15    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#MA2559                                                                    | CUSIP: 31418BZZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96198 | PA      | $84415.63      | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.7% 10/15/2049                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3408417.57    | 0.01%             | 2049-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/38 #983283                                                                           | CUSIP: 31415LJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14277 | PA      | $14351.79      | 0.00%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/31#MA2498                                                                       | CUSIP: 31418BX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13909 | PA      | $13505.12      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79800000 | PA      | $80401616.99   | 0.13%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #773499                                                                          | CUSIP: 36176RDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64393 | PA      | $61750.77      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 5.45% 03/15/2053                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6925549.74    | 0.01%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2029#AV3451                                                                  | CUSIP: 3138XEZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341724 | PA      | $336839.22     | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.05% 06/29/2048                                                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   14433000 | PA      | $11727177.65   | 0.02%             | 2048-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 06/01/2050#MA4047                                                                    | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4800070 | PA      | $3769534.95    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2030#AS5103                                                                    | CUSIP: 3138WEU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485552 | PA      | $472696.54     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.125% 06/15/2029                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11587011.79   | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                      | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2449272.48    | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                       | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                      | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20299379 | PA      | $17528763.45   | 0.03%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 10/39 #004559                                                                       | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     661081 | PA      | $665675.05     | 0.00%             | 2039-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.65% 03/15/2030                                                         | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2715479.64    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#MA3444                                                                  | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     758142 | PA      | $725643.39     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW3942                                                                  | CUSIP: 3138XTLY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73617 | PA      | $69998.44      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2029#AX0108                                                                  | CUSIP: 3138Y1DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73835 | PA      | $72672.85      | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2043#AR1831                                                                  | CUSIP: 3138NYA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10679 | PA      | $9523.73       | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#CB6867                                                                  | CUSIP: 3140QSTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29483 | PA      | $29417.81      | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD5114                                                                    | CUSIP: 3133B2VF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1058283 | PA      | $909319.26     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#FM1191                                                                    | CUSIP: 3140X4KD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8062942 | PA      | $7687653.38    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2030#AS5702                                                                  | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63575 | PA      | $61274.37      | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 10/20/2044#MA2304                                                                    | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     736609 | PA      | $698960.24     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC0830                                                                    | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298083 | PA      | $261201.24     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2052#SD8226                                                                  | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36652084 | PA      | $32567348.91   | 0.05%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BA5573                                                                  | CUSIP: 3140EAFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48743 | PA      | $46954.35      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2043#AB7821                                                                  | CUSIP: 31417EVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88742 | PA      | $79652.92      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN2806                                                                    | CUSIP: 3140JKDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162686 | PA      | $160569.86     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#CA2374                                                                    | CUSIP: 3140Q9T86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91239 | PA      | $84950.58      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/38 #995226                                                                          | CUSIP: 31416BSP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199433 | PA      | $209337.65     | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.625% 08/16/2043                                                           | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3911939.79    | 0.01%             | 2043-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41247800 | PA      | $19786054.06   | 0.03%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25070000 | PA      | $25177164.97   | 0.04%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2045#AY1306                                                                  | CUSIP: 3138YENY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10213 | PA      | $9339.62       | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.55% 01/15/2026                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3017000 | PA      | $3001536.09    | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #745236                                                                           | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85067 | PA      | $83615.14      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#BA4809                                                                  | CUSIP: 3140E9KX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72909 | PA      | $70338.75      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AR7677                                                                  | CUSIP: 3138W5Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6030 | PA      | $5887.06       | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2044#G08615                                                                  | CUSIP: 3128MJVH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     297521 | PA      | $272913.63     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BA5403                                                                    | CUSIP: 3140EAAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11908 | PA      | $10434.79      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 08/01/2039#MA3742                                                                  | CUSIP: 31418DEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166071 | PA      | $155295.36     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.95% 11/01/2028                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $6722335.35    | 0.01%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2042#AQ5434                                                                  | CUSIP: 3138MMBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206604 | PA      | $191147.30     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/35 #255874                                                                           | CUSIP: 31371MFP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7078 | PA      | $6995.91       | 0.00%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4.7% 03/01/2049                                                            | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   13845000 | PA      | $12123303.23   | 0.02%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 02/15/2043#796369                                                                  | CUSIP: 36177RCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     206327 | PA      | $190899.37     | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC                                                        | BAKER HUGHES A GE CO LLC 5.125% 09/15/2040                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1495104.39    | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AT7140                                                                  | CUSIP: 3138WU5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175619 | PA      | $162449.14     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/38 #AA2155                                                                           | CUSIP: 31416KMD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27057 | PA      | $27935.51      | 0.00%             | 2038-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AS6121                                                                    | CUSIP: 3138WFYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11113 | PA      | $10402.77      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/33 #254767                                                                           | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142674 | PA      | $145977.79     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                       | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9612084.10    | 0.02%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                  | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42051712 | PA      | $34856638.46   | 0.06%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 11/25 #AE0551                                                                     | CUSIP: 31419ATH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        226 | PA      | $225.61        | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#890821                                                                  | CUSIP: 31410LVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74822 | PA      | $71376.13      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2051#FM8077                                                                    | CUSIP: 3140XB6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22808 | PA      | $19608.51      | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2033#MA3461                                                                    | CUSIP: 31418CZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366162 | PA      | $352373.34     | 0.00%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#CA2493                                                                  | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1435051 | PA      | $1373536.34    | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   38714000 | PA      | $36394027.93   | 0.06%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2035#BJ5584                                                                    | CUSIP: 3140H7F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210612 | PA      | $192032.95     | 0.00%             | 2035-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BT8052                                                                    | CUSIP: 3140LW5N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254223 | PA      | $257622.62     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044                                                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   15804000 | PA      | $11947824.00   | 0.02%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 4% 10/15/2046                                                                           | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    3003000 | PA      | $2298025.63    | 0.00%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2029#AX0278                                                                  | CUSIP: 3138Y1JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2159 | PA      | $2090.39       | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2042#AP7959                                                                  | CUSIP: 3138MBZZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75566 | PA      | $70251.77      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#BC3880                                                                    | CUSIP: 3140EYJ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7490 | PA      | $7260.21       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 5/40 #743350                                                                           | CUSIP: 3620AXZP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60812 | PA      | $61098.28      | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#V80169                                                                  | CUSIP: 3132L5FJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531727 | PA      | $478730.26     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/36 #891820                                                                           | CUSIP: 31410MYR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18140 | PA      | $19190.81      | 0.00%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2036#MA4261                                                                    | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8587397 | PA      | $7776203.42    | 0.01%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1933000 | PA      | $1648994.21    | 0.00%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 2.25% 05/01/2030                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1419202.96    | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#CA1551                                                                    | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     207852 | PA      | $193721.09     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 12/41 #AJ7689                                                                          | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1364 | PA      | $1297.96       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK7090                                                                  | CUSIP: 3140HL2Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31416 | PA      | $30079.23      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#RA8415                                                                  | CUSIP: 3133KQK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     871010 | PA      | $866093.05     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2053#MA9106                                                                    | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33894868 | PA      | $33832023.95   | 0.05%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                   | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   13900000 | PA      | $13976450.00   | 0.02%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#FM5585                                                                    | CUSIP: 3140X9F34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24428 | PA      | $22387.69      | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/20/2050#MA6768                                                                      | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59117 | PA      | $54801.80      | 0.00%             | 2050-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                         | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41895000 | PA      | $38643227.82   | 0.06%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN4962                                                                  | CUSIP: 3140JMQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53002 | PA      | $50862.87      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#RA7922                                                                    | CUSIP: 3133KPYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     477659 | PA      | $438654.40     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/42 #AK8228                                                                           | CUSIP: 3138EDEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232507 | PA      | $221190.10     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.8% 03/15/2032                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3796414.31    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.921% 03/17/2052                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   36922000 | PA      | $24001901.89   | 0.04%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2054#MB0021                                                                      | CUSIP: 3618N5AX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74714 | PA      | $65113.07      | 0.00%             | 2054-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2048#MA5080                                                                      | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     888747 | PA      | $882860.65     | 0.00%             | 2048-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 4.35% 11/03/2045                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2658101.73    | 0.00%             | 2045-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#MA2868                                                                  | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19449 | PA      | $18610.93      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2049#ZT2089                                                                    | CUSIP: 3132AEKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13748 | PA      | $13543.05      | 0.00%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 4.2% 04/15/2032                                                                            | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6030543.54    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2046#MA3937                                                                    | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1851468 | PA      | $1676712.12    | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2045#AZ9666                                                                    | CUSIP: 3140E2W49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49659 | PA      | $46546.79      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2043#Q16630                                                                    | CUSIP: 3132J7Y48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     550090 | PA      | $497332.09     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 09/01/2037#SB8186                                                                  | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49010 | PA      | $48504.11      | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.875% 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   28999000 | PA      | $28635342.97   | 0.05%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.1%/VAR 07/23/2030                                                                | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4150718.64    | 0.01%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.35% 03/01/2029                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $7070696.86    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 7/33 #003413                                                                         | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2640 | PA      | $2614.77       | 0.00%             | 2033-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2032#BJ4734                                                                    | CUSIP: 3140H6HL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86723 | PA      | $83710.90      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030                                                  | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17206140 | PA      | $14870895.15   | 0.02%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 01/01/2037#QN9233                                                                  | CUSIP: 3133GGHJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     866854 | PA      | $765374.30     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/31MA2510                                                                        | CUSIP: 31418BYG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33063 | PA      | $31815.32      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 10/20/2043#MA2633                                                                    | CUSIP: 36179Q4S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     301050 | PA      | $245172.53     | 0.00%             | 2043-10-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 4.45% 07/15/2028                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1993183.32    | 0.00%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2051#MA7255                                                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6000173 | PA      | $5034659.11    | 0.01%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                            | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1199318.43    | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 03/15/2042#748416                                                                  | CUSIP: 3620C4N97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3206 | PA      | $3060.42       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.875% 06/15/2028                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2738970.59    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#RA7011                                                                    | CUSIP: 3133KNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14376487 | PA      | $11352871.95   | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 09/20/2048#MA5464                                                                      | CUSIP: 36179UB92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29390 | PA      | $25893.83      | 0.00%             | 2048-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 2/37 #913927                                                                           | CUSIP: 31411SLG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5047 | PA      | $5345.94       | 0.00%             | 2037-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2047#BJ2243                                                                    | CUSIP: 3140H3P59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74940 | PA      | $65222.63      | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $3882655.28    | 0.01%             | 2051-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/44#MA2445                                                                      | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34512 | PA      | $31547.41      | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2047#G61826                                                                    | CUSIP: 31335CA38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45052311 | PA      | $39473591.22   | 0.06%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2049#QA1021                                                                  | CUSIP: 31334XD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115303 | PA      | $95358.25      | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    8216000 | PA      | $7670992.13    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 2.3% 02/01/2032                                                             | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1774060.98    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2030#AZ0149                                                                    | CUSIP: 3138YREX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9295 | PA      | $9028.80       | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C11                                                           | BBCMS MTG TR 2021-C11 2.322% 09/15/2054                                                           | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20927693 | PA      | $18026074.64   | 0.03%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#Q20542                                                                  | CUSIP: 3132JMS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     543214 | PA      | $486951.86     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7180000 | PA      | $7174322.49    | 0.01%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2049#BN3940                                                                    | CUSIP: 3140JLLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6506 | PA      | $6051.10       | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.8% 02/14/2039                                                                  | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7428000 | PA      | $7353428.15    | 0.01%             | 2039-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AX8858                                                                  | CUSIP: 3138YAZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76177 | PA      | $73863.87      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2047#CA0148                                                                  | CUSIP: 3140Q7EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23102 | PA      | $22016.77      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                              | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $12576641.94   | 0.02%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58680                                                                    | CUSIP: 3132Y2UE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338113 | PA      | $314902.86     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2047#AS9994                                                                  | CUSIP: 3138WLC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60002 | PA      | $57880.20      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2045#G08653                                                                  | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6631780 | PA      | $5831306.57    | 0.01%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 11/36 #897258                                                                          | CUSIP: 31410TZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9698 | PA      | $10268.69      | 0.00%             | 2036-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#CA1951                                                                    | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231786 | PA      | $215810.10     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   14422000 | PA      | $14181066.21   | 0.02%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 07/01/2040#AD7371                                                                  | CUSIP: 31418VFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8906 | PA      | $8951.23       | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2029#AX6463                                                                    | CUSIP: 3138Y8FD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8098 | PA      | $7901.99       | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2053#RA8755                                                                  | CUSIP: 3133KQWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146640 | PA      | $145812.29     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2049#MA3638                                                                    | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11872871 | PA      | $11032292.35   | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1533589.21    | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 12/40 #AE3170                                                                          | CUSIP: 31419DQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116875 | PA      | $111471.47     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.875% 03/01/2053                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8280000 | PA      | $7045209.64    | 0.01%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 02/01/2040#MA3933                                                                  | CUSIP: 31418DLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12458 | PA      | $11057.19      | 0.00%             | 2040-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 12/01/2039#MA5558                                                                    | CUSIP: 31418FE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173221 | PA      | $173344.89     | 0.00%             | 2039-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.892%/VAR 05/18/2029                                                           | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6766000 | PA      | $6788352.09    | 0.01%             | 2029-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.3% 03/15/2033                                                                       | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   12280000 | PA      | $12419045.70   | 0.02%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 10/15/2042#740304                                                                  | CUSIP: 3620AUNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22266 | PA      | $19941.06      | 0.00%             | 2042-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2046#BD1979                                                                  | CUSIP: 3140F9FV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26234 | PA      | $25216.24      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD5423                                                                    | CUSIP: 3133B3AY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311826 | PA      | $267640.87     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2045#AZ2268                                                                  | CUSIP: 3138YTQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419716 | PA      | $381203.72     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $809929.57     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2036#QN8954                                                                    | CUSIP: 3133GF5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     554618 | PA      | $501187.13     | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#AY2037                                                                    | CUSIP: 3138YFHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133805 | PA      | $121927.99     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #782858                                                                          | CUSIP: 36241LE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75032 | PA      | $77713.90      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2050#FM8356                                                                    | CUSIP: 3140XCJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     658569 | PA      | $648767.27     | 0.00%             | 2050-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2046#BC1104                                                                    | CUSIP: 3140EVGN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426973 | PA      | $374677.68     | 0.00%             | 2046-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2027#AK5169                                                                    | CUSIP: 3138E9W71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8266 | PA      | $8149.94       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2037#QO0737                                                                  | CUSIP: 3133WJZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     303768 | PA      | $291761.41     | 0.00%             | 2037-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.1% 09/28/2048                                                                   | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    7408000 | PA      | $6478569.73    | 0.01%             | 2048-09-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9405000 | PA      | $6026038.00    | 0.01%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 15YR 4.00% 9/25 #783125                                                                      | CUSIP: 36241LPJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        610 | PA      | $608.62        | 0.00%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AB9810                                                                  | CUSIP: 31417G3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22706 | PA      | $20318.39      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2042#AL2353                                                                  | CUSIP: 3138EJTK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17093 | PA      | $15845.12      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -2850000 | PA      | $-2536758.50   | -0.00%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 09/10/2029                              | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4450000 | PA      | $4415660.46    | 0.01%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2% 05/15/2030                                                              | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2554425.59    | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6923                                                                    | CUSIP: 3140XNVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4684035 | PA      | $4910688.39    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2046#FM8611                                                                    | CUSIP: 3140XCR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2764935 | PA      | $2471413.76    | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR1179                                                                  | CUSIP: 3138NXJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6668 | PA      | $6164.45       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2282                                                                  | CUSIP: 36183XRB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     283523 | PA      | $251261.45     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2029                                                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7324247.17    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW5707                                                                  | CUSIP: 3138XVKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10796 | PA      | $10543.01      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                     | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3812000 | PA      | $3538489.00    | 0.01%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2050#SD8061                                                                  | CUSIP: 3132DV5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     898633 | PA      | $740944.67     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2046#AS7807                                                                  | CUSIP: 3138WHU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18891 | PA      | $17134.33      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 09/20/2052#MA8268                                                                    | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25122142 | PA      | $23928106.25   | 0.04%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2040#AE9352                                                                  | CUSIP: 31419LMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137237 | PA      | $134618.85     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/46#MA3873                                                                           | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25449800 | PA      | $22509452.45   | 0.04%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/37 #967186                                                                          | CUSIP: 31414H6X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25563 | PA      | $27089.75      | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FM9902                                                                    | CUSIP: 3140XEAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31226 | PA      | $26830.72      | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2045#AY7663                                                                  | CUSIP: 3138YMQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12156 | PA      | $10768.28      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.45% 06/01/2028                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1982061.12    | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                         | UNIV VA REV 4.179% 9/1/2117                                                                       | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3775000 | PA      | $2763409.10    | 0.00%             | 2117-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2048#BJ5721                                                                  | CUSIP: 3140H7LB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87911 | PA      | $79267.64      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 8/36 #003891                                                                         | CUSIP: 36202EKC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44416 | PA      | $46397.70      | 0.00%             | 2036-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2026#AJ6967                                                                    | CUSIP: 3138AYW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130503 | PA      | $128905.89     | 0.00%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.50% 11/38 #688101                                                                          | CUSIP: 36296DNS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8375 | PA      | $8735.93       | 0.00%             | 2038-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#BE9660                                                                  | CUSIP: 3140FVWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15219 | PA      | $14836.17      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#BC1809                                                                  | CUSIP: 3140EWAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371704 | PA      | $337132.23     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2035#SB8079                                                                    | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14003825 | PA      | $12742244.66   | 0.02%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2041#A96298                                                                  | CUSIP: 3129447K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57238 | PA      | $54707.23      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $2897962.47    | 0.00%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                            | AMERICAN MUN OH 8.084% 2/15/50                                                                    | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7725000 | PA      | $9497899.86    | 0.02%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA7795                                                                           | CUSIP: 31416RUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     711130 | PA      | $699837.22     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2054#SD4965                                                                  | CUSIP: 3132DSQS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154696 | PA      | $154692.40     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2037#G02788                                                                  | CUSIP: 3128M4ND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4756 | PA      | $4895.83       | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE4377                                                                    | CUSIP: 3140FP2K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140022 | PA      | $122522.25     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BC2678                                                                    | CUSIP: 3140EW6Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301712 | PA      | $264758.52     | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#BK7749                                                                  | CUSIP: 3140HMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153674 | PA      | $138420.66     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#CA8130                                                                  | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91551 | PA      | $75400.16      | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2049#SD8012                                                                    | CUSIP: 3132DV3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1146561 | PA      | $1063953.14    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#BC4766                                                                  | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26394 | PA      | $25369.55      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 05/15/2043#AD5437                                                                  | CUSIP: 36180HBE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77057 | PA      | $71213.96      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#AS8292                                                                  | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135147 | PA      | $129386.31     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2034#MA3866                                                                  | CUSIP: 31418DJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362005 | PA      | $349732.12     | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.9% 08/01/2041                                                               | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1387537.67    | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 06/01/2027#ZK4210                                                                    | CUSIP: 3131X7VB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33696 | PA      | $33183.54      | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2045#BC0330                                                                  | CUSIP: 3140EULL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     901831 | PA      | $791376.19     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BA4888                                                                  | CUSIP: 3140E9NE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61796 | PA      | $59269.01      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BU9770                                                                    | CUSIP: 3140MB2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1320004 | PA      | $1134200.40    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2049#BO4167                                                                  | CUSIP: 3140JYTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12184 | PA      | $10940.08      | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   23199000 | PA      | $21245810.30   | 0.03%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 06/01/2053#BY2683                                                                  | CUSIP: 3140NJ6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     831865 | PA      | $855124.07     | 0.00%             | 2053-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#G07550                                                                  | CUSIP: 3128M9WK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87788 | PA      | $78815.92      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                      | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6116000 | PA      | $6112811.36    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#CA3129                                                                    | CUSIP: 3140QAPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1824410 | PA      | $1695245.25    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2045#MA3034                                                                    | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4063330 | PA      | $3686151.03    | 0.01%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2045#MA2318                                                                  | CUSIP: 31418BSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100572 | PA      | $97172.79      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 2.668%/VAR 11/15/2035                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1743561.46    | 0.00%             | 2035-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.50% 10/37 #G03620                                                                          | CUSIP: 3128M5K90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10868 | PA      | $11523.06      | 0.00%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AK8142                                                                           | CUSIP: 3138EDBL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120401 | PA      | $111122.99     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/01/2053                                                             | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1876563.00    | 0.00%             | 2053-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#MA3358                                                                  | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36298 | PA      | $34753.20      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                               | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9711860 | PA      | $7693573.45    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2049#MA5932                                                                    | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2124833 | PA      | $2039612.12    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 5.55% 03/05/2037                                                            | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2128820.54    | 0.00%             | 2037-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2044#AV9064                                                                    | CUSIP: 3138XMCA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68603 | PA      | $64780.88      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#SB0571                                                                    | CUSIP: 3132CWT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33815 | PA      | $30621.06      | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2053#BX9941                                                                  | CUSIP: 3140NFBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7128926 | PA      | $7081999.62    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2044#BJ8770                                                                    | CUSIP: 3140HAW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     827901 | PA      | $723654.71     | 0.00%             | 2044-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 03/01/2031#AL9421                                                                    | CUSIP: 3138ERPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144727 | PA      | $143645.96     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2047#BD7154                                                                  | CUSIP: 3140FE5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137038 | PA      | $124120.95     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#CA2208                                                                  | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199769 | PA      | $191205.72     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030                                                | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   16078000 | PA      | $13821393.37   | 0.02%             | 2030-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2047#G08761                                                                  | CUSIP: 3128MJZ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40105 | PA      | $36372.42      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#FM1518                                                                  | CUSIP: 3140X4VL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23907 | PA      | $22882.52      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2038#                                                                          | CUSIP: 3128L8Y33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        555 | PA      | $558.22        | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2043#G08556                                                                    | CUSIP: 3128MJTN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22612 | PA      | $20211.70      | 0.00%             | 2043-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR6052                                                                    | CUSIP: 3140L4WN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3528502 | PA      | $2767653.68    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 12/40 #737796                                                                          | CUSIP: 3620ARUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      63157 | PA      | $58929.82      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.95% 03/15/2046                                                                | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4785539.74    | 0.01%             | 2046-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/32 #545819                                                                           | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4939 | PA      | $5127.45       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   17641000 | PA      | $15030798.30   | 0.02%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 01/01/2037#ZA2444                                                                  | CUSIP: 31329KWD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50032 | PA      | $45485.37      | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 9/1/26 #AI8382                                                                     | CUSIP: 3138ANJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        301 | PA      | $298.73        | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | COMERICA INC 3.8% 07/22/2026                                                                      | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    2899000 | PA      | $2859330.20    | 0.00%             | 2026-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2046#BC0647                                                                    | CUSIP: 3140EUWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69771 | PA      | $65224.11      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6505                                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99677 | PA      | $78183.94      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AB8620                                                                  | CUSIP: 31417FSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21216 | PA      | $19029.32      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/28#ZA2830                                                                       | CUSIP: 31329LEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2097 | PA      | $2047.62       | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BD6694                                                                    | CUSIP: 3140FENL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4071 | PA      | $3561.81       | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                  | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    3734000 | PA      | $4403085.38    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 12/42 #AQ9085                                                                          | CUSIP: 3138MRCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59056 | PA      | $55084.86      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/45#G60034                                                                       | CUSIP: 31335ABB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24398 | PA      | $23733.24      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2041#AL8111                                                                  | CUSIP: 3138ETAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1348636 | PA      | $1224887.01    | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY0201                                                                  | CUSIP: 3138YDGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58276 | PA      | $54773.68      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK0252                                                                    | CUSIP: 3140HDH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1202922 | PA      | $1120012.24    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.75% 10/15/2031                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3377413.33    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.375% 12/01/2047                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8311000 | PA      | $6604221.29    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 5.375% 10/16/2029                                                                    | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     795000 | PA      | $830511.98     | 0.00%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#FM5376                                                                    | CUSIP: 3140X86N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553567 | PA      | $502486.02     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | CHUBB CORP 6.5% 05/15/2038                                                                        | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2788000 | PA      | $3077153.10    | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                    | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2468417.01    | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#AW6448                                                                  | CUSIP: 3138XWEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3999 | PA      | $3778.42       | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5% 09/01/2031#ZS8959                                                                    | CUSIP: 3132A95U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5656 | PA      | $5696.88       | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.375% 01/24/2044                                                         | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    6926000 | PA      | $6330268.77    | 0.01%             | 2044-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 05/20/2051#MA7365                                                                    | CUSIP: 36179WFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3618250 | PA      | $2780057.57    | 0.00%             | 2051-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    7105000 | PA      | $6883688.20    | 0.01%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2047#G08784                                                                  | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2163480 | PA      | $1958084.13    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#AS7890                                                                    | CUSIP: 3138WHXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152992 | PA      | $133871.28     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#DD2312                                                                  | CUSIP: 3140B2SA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1136888 | PA      | $1074031.63    | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#Q35796                                                                    | CUSIP: 3132QSNN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59078 | PA      | $55373.41      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2044#AV6103                                                                  | CUSIP: 3138XHX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467637 | PA      | $441626.41     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/20/2049#MA5713                                                                    | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21815 | PA      | $22190.53      | 0.00%             | 2049-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 4.507% 11/1/2051                                                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4485000 | PA      | $3768177.25    | 0.01%             | 2051-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.45% 02/15/2044                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1809556.58    | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.55% 12/01/2027                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10107834.80   | 0.02%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2049#ZT1596                                                                    | CUSIP: 3132ADXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     419371 | PA      | $413916.03     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2042#AQ1820                                                                    | CUSIP: 3138MHAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388401 | PA      | $347631.95     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 3.8% 03/15/2027                                                                     | CUSIP: 233331AZ0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   10732000 | PA      | $10551952.78   | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5% 03/01/2030#932620                                                                    | CUSIP: 31412RDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        237 | PA      | $237.84        | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 07/01/2040#RB5059                                                                  | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     780063 | PA      | $689640.87     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026                                                  | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16445803 | PA      | $16158047.80   | 0.03%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2047#MA3179                                                                    | CUSIP: 31418CQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     555141 | PA      | $484025.44     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD6985                                                                    | CUSIP: 3140FEXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1068737 | PA      | $935167.79     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/41 #AJ1204                                                                           | CUSIP: 3138ASKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29771 | PA      | $28304.58      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#FM1922                                                                    | CUSIP: 3140X5D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2285538 | PA      | $2255806.57    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#FS4993                                                                    | CUSIP: 3140XLRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44230211 | PA      | $38702385.22   | 0.06%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 12/31/2031                                                                         | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30700000 | PA      | $31327191.48   | 0.05%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 ASB 3.419 05/15/2050                                                               | CUSIP: 06541FAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6012091 | PA      | $5953593.62    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2035#RC1727                                                                    | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1976416 | PA      | $1798364.50    | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.5% 05/13/2040                                                                    | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5423000 | PA      | $4354662.76    | 0.01%             | 2040-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 4% 03/01/2029                                                                  | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4712686.33    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.15% 04/01/2038                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1173820.73    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 03/01/2030#G18546                                                                  | CUSIP: 3128MMTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8876 | PA      | $8744.26       | 0.00%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/37 #947013                                                                           | CUSIP: 31413JSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49962 | PA      | $51438.11      | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.9% 02/28/2033                                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $7932651.28    | 0.01%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 8/37 #G03180                                                                           | CUSIP: 3128M42M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18864 | PA      | $18988.77      | 0.00%             | 2037-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/38 #AL1104                                                                           | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30589 | PA      | $31376.10      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   11666000 | PA      | $11170463.78   | 0.02%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.75% 04/01/2040                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4644000 | PA      | $3760166.51    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#FM2416                                                                    | CUSIP: 3140X5VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170439 | PA      | $147007.31     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 7.045% 06/20/2036                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    6065000 | PA      | $6638821.66    | 0.01%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#AS6314                                                                    | CUSIP: 3138WGAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176999 | PA      | $165573.68     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2030#AL6763                                                                    | CUSIP: 3138EPQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16053 | PA      | $15650.30      | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/29#G18531                                                                         | CUSIP: 3128MMSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26920 | PA      | $26282.17      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2029#AX7160                                                                  | CUSIP: 3138Y85W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71634 | PA      | $69511.51      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2044#AW3619                                                                    | CUSIP: 3138XTAV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58584 | PA      | $55335.58      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FM8492                                                                  | CUSIP: 3140XCNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42246485 | PA      | $39039161.66   | 0.06%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.887% 11/01/2051                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15309000 | PA      | $9084457.05    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/47#MA4901                                                                           | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3599059 | PA      | $3352107.37    | 0.01%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2032#G18663                                                                    | CUSIP: 3128MMWZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113156 | PA      | $109345.61     | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AX0768                                                                  | CUSIP: 3138Y12A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51985 | PA      | $49075.92      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                 | CAPITAL ONE NATL ASN MCLEAN VA 3.45% 07/27/2026                                                   | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   10127000 | PA      | $9983444.31    | 0.02%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 10/35 #836751                                                                          | CUSIP: 31407PTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1088 | PA      | $1118.30       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.5% 09/44#AX0632                                                                            | CUSIP: 3138Y1V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7349 | PA      | $7126.04       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2037#QO0436                                                                  | CUSIP: 3133WJPV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198706 | PA      | $191100.60     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AP3807                                                                           | CUSIP: 3138M7GR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220393 | PA      | $206361.92     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#RA5604                                                                  | CUSIP: 3133KMGM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49735153 | PA      | $40759171.32   | 0.07%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2042#AO9795                                                                  | CUSIP: 3138M13D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42855 | PA      | $39590.01      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2036#MA4303                                                                    | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378214 | PA      | $342250.06     | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 3/39 #782604                                                                           | CUSIP: 36241K3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626834 | PA      | $639037.08     | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2041#AL9272                                                                  | CUSIP: 3138ERJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1284219 | PA      | $1317113.38    | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2047#BH3429                                                                    | CUSIP: 3140GRY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15042 | PA      | $14033.59      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 05/01/2039#SB8303                                                                    | CUSIP: 3132D6GL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7708182 | PA      | $7713687.63    | 0.01%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#AX7912                                                                    | CUSIP: 3138Y9YJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60897 | PA      | $55808.45      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.5% 07/01/2027                                                                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7617000 | PA      | $7502355.47    | 0.01%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2053#SD8307                                                                    | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17348115 | PA      | $16824953.09   | 0.03%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AX3309                                                                    | CUSIP: 3138Y4VB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     564682 | PA      | $528585.66     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/43#AL8132                                                                         | CUSIP: 3138ETBA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5031015 | PA      | $4778511.31    | 0.01%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.75% 02/24/2030                                                                | CUSIP: 17275RBX9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7675341.17    | 0.01%             | 2030-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AP6486                                                                          | CUSIP: 3138MAF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35797 | PA      | $33050.39      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025                                                     | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    3774000 | PA      | $3764861.37    | 0.01%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/44#MA2373                                                                      | CUSIP: 36179QT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     156797 | PA      | $152125.24     | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 2.4% 05/15/2031                                                                        | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6061759.50    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#Q22102                                                                  | CUSIP: 3132JPKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175422 | PA      | $157309.59     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.75% 11/01/2041                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     795000 | PA      | $706211.83     | 0.00%             | 2041-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2050#MA6598                                                                    | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11377992 | PA      | $9554220.77    | 0.02%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2038#                                                                          | CUSIP: 3128LCNX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59987 | PA      | $60383.48      | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2048#G61428                                                                  | CUSIP: 31335BSR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3563786 | PA      | $3416592.84    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.65% 03/24/2026                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6831000 | PA      | $6811807.14    | 0.01%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2048#BM5155                                                                  | CUSIP: 3140J9WR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348245 | PA      | $354767.78     | 0.00%             | 2048-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BU8175                                                                    | CUSIP: 3140MACM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655697 | PA      | $510825.84     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA4403                                                                  | CUSIP: 3140E83M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13036 | PA      | $11844.20      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2052#SD8220                                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27242764 | PA      | $23225041.71   | 0.04%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045                                                    | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12534000 | PA      | $10857007.33   | 0.02%             | 2045-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028                                              | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   11710000 | PA      | $11922461.32   | 0.02%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#MA5165                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19225216 | PA      | $19074633.02   | 0.03%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#MA5388                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3849391 | PA      | $3815631.37    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 6.65% 01/15/2037                                                   | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4427260.62    | 0.01%             | 2037-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ6117                                                                    | CUSIP: 3140KRYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2151782 | PA      | $1685777.64    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#AS8325                                                                    | CUSIP: 3138WJHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1180611 | PA      | $1103666.60    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 2/39 #707289                                                                           | CUSIP: 36297BXS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52955 | PA      | $54019.44      | 0.00%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2054#MB0025                                                                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1019692 | PA      | $989915.41     | 0.00%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.2% 07/15/2048                                                                         | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2018557.42    | 0.00%             | 2048-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9115186.59    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BD2211                                                                  | CUSIP: 3140F9N50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7472 | PA      | $7166.67       | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21821706 | PA      | $20659556.52   | 0.03%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 02/01/43 #AR4118                                                                        | CUSIP: 3138W1SG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296456 | PA      | $272128.39     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#BQ6570                                                                  | CUSIP: 3140KSJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5145315 | PA      | $3802533.45    | 0.01%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#AQ7194                                                                  | CUSIP: 3138MN7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2032407 | PA      | $1876484.50    | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.375% 11/15/2042                                                                 | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3872000 | PA      | $3044392.33    | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 6.2% 01/15/2055                                                   | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7095518.69    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2047#AS9394                                                                  | CUSIP: 3138WKNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310646 | PA      | $298300.80     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.65% 09/01/2026                                                             | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10605000 | PA      | $10375817.78   | 0.02%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO0693                                                                           | CUSIP: 3138LQXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59371 | PA      | $54753.42      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2295                                                                  | CUSIP: 36183XRQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52346 | PA      | $47204.62      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.0% 09/01/2029#MA0184                                                                  | CUSIP: 31417YF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2421 | PA      | $2433.62       | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #AC1889                                                                           | CUSIP: 31417LC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41198 | PA      | $39409.43      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2043#Q19379                                                                    | CUSIP: 3132JA2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3299 | PA      | $2975.02       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2050#SD8054                                                                    | CUSIP: 3132DV5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8388 | PA      | $8252.83       | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 10/40 #737540                                                                          | CUSIP: 3620ARLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22875 | PA      | $22477.67      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 8/37 #671494                                                                           | CUSIP: 36295H7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14998 | PA      | $15532.65      | 0.00%             | 2037-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                       | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3862287.11    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.8% 11/21/2046                                                                    | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3019000 | PA      | $2338589.89    | 0.00%             | 2046-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57150000 | PA      | $54198738.57   | 0.09%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2047#V83157                                                                  | CUSIP: 3132L8QJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8749 | PA      | $8412.19       | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                   | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   15530000 | PA      | $15330201.58   | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2036#SB8119                                                                    | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2684999 | PA      | $2427170.20    | 0.00%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AS6071                                                                    | CUSIP: 3138WFW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257161 | PA      | $240722.25     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5% 07/01/2031#ZS8960                                                                    | CUSIP: 3132A95V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4511 | PA      | $4548.13       | 0.00%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/36 #G02162                                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9497 | PA      | $9775.16       | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4% 09/40#A94136                                                                         | CUSIP: 312942SZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     384021 | PA      | $366680.30     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2033#BK4789                                                                    | CUSIP: 3140HJKB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74489 | PA      | $71612.59      | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#CA0772                                                                  | CUSIP: 3140Q72E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131861 | PA      | $125682.13     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ6933                                                                  | CUSIP: 3138MNV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29739 | PA      | $29068.02      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2044#AS3974                                                                    | CUSIP: 3138WDMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27053 | PA      | $25489.85      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#BU3286                                                                  | CUSIP: 3140M4UL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409987 | PA      | $360068.92     | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.375% 12/05/2033                                                             | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2564993.57    | 0.00%             | 2033-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#890723                                                                  | CUSIP: 31410LSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45849 | PA      | $41612.91      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2037#MA4794                                                                  | CUSIP: 31418EKG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     939743 | PA      | $867645.01     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0920                                                                    | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1902501 | PA      | $1771374.26    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#AS9334                                                                    | CUSIP: 3138WKLQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19595 | PA      | $18942.34      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                  | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22338983 | PA      | $19388430.02   | 0.03%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 2/39 #G08323                                                                           | CUSIP: 3128MJLD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355960 | PA      | $358300.68     | 0.00%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE2472                                                                    | CUSIP: 3140FMXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1080092 | PA      | $945103.83     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2050#SD8044                                                                    | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     273908 | PA      | $236251.37     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.00% 7/30 #MA0472                                                                      | CUSIP: 31417YQ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77391 | PA      | $77948.84      | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AB4420                                                                      | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72077 | PA      | $71132.14      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#BN3363                                                                    | CUSIP: 3140JKWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17377 | PA      | $17151.34      | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | MASS GENERAL BRIGHAM INC 4.117% 07/01/2055                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2131821.32    | 0.00%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2047#BE8340                                                                  | CUSIP: 3140FUHS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29887 | PA      | $28661.43      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#FM1067                                                                  | CUSIP: 3140X4FH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15188213 | PA      | $13794562.10   | 0.02%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7150000 | PA      | $6746698.53    | 0.01%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2043#AU1687                                                                    | CUSIP: 3138X02V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81947 | PA      | $77478.73      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 1/1/43 #AR1183                                                                     | CUSIP: 3138NXJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315560 | PA      | $284441.23     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2047#G08750                                                                    | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9223058 | PA      | $8066577.46    | 0.01%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2043#AT0536                                                                  | CUSIP: 3138WMS28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66147 | PA      | $62477.78      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2037#RC2790                                                                  | CUSIP: 3133L9C35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     913199 | PA      | $843137.99     | 0.00%             | 2037-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2036#RC1688                                                                    | CUSIP: 3133L72V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     506391 | PA      | $460771.35     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 1.65% 01/15/2031                                                               | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1676714.82    | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2047#MA4900                                                                    | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1268841 | PA      | $1143923.96    | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#ZN3398                                                                    | CUSIP: 3131Y9X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188821 | PA      | $186365.16     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#MA3905                                                                    | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5269977 | PA      | $4545468.64    | 0.01%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2044#G07972                                                                  | CUSIP: 3128MAFM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3640 | PA      | $3562.80       | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 04/01/2038#A75789                                                                  | CUSIP: 3128L9NE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150559 | PA      | $151549.79     | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 1.9% 09/01/2031                                                                          | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9570000 | PA      | $8074062.67    | 0.01%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/33#FM1628                                                                       | CUSIP: 3140X4Y26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     968314 | PA      | $941538.80     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AS0774                                                                  | CUSIP: 3138W92G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429161 | PA      | $383087.91     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#MA2836                                                                  | CUSIP: 31418CEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64144 | PA      | $61654.54      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2044#G08606                                                                  | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126580 | PA      | $119606.67     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2040#AD4063                                                                    | CUSIP: 31418RQR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31101 | PA      | $31258.87      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 2.359%/VAR 07/29/2032                                                  | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2732192.46    | 0.00%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 2/41 #A96807                                                                           | CUSIP: 312945R42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173221 | PA      | $165583.30     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/35 #833014                                                                           | CUSIP: 31407KN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6057 | PA      | $5990.07       | 0.00%             | 2035-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/37 #906261                                                                           | CUSIP: 31411EZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18406 | PA      | $18935.72      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2037#QO0465                                                                  | CUSIP: 3133WJQS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200970 | PA      | $192963.46     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 3.50% 4/42 #C03851                                                                           | CUSIP: 31292LH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5376472 | PA      | $4990463.75    | 0.01%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2032#BH5291                                                                    | CUSIP: 3140GT2Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35773 | PA      | $34551.19      | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.875% 02/06/2041                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2059000 | PA      | $2097927.54    | 0.00%             | 2041-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.125% 12/15/2026                                                           | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4667000 | PA      | $4645857.93    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 1.375% 09/29/2025                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   11020000 | PA      | $10907074.64   | 0.02%             | 2025-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2051#RA4715                                                                    | CUSIP: 3133KLGY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130751 | PA      | $102434.50     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 10/35 #889042                                                                          | CUSIP: 31410GWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534446 | PA      | $537415.02     | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#BN3455                                                                  | CUSIP: 3140JKZV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10199 | PA      | $9781.40       | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#QF2377                                                                    | CUSIP: 3133BPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2217758 | PA      | $2036661.41    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2030#J32178                                                                  | CUSIP: 31307NM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3680 | PA      | $3550.49       | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2618127.73    | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/46#MA3378                                                                         | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     396234 | PA      | $384428.59     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2051#MA7418                                                                    | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   78308578 | PA      | $65683128.48   | 0.10%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 3/38 #962344                                                                           | CUSIP: 31414CS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26928 | PA      | $27710.95      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.25% 02/15/2030                                                                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    6863000 | PA      | $6399710.71    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028                                                  | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13178164 | PA      | $13045903.99   | 0.02%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AW7946                                                                  | CUSIP: 3138XXZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132646 | PA      | $128546.36     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/20/2054#MB0093                                                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86228192 | PA      | $87212503.92   | 0.14%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.6% 02/12/2065                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2935806.15    | 0.00%             | 2065-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#BW5579                                                                  | CUSIP: 3140MXFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     954515 | PA      | $848137.77     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2053#MA9361                                                                      | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8855565 | PA      | $8622567.40    | 0.01%             | 2053-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.875% 05/15/2028                                                  | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10003214.10   | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87850000 | PA      | $70159892.36   | 0.11%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048                                                       | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    9429000 | PA      | $7739511.40    | 0.01%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4719                                                                    | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5156112 | PA      | $5410264.84    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.25% 06/12/2028                                                              | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3450000 | PA      | $3540022.37    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AK5380                                                                      | CUSIP: 3138E96S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16260 | PA      | $16025.68      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#BU1319                                                                    | CUSIP: 3140M2PD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58344 | PA      | $49712.06      | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 10/41 #776144                                                                          | CUSIP: 36176UBM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17141 | PA      | $16805.50      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI0647                                                                  | CUSIP: 3133W6WG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73229 | PA      | $72808.50      | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#G08858                                                                  | CUSIP: 3128MJ5U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     866598 | PA      | $830263.95     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2049#BN2006                                                                    | CUSIP: 3140JJGQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     774781 | PA      | $720654.42     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176269200 | PA      | $96445417.80   | 0.15%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2041#ZL2233                                                                    | CUSIP: 3131XHPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13075 | PA      | $12459.95      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2051#FM6897                                                                    | CUSIP: 3140XAUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17030 | PA      | $14656.85      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BK2040                                                                    | CUSIP: 3140HFHS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314368 | PA      | $292700.49     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% #AD0921                                                                                | CUSIP: 31418NAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44473 | PA      | $45725.10      | 0.00%             | 2039-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA5983                                                                  | CUSIP: 3140EAUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40154 | PA      | $38582.58      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 3.9% 10/01/2025                                                               | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10247000 | PA      | $10224405.98   | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AT0232                                                                  | CUSIP: 3138WMHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23396 | PA      | $20939.16      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% #BM1526                                                                              | CUSIP: 3140J5VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5742542 | PA      | $5460786.08    | 0.01%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#BA6865                                                                    | CUSIP: 3140EBTX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8919 | PA      | $8663.21       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ8455                                                                  | CUSIP: 3138MQMD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13714 | PA      | $13412.14      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC6659                                                                    | CUSIP: 3140F2MH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128133 | PA      | $112279.44     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AT8512                                                                  | CUSIP: 3138WWN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10768 | PA      | $10491.04      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2031#G18608                                                                    | CUSIP: 3128MMVA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65572 | PA      | $63614.24      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.375% 03/15/2042                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8061647.40    | 0.01%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2048#BM5091                                                                  | CUSIP: 3140J9UR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102864 | PA      | $104629.70     | 0.00%             | 2048-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4% 11/15/2028                                                                      | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5481866.91    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#BC1158                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208405 | PA      | $189152.14     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#                                                                          | CUSIP: 3128M8G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311726 | PA      | $297889.71     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58458                                                                    | CUSIP: 3132Y2MG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355051 | PA      | $330678.46     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/31#BD8975                                                                         | CUSIP: 3140FG6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63848 | PA      | $61834.00      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2031#BA7736                                                                    | CUSIP: 3140ECS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7330 | PA      | $7101.22       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0340                                                                  | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421122 | PA      | $402938.50     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.6% 10/10/2031                                                          | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4231751.65    | 0.01%             | 2031-10-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033                                                        | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8977143.87    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 4.125% 01/07/2028                                                          | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    3608000 | PA      | $3595290.68    | 0.01%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AR8293                                                                  | CUSIP: 3138W6GB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10228605 | PA      | $9159055.84    | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AK8337                                                                  | CUSIP: 3138EDHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107009 | PA      | $95679.65      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2044#Q25856                                                                  | CUSIP: 3132M6E55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54634 | PA      | $53146.12      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 09/12/2047                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3733672.92    | 0.01%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BA6646                                                                    | CUSIP: 3140EBL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64474 | PA      | $56577.02      | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/46#BD7950                                                                       | CUSIP: 3140FFZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203067 | PA      | $184116.52     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 2/39 #AD0602                                                                           | CUSIP: 31418MU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4214 | PA      | $4464.38       | 0.00%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2026#AJ4091                                                                  | CUSIP: 3138AVRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        317 | PA      | $314.21        | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 7/39 #G08353                                                                           | CUSIP: 3128MJMB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     734307 | PA      | $723903.55     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2030#J30383                                                                  | CUSIP: 31307LM88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23104 | PA      | $22869.54      | 0.00%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT1602                                                                  | CUSIP: 3138WNX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167263 | PA      | $163040.66     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.95% 08/15/2029                                                              | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1870206.20    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3797000 | PA      | $3033166.93    | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20950000 | PA      | $20646388.62   | 0.03%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 2.875% 06/11/2028                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6273589.70    | 0.01%             | 2028-06-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2046#MA3939                                                                    | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     563846 | PA      | $553725.01     | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                         | UNIVERSITY SOUTHN CALIF 5.25% 10/01/2111                                                          | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1429454.77    | 0.00%             | 2111-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                              | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002765.04    | 0.00%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2047#MA3147                                                                    | CUSIP: 31418CP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     401856 | PA      | $350376.44     | 0.00%             | 2047-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#BN1088                                                                    | CUSIP: 3140JHF65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6623 | PA      | $6506.58       | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030                                                  | CUSIP: 3137HA4B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12675000 | PA      | $12708676.21   | 0.02%             | 2030-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/40 #AD7903                                                                           | CUSIP: 31418VX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43226 | PA      | $42508.52      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.9% 03/25/2030                                                                        | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9048000 | PA      | $8662323.21    | 0.01%             | 2030-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BD0258                                                                  | CUSIP: 3140F7JC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112179 | PA      | $107688.37     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 4/41 #783307                                                                           | CUSIP: 36241LU87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31046 | PA      | $29789.95      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 2/42 #794370                                                                           | CUSIP: 36177N2C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     276401 | PA      | $256479.61     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2041#AI1200                                                                    | CUSIP: 3138AEKN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526497 | PA      | $529115.26     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2043#AR5395                                                                  | CUSIP: 3138W27H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380228 | PA      | $341299.32     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 03/01/2041#AH8824                                                                  | CUSIP: 3138AAYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4812 | PA      | $4590.30       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2047#AS8699                                                                    | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3297 | PA      | $3078.89       | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2050#SD0290                                                                    | CUSIP: 3132DMKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300381 | PA      | $278644.98     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                 | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5998577.52    | 0.01%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2054#MA5497                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2016772 | PA      | $1998454.71    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2045#MA2828                                                                    | CUSIP: 36179RD97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     279786 | PA      | $271449.81     | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.75% 09/01/2046                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7253000 | PA      | $5215161.07    | 0.01%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2041#Q01757                                                                  | CUSIP: 3132GE5S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240261 | PA      | $228670.63     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2043#Q20548                                                                    | CUSIP: 3132JMTD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174239 | PA      | $164690.10     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2055#MB0145                                                                    | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23570107 | PA      | $22256490.32   | 0.04%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.95% 09/10/2028                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1980322.56    | 0.00%             | 2028-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#AS9671                                                                    | CUSIP: 3138WKW92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798177 | PA      | $744511.30     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 02/01/2030                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $5772727.01    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#G08830                                                                  | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10641959 | PA      | $9598378.44    | 0.02%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4% 11/15/2044#AK0616                                                                    | CUSIP: 36183HVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38799 | PA      | $36883.02      | 0.00%             | 2044-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#SD8385                                                                  | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18757285 | PA      | $19272065.46   | 0.03%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                            | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3133340.19    | 0.01%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2026#AB4036                                                                  | CUSIP: 31417APW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197380 | PA      | $195533.70     | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.05% 11/01/2034                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2353413.01    | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BA1001                                                                    | CUSIP: 3140E5DF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102957 | PA      | $90089.22      | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 12/01/2042#C04422                                                                  | CUSIP: 31292L4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68341 | PA      | $61451.84      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029                                                           | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4508000 | PA      | $4340606.60    | 0.01%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC1489                                                                           | CUSIP: 31417KUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21743 | PA      | $21400.53      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.0% 04/01/2027#AB4989                                                                  | CUSIP: 31417BRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1865 | PA      | $1826.80       | 0.00%             | 2027-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.75% 03/09/2027                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   28095000 | PA      | $27739504.13   | 0.04%             | 2027-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 7/25 #941594                                                                      | CUSIP: 31413CRP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        550 | PA      | $548.33        | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.875% 01/23/2028                              | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12472000 | PA      | $12189886.10   | 0.02%             | 2028-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031                                                | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15853000 | PA      | $13860796.77   | 0.02%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2045#AY3868                                                                  | CUSIP: 3138YHJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9318 | PA      | $9003.03       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.878% 03/27/2028                                                             | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3274379.34    | 0.01%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5851                                                                          | CUSIP: 3138AXQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17806 | PA      | $16876.83      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 05/01/2053#SD8334                                                                  | CUSIP: 3132DWHK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     960663 | PA      | $987628.50     | 0.00%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2043#G60567                                                                    | CUSIP: 31335ATY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14882 | PA      | $14222.44      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AS2987                                                                  | CUSIP: 3138WCJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36677 | PA      | $34540.41      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BJ2987                                                                  | CUSIP: 3140H4J96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379348 | PA      | $360774.85     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 7/41 #005115                                                                        | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19606 | PA      | $19274.71      | 0.00%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2032#G16088                                                                  | CUSIP: 3128ME6Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     272148 | PA      | $260712.20     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 1.3% 01/30/2031                                                                        | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $5340709.66    | 0.01%             | 2031-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2043#MA1156                                                                    | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25575 | PA      | $23076.37      | 0.00%             | 2043-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/46#BD3336                                                                       | CUSIP: 3140FAV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26548 | PA      | $24095.77      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.75% 05/18/2046                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $7589971.36    | 0.01%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#AS6190                                                                  | CUSIP: 3138WF2Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2516339 | PA      | $2286229.22    | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 4.45% 09/15/2034                                                              | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    7480000 | PA      | $7205078.14    | 0.01%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10235000 | PA      | $6509460.00    | 0.01%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2052#QF4662                                                                    | CUSIP: 3133BSFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188635 | PA      | $191158.05     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#AS6516                                                                    | CUSIP: 3138WGG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40598 | PA      | $37977.57      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2037#MA4535                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12135964 | PA      | $10658354.93   | 0.02%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2045#G08627                                                                  | CUSIP: 3128MJVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5469670 | PA      | $5011283.01    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 05/01/2038#ZA2505                                                                  | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21478 | PA      | $20178.30      | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#MA4210                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5906256 | PA      | $4849549.39    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2026#ZK3778                                                                  | CUSIP: 3131X7FT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25585 | PA      | $25352.85      | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AT9035                                                                  | CUSIP: 3138WXBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8918 | PA      | $7916.88       | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AS3882                                                                  | CUSIP: 3138WDJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5513 | PA      | $5345.83       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2037#888820                                                                  | CUSIP: 31410GPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15593 | PA      | $16032.38      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.7% 10/15/2025                                                                    | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5545213.10    | 0.01%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.918% 03/20/2028                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4689397.67    | 0.01%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2036#FM6342                                                                    | CUSIP: 3140XABL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31844 | PA      | $28836.15      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS                                   | AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 3.2% 12/15/2029                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900382 | PA      | $3696298.41    | 0.01%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2049#SD8027                                                                  | CUSIP: 3132DV4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     822564 | PA      | $786532.52     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#CA2470                                                                    | CUSIP: 3140Q9W82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6999 | PA      | $6516.72       | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AB3745                                                                          | CUSIP: 31417AET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     725656 | PA      | $691120.60     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BC0488                                                                    | CUSIP: 3140EURJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86751 | PA      | $81151.83      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.913% 01/01/2051                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   10923000 | PA      | $6827083.63    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.9% 08/15/2034                                                                       | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    8610000 | PA      | $8649337.02    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.50% 6/31 #MA0776                                                                      | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1668 | PA      | $1661.41       | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2050#FM7476                                                                  | CUSIP: 3140XBJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345558 | PA      | $330421.81     | 0.00%             | 2050-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 8/35 #003746                                                                        | CUSIP: 36202EET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1982 | PA      | $1957.55       | 0.00%             | 2035-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2054#MA9488                                                                    | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15002932 | PA      | $14946984.23   | 0.02%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2048#G08818                                                                  | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     171102 | PA      | $164034.89     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.2% 03/17/2032                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    6283000 | PA      | $5873257.36    | 0.01%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#BH4904                                                                  | CUSIP: 3140GTNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59791 | PA      | $54043.45      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 2/41 #AH5664                                                                           | CUSIP: 3138A7JJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3822 | PA      | $3570.76       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2029#AW8096                                                                  | CUSIP: 3138XX7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16961 | PA      | $16687.39      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 05/01/2051#MA4325                                                                    | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  351143038 | PA      | $274658219.95  | 0.44%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2026#ZA2652                                                                  | CUSIP: 31329K5M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39405 | PA      | $39082.63      | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2047#AS8811                                                                  | CUSIP: 3138WJYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9632 | PA      | $8724.12       | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.375% 05/30/2028                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   20333000 | PA      | $20549430.15   | 0.03%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#AZ0105                                                                    | CUSIP: 3138YRDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63072 | PA      | $61283.35      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2050#SD8037                                                                  | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23913 | PA      | $19776.61      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 2.843% 11/1/2046                                                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11600000 | PA      | $8006112.36    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BM4896                                                                    | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655685 | PA      | $586663.33     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.316%/VAR 03/26/2041                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2860796.13    | 0.00%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2032#G18655                                                                    | CUSIP: 3128MMWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2242273 | PA      | $2167997.19    | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2050#BP0891                                                                  | CUSIP: 3140K77D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27813 | PA      | $26585.78      | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 07/21/2052                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7772000 | PA      | $4846658.37    | 0.01%             | 2052-07-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2050#QA7719                                                                    | CUSIP: 3133A2SG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85945 | PA      | $79457.13      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 11/01/2040#A96262                                                                  | CUSIP: 3129445X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94946 | PA      | $91214.65      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 4.25% 11/15/2028                                                     | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3949309.72    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.75% 02/01/2031                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   23383000 | PA      | $20036246.39   | 0.03%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 12/35 #G05367                                                                          | CUSIP: 3128M7JL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6544 | PA      | $6737.56       | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 12/01/2043#AV4088                                                                  | CUSIP: 3138XFRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2309 | PA      | $2312.02       | 0.00%             | 2043-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/43 #AR7487                                                                      | CUSIP: 3138W5J90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2524410 | PA      | $2328714.16    | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 7.25% 04/01/2032                                                                   | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     795000 | PA      | $906203.11     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2031#BA5025                                                                    | CUSIP: 3140E9SP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18516 | PA      | $17952.71      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2040                                                     | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8282000 | PA      | $8190445.06    | 0.01%             | 2040-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.25% 01/12/2029                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1748497.97    | 0.00%             | 2029-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 04/01/2038#RC2876                                                                  | CUSIP: 3133L9FR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34245 | PA      | $33880.73      | 0.00%             | 2038-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#MA4020                                                                    | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262508 | PA      | $226008.63     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD7003                                                                    | CUSIP: 3140FEX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1367191 | PA      | $1196321.86    | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2043#MA1396                                                                  | CUSIP: 31418ARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117621 | PA      | $108640.59     | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2047#G08756                                                                    | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267493 | PA      | $233952.46     | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#BN1981                                                                    | CUSIP: 3140JJFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6363 | PA      | $5918.92       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2032#CA0207                                                                  | CUSIP: 3140Q7GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314690 | PA      | $299945.35     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU5016                                                                  | CUSIP: 3138X4SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388964 | PA      | $346876.29     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 01/30/2029                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $19933717.72   | 0.03%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2049#BN3138                                                                    | CUSIP: 3140JKPY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139036 | PA      | $136966.58     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 06/30#G18557                                                                         | CUSIP: 3128MMTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     669446 | PA      | $652240.94     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 5/40 #733155                                                                           | CUSIP: 3620ALQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143392 | PA      | $144053.53     | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2033#G18685                                                                  | CUSIP: 3128MMXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167658 | PA      | $163413.25     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2048#MA3527                                                                    | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276902 | PA      | $273300.28     | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2051#FM8276                                                                    | CUSIP: 3140XCFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65528 | PA      | $56519.69      | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#RA1500                                                                    | CUSIP: 3133KGUZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290200 | PA      | $250666.90     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3368000 | PA      | $3174625.74    | 0.01%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $837297.22     | 0.00%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA7224                                                                  | CUSIP: 3140ECA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105909 | PA      | $101712.93     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 07/01/2036#QN6967                                                                  | CUSIP: 3133GDW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3045188 | PA      | $2677277.42    | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 09/01/2051#QC8263                                                                  | CUSIP: 3133ATFC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     523858 | PA      | $387146.10     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.5% 05/17/2033                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $11128031.64   | 0.02%             | 2033-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#BE5539                                                                    | CUSIP: 3140FREM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115321 | PA      | $107661.33     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109990100 | PA      | $65495667.36   | 0.10%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33156000 | PA      | $32527312.17   | 0.05%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   10343000 | PA      | $9934594.96    | 0.02%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2045#AS5770                                                                  | CUSIP: 3138WFMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375221 | PA      | $340790.86     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2048#ZT0331                                                                  | CUSIP: 3132ACLL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75303 | PA      | $67899.02      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN2763                                                                  | CUSIP: 3140JKB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38715 | PA      | $37043.54      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AR1755                                                                  | CUSIP: 3138NX5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835205 | PA      | $772801.74     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2048#MA5468                                                                      | CUSIP: 36179UCD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1353951 | PA      | $1336097.73    | 0.00%             | 2048-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 12/40 #A95803                                                                          | CUSIP: 312944NU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21063 | PA      | $20134.52      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 2.65% 10/15/2026                                                                        | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2210896.52    | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.25% 02/10/2031                                                 | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   14403000 | PA      | $12329044.62   | 0.02%             | 2031-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 5.45% 03/23/2028                                                               | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    6606000 | PA      | $6735641.10    | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 12/25 #MA0596                                                                     | CUSIP: 31417YUW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        260 | PA      | $258.31        | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/46#AL9107                                                                       | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1123356 | PA      | $1098167.33    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2049#RA1475                                                                    | CUSIP: 3133KGT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5245 | PA      | $5162.35       | 0.00%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    5838000 | PA      | $5720573.88    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3963000 | PA      | $3412307.31    | 0.01%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU3371                                                                  | CUSIP: 3138X2W91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66515 | PA      | $59074.20      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $20712591.58   | 0.03%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 04/01/2039#MA3634                                                                  | CUSIP: 31418DBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312139 | PA      | $291886.61     | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 5/41 #005055                                                                        | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8776403 | PA      | $8629956.20    | 0.01%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2049#MA3747                                                                  | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4029803 | PA      | $3853283.11    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2043#AR3845                                                                  | CUSIP: 3138W1HX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180720 | PA      | $161470.19     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2054#SD8468                                                                    | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22175506 | PA      | $21478179.64   | 0.03%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#AL9254                                                                  | CUSIP: 3138ERH86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97814 | PA      | $94202.19      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 1.726%/VAR 04/01/2027                                                                | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7323000 | PA      | $7147581.93    | 0.01%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BD7165                                                                    | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1744174 | PA      | $1628320.33    | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2041#AJ5233                                                                  | CUSIP: 3138AWY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7410 | PA      | $7033.30       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/46#MA2609                                                                       | CUSIP: 31418B3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835353 | PA      | $757658.30     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 1/27 #AJ9355                                                                      | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1247 | PA      | $1230.31       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#ZM6115                                                                  | CUSIP: 3131Y0YL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44328 | PA      | $42441.73      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AU2225                                                                  | CUSIP: 3138X1PK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7508 | PA      | $7315.00       | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2029#AS3934                                                                  | CUSIP: 3138WDLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     514907 | PA      | $502165.85     | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                       | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4109000 | PA      | $4043625.32    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 2/40 #004637                                                                        | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2050 | PA      | $2064.42       | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #MA0639                                                                           | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16375 | PA      | $15616.75      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #779843                                                                          | CUSIP: 36176YEQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80920 | PA      | $77506.75      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2053#BU3983                                                                  | CUSIP: 3140M5M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142362 | PA      | $134646.36     | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 4.45% 06/01/2045                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $3759070.07    | 0.01%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 4.7% 11/01/2042                                                     | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3019000 | PA      | $2523141.69    | 0.00%             | 2042-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21895000 | PA      | $18646132.76   | 0.03%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 8/26 #AB3408                                                                      | CUSIP: 31416YYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1370 | PA      | $1358.34       | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 4.05% 09/15/2025                                                                       | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9994334.00    | 0.02%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2049#CA5860                                                                  | CUSIP: 3140QDQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16291 | PA      | $15582.67      | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 11/15/2049                                                     | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8121000 | PA      | $5097513.61    | 0.01%             | 2049-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2049#BN8859                                                                    | CUSIP: 3140JRZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46640 | PA      | $40402.80      | 0.00%             | 2049-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.85% 10/23/2031                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10690000 | PA      | $10596458.76   | 0.02%             | 2031-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BA6927                                                                  | CUSIP: 3140EBVV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28366 | PA      | $27255.39      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO7242                                                                    | CUSIP: 3140K3BL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13214 | PA      | $11397.39      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  310100000 | PA      | $265389878.13  | 0.42%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 07/15/2043#AD9312                                                                  | CUSIP: 36180NKZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     410050 | PA      | $367548.23     | 0.00%             | 2043-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#MA3364                                                                  | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1168443 | PA      | $1136133.37    | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2041#AH8434                                                                  | CUSIP: 3138AALQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4373 | PA      | $4395.04       | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 8/27 #AP1403                                                                      | CUSIP: 3138M4RZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1188 | PA      | $1164.14       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2053#SD8367                                                                  | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10866009 | PA      | $10780899.76   | 0.02%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 8/40 #G06990                                                                           | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35516 | PA      | $36547.94      | 0.00%             | 2040-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#QD5399                                                                  | CUSIP: 3133B27L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     609861 | PA      | $499223.83     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BA4510                                                                    | CUSIP: 3140E9AL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13211 | PA      | $12366.40      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.875% 02/27/2053                                                                | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4118554.16    | 0.01%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/39 #AE0392                                                                          | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1568 | PA      | $1613.87       | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 3.4% 10/01/2046                                                           | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1383188.98    | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#AS5938                                                                  | CUSIP: 3138WFS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2087972 | PA      | $1896382.16    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2047#BJ1899                                                                    | CUSIP: 3140H3DD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159348 | PA      | $138685.79     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 07/15/2042#AA2934                                                                  | CUSIP: 36178AHK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68523 | PA      | $62325.68      | 0.00%             | 2042-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.125% 07/27/2026                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4448000 | PA      | $4380070.32    | 0.01%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.6% 05/15/2028                                                                | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4704685.56    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#AS7236                                                                    | CUSIP: 3138WHBE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     628807 | PA      | $551005.85     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2035#FM6980                                                                  | CUSIP: 3140XAXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2115833 | PA      | $2047408.71    | 0.00%             | 2035-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2044#MA1980                                                                  | CUSIP: 31418BFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4314 | PA      | $3951.50       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 3.75% 07/08/2030                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   19333000 | PA      | $18061468.59   | 0.03%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                    | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20049000 | PA      | $21564762.54   | 0.03%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19271000 | PA      | $16435537.71   | 0.03%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2046#G08738                                                                  | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     491602 | PA      | $446312.72     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#BU1279                                                                  | CUSIP: 3140M2M58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     456637 | PA      | $403179.66     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT9664                                                                  | CUSIP: 3138WXW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77865 | PA      | $69601.74      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 11/15/2046                                                         | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $1470953.02    | 0.00%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    3056000 | PA      | $3131690.09    | 0.00%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 11/37 #959606                                                                          | CUSIP: 31413YR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121419 | PA      | $128700.83     | 0.00%             | 2037-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                        | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6594013.99    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2031#MA2597                                                                  | CUSIP: 31418B3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54401 | PA      | $53270.56      | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CC0057                                                                    | CUSIP: 3140Y6B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8475464 | PA      | $8561661.60    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2048#BN1631                                                                  | CUSIP: 3140JHY56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7538 | PA      | $7645.85       | 0.00%             | 2048-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5896000 | PA      | $5076802.51    | 0.01%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                             | AMCOR GROUP FINANCE 5.45% 05/23/2029                                                              | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   13600000 | PA      | $13873977.17   | 0.02%             | 2029-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 2.5% 11/15/2032                                                                  | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1651201.80    | 0.00%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2044#Q26309                                                                  | CUSIP: 3132M6VA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180163 | PA      | $175254.88     | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#BA6043                                                                    | CUSIP: 3140EAWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78616 | PA      | $73541.53      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 04/01/2028#J23455                                                                  | CUSIP: 31307BZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51421 | PA      | $50476.06      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #773473                                                                           | CUSIP: 36176RCJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65574 | PA      | $62933.86      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#RA4352                                                                    | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31251315 | PA      | $24512618.76   | 0.04%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 6/40 #AL1685                                                                           | CUSIP: 3138EH2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3782 | PA      | $3998.82       | 0.00%             | 2040-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.75% 09/23/2030                                                         | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   22088000 | PA      | $18657142.75   | 0.03%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2043#AD4498                                                                  | CUSIP: 36180F7K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3011 | PA      | $2703.68       | 0.00%             | 2043-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2041#                                                                          | CUSIP: 3132GDCR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     865589 | PA      | $825019.82     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#FS4815                                                                    | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5941141 | PA      | $5062165.52    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BJ3482                                                                  | CUSIP: 3140H42Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100718 | PA      | $96432.48      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2038#FS6621                                                                    | CUSIP: 3140XNLB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826631 | PA      | $746736.55     | 0.00%             | 2038-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 7/26 #MA0806                                                                      | CUSIP: 31417Y3Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4115 | PA      | $4082.50       | 0.00%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#BD2471                                                                  | CUSIP: 3140F9W92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7970 | PA      | $7626.44       | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2045#G08631                                                                  | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507506 | PA      | $449750.94     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.25% 04/01/2030                                                   | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2536442.69    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2050#CA6742                                                                    | CUSIP: 3140QEP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2884533 | PA      | $2484366.09    | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 12/01/2039#A90063                                                                  | CUSIP: 312938B85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86441 | PA      | $82755.50      | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4% 07/01/2042                                                                         | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $4573639.61    | 0.01%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#BN5403                                                                  | CUSIP: 3140JNAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199890 | PA      | $191196.74     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#ZT1712                                                                    | CUSIP: 3132AD3V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267071 | PA      | $263597.22     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#MA3664                                                                    | CUSIP: 31418DCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163997 | PA      | $152283.90     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #AC1653                                                                           | CUSIP: 31417KZT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     629709 | PA      | $603399.46     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#BE3767                                                                  | CUSIP: 3140FPFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3677213 | PA      | $3323709.30    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2042#C04320                                                                    | CUSIP: 31292LYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21695131 | PA      | $19602232.22   | 0.03%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2047#BH6084                                                                    | CUSIP: 3140GUXN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77868 | PA      | $77244.30      | 0.00%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.05% 04/15/2030                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2912000 | PA      | $2716124.23    | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2025#ZK2531                                                                  | CUSIP: 3131X5Y48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        545 | PA      | $543.18        | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/40 #932586                                                                           | CUSIP: 31412RCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16666 | PA      | $16396.84      | 0.00%             | 2040-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#SD8431                                                                  | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3976690 | PA      | $3940260.37    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2054#QJ1154                                                                  | CUSIP: 3133CRH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1063055 | PA      | $1003699.64    | 0.00%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#CB4826                                                                    | CUSIP: 3140QQLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1707351 | PA      | $1568465.92    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 06/20/2053#MA8948                                                                    | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23418725 | PA      | $23360667.38   | 0.04%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#CA5508                                                                    | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10781 | PA      | $9281.85       | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.125% 06/12/2033                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    2150000 | PA      | $2207641.50    | 0.00%             | 2033-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#AW5063                                                                  | CUSIP: 3138XUTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31752 | PA      | $29971.62      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#ZA5785                                                                  | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24588 | PA      | $23526.52      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2030#G18544                                                                  | CUSIP: 3128MMTA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15082 | PA      | $14588.95      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977896.88    | 0.00%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2044#Q24338                                                                    | CUSIP: 3132M4PX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32328 | PA      | $30545.78      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 12/01/2037#SB8197                                                                    | CUSIP: 3132D6DA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5126000 | PA      | $4975676.90    | 0.01%             | 2037-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8893000 | PA      | $6087192.60    | 0.01%             | 2050-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.8% 09/14/2027                                                                    | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3855678.75    | 0.01%             | 2027-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AY3731                                                                    | CUSIP: 3138YHED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6243 | PA      | $6073.14       | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/38 #G04214                                                                           | CUSIP: 3128M6AP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185516 | PA      | $190947.80     | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2032#G18666                                                                    | CUSIP: 3128MMW41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121223 | PA      | $117108.17     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 10/39 #A89179                                                                          | CUSIP: 312936FU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110010 | PA      | $108527.98     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2051#FM8396                                                                    | CUSIP: 3140XCKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32549 | PA      | $28074.27      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2032#G18662                                                                  | CUSIP: 3128MMWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1745468 | PA      | $1665467.87    | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 7.45% 09/15/2039                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1360892.82    | 0.00%             | 2039-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/33 #721540                                                                           | CUSIP: 31401XS57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2427 | PA      | $2440.13       | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AS4457                                                                  | CUSIP: 3138WD5T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72098 | PA      | $65797.32      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2042#Q07958                                                                    | CUSIP: 3132GTE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     463276 | PA      | $440551.57     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 5.1% 01/15/2035                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2896713.25    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2039#AL6417                                                                  | CUSIP: 3138EPDX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676352 | PA      | $694699.46     | 0.00%             | 2039-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2030#AZ8679                                                                  | CUSIP: 3140E1UD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17767 | PA      | $17272.38      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72350000 | PA      | $70917130.68   | 0.11%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#BT8312                                                                    | CUSIP: 3140LXGW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     788857 | PA      | $672024.87     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 3.6% 08/19/2049                                                  | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $4821659.64    | 0.01%             | 2049-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.0% 09/01/2040#A93990                                                                  | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     123441 | PA      | $118068.51     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.125% 08/15/2029                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6457000 | PA      | $6014872.81    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2029#AW6899                                                                  | CUSIP: 3138XWUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6796 | PA      | $6694.98       | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK1158                                                                  | CUSIP: 3140HEJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74187 | PA      | $70631.69      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2054#MA5572                                                                  | CUSIP: 31418FFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27201 | PA      | $24139.82      | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6924                                                                    | CUSIP: 3140XNVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4423602 | PA      | $4625721.76    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2053#MA4920                                                                    | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16888391 | PA      | $17114244.26   | 0.03%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 5.605% 07/06/2029                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7500000 | PA      | $7687952.18    | 0.01%             | 2029-07-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#CA4174                                                                    | CUSIP: 3140QBT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176536 | PA      | $164368.44     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/41 #AE0954                                                                           | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196797 | PA      | $193507.24     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 2.45% 02/03/2032                                                            | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1742347.00    | 0.00%             | 2032-02-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/30#BA2910                                                                       | CUSIP: 3140E7GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32299 | PA      | $31130.31      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.65% 03/01/2047                                                                        | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $1489388.46    | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2031#BA4768                                                                    | CUSIP: 3140E9JN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563447 | PA      | $547277.86     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2042#AP2131                                                                  | CUSIP: 3138M5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2404650 | PA      | $2227166.54    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2036#QN7598                                                                    | CUSIP: 3133GENP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22889 | PA      | $20691.31      | 0.00%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AX0741                                                                  | CUSIP: 3138Y1ZF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30035 | PA      | $29105.83      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 02/20/2053#MA8647                                                                      | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     655885 | PA      | $639498.82     | 0.00%             | 2053-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2043#AS0513                                                                  | CUSIP: 3138W9SB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82954 | PA      | $71828.51      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#RJ0314                                                                    | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6698681 | PA      | $6777797.86    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AL5246                                                                  | CUSIP: 3138EMZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8098 | PA      | $7867.43       | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.875% 12/09/2045                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $3818939.12    | 0.01%             | 2045-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.15% 02/05/2027                                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7153000 | PA      | $6911537.04    | 0.01%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AI9692                                                                           | CUSIP: 3138APXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84313 | PA      | $79975.45      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.4% 02/25/2031                                                                       | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $10556406.92   | 0.02%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2043#AS0316                                                                    | CUSIP: 3138W9K66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111696 | PA      | $105609.63     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2053#                                                                          | CUSIP: 3140NR7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2130228 | PA      | $2157385.03    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2028#ZK6153                                                                    | CUSIP: 3131X9ZS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110234 | PA      | $107891.14     | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AT8098                                                                  | CUSIP: 3138WV7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3320 | PA      | $3044.03       | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#BH6159                                                                  | CUSIP: 3140GUZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6166 | PA      | $5573.21       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#SD8022                                                                    | CUSIP: 3132DV4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68334 | PA      | $67316.56      | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12650000 | PA      | $13234041.27   | 0.02%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                      | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   32290000 | PA      | $26526235.00   | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 3/26 #AH8773                                                                      | CUSIP: 3138AAXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1141 | PA      | $1135.31       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 06/15/2043#AD1014                                                                  | CUSIP: 36180CDT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1493961 | PA      | $1337982.99    | 0.00%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2050#FM7461                                                                    | CUSIP: 3140XBJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1388819 | PA      | $1287889.29    | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                     | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144329200 | PA      | $74104023.63   | 0.12%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#BT4959                                                                  | CUSIP: 3140LTQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8415342 | PA      | $6888688.62    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9% 05/01/2045                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $2905088.85    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2055#MB0257                                                                    | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     224468 | PA      | $211957.86     | 0.00%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.50% 11/36 #A54094                                                                          | CUSIP: 3128KGRP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5510 | PA      | $5834.95       | 0.00%             | 2036-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM ARM 5.44% 3/36 #1H2600                                                                       | CUSIP: 3128QLRV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     838461 | PA      | $848118.59     | 0.00%             | 2036-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#SB8127                                                                  | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21037341 | PA      | $18475948.03   | 0.03%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.7% 05/15/2032                                                                  | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3954905.36    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                       | KROGER CO 3.5% 02/01/2026                                                                         | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3153248.46    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BJ0685                                                                    | CUSIP: 3140H1XP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42911 | PA      | $39993.53      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.3% 04/29/2053                                                                | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4663000 | PA      | $2835104.00    | 0.00%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#BW3873                                                                  | CUSIP: 3140MVJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2076021 | PA      | $1848549.01    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#G08813                                                                  | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490037 | PA      | $442901.24     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#Q53556                                                                  | CUSIP: 3132XV5S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31318 | PA      | $28305.61      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 12/01/2044#AX8242                                                                  | CUSIP: 3138YAEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28988 | PA      | $28928.37      | 0.00%             | 2044-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2047#BH9883                                                                    | CUSIP: 3140GY6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369850 | PA      | $322471.28     | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#BN1896                                                                    | CUSIP: 3140JJDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     386171 | PA      | $374739.77     | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2044#AU6611                                                                  | CUSIP: 3138X6KZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156201 | PA      | $152464.85     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.125% 03/08/2034                                                              | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4750688.20    | 0.01%             | 2034-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2031                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117950000 | PA      | $117659732.13  | 0.19%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AW2649                                                                  | CUSIP: 3138XR5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     218769 | PA      | $206515.25     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.3% 01/15/2030                                                             | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2937637.21    | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2049#ZT2159                                                                    | CUSIP: 3132AEMG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102286 | PA      | $100955.04     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2035#FM4457                                                                    | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2198066 | PA      | $2095985.91    | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#MA1860                                                                  | CUSIP: 31418BB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16058 | PA      | $15600.69      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 07/20/2044#MA2074                                                                    | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41938 | PA      | $39822.67      | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#QH1478                                                                  | CUSIP: 3133CDUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19937 | PA      | $19786.89      | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2041#AI7921                                                                  | CUSIP: 3138AMYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43144 | PA      | $42344.28      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9077000 | PA      | $6141025.02    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.9% 03/15/2055                                                      | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4177633.06    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2040#AD1092                                                                    | CUSIP: 31418NGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40327 | PA      | $40532.91      | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.0% 02/01/2027#AK3433                                                                  | CUSIP: 3138E7Y73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9339 | PA      | $9275.40       | 0.00%             | 2027-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC6252                                                                  | CUSIP: 3140F15N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10625 | PA      | $8949.95       | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#AS9673                                                                  | CUSIP: 3138WKXB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13560 | PA      | $12256.50      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $5202897.06    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 7/38 #889683                                                                           | CUSIP: 31410KM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91705 | PA      | $96189.21      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#SD0785                                                                    | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2756972 | PA      | $2182304.12    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AB9739                                                                  | CUSIP: 31417GZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7550931 | PA      | $6784657.46    | 0.01%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2047#MA4199                                                                      | CUSIP: 36179SUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346939 | PA      | $349351.34     | 0.00%             | 2047-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/32#AS9505                                                                         | CUSIP: 3138WKR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202786 | PA      | $196029.89     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 12/15/2036                                                                          | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    9447000 | PA      | $8534851.72    | 0.01%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2035#CA5656                                                                  | CUSIP: 3140QDJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     619910 | PA      | $578162.16     | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.775%/VAR 06/12/2029                                                              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $9187428.08    | 0.01%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 09/01/2040#MA4129                                                                  | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247149 | PA      | $218388.16     | 0.00%             | 2040-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AX2905                                                                  | CUSIP: 3138Y4GP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95426 | PA      | $92528.67      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5485                                                                          | CUSIP: 3138AXCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6822 | PA      | $6471.25       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 2.875% 06/15/2050                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   11648000 | PA      | $7327664.31    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.875% 08/05/2030                                                                      | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   40385000 | PA      | $34534299.45   | 0.06%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/40 #AD8815                                                                           | CUSIP: 31418WYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33756 | PA      | $34690.20      | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2047#BE5925                                                                    | CUSIP: 3140FRSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16374 | PA      | $15286.81      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT9960                                                                  | CUSIP: 3138WYB61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8902 | PA      | $8663.27       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 6.35% 12/15/2032                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4235453.64    | 0.01%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2054#DC3385                                                                  | CUSIP: 3140AQXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160885 | PA      | $159373.60     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/38 #991860                                                                          | CUSIP: 31415WZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1274 | PA      | $1335.50       | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2042#AP4561                                                                  | CUSIP: 3138M8B77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50165 | PA      | $46529.92      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10541000 | PA      | $10578712.96   | 0.02%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BJ3947                                                                  | CUSIP: 3140H5L58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1176367 | PA      | $1061807.89    | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.50% 12/32 #003320                                                                       | CUSIP: 36202DVM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25005 | PA      | $25486.72      | 0.00%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2049#CA4185                                                                  | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4609 | PA      | $4407.42       | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2041#A96385                                                                  | CUSIP: 312945CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116018 | PA      | $110879.99     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2048#BK7797                                                                    | CUSIP: 3140HMUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120727 | PA      | $119420.15     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-P4                                                   | CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049                                                | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17078544 | PA      | $16650630.83   | 0.03%             | 2049-07-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 03/20/2043#MA0851                                                                    | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     436287 | PA      | $394561.30     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#DB8100                                                                  | CUSIP: 3140AJAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     494927 | PA      | $490431.88     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BW1135                                                                    | CUSIP: 3140MSHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8082281 | PA      | $7422300.31    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#SD8161                                                                  | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69008105 | PA      | $56489130.72   | 0.09%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.78% 12/01/2060                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3287000 | PA      | $1719101.00    | 0.00%             | 2060-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 2/1/43 #AR3376                                                                     | CUSIP: 3138W0XE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99925 | PA      | $92643.91      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                  | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5349355 | PA      | $4718106.16    | 0.01%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2028                                                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  139624800 | PA      | $135779664.26  | 0.22%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2041#Q04096                                                                  | CUSIP: 3132GKGD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72626 | PA      | $69157.29      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AJ6086                                                                     | CUSIP: 3138AXXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5962 | PA      | $5889.50       | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 1.915% 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $11213529.94   | 0.02%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/46#AL8858                                                                         | CUSIP: 3138ETZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5808942 | PA      | $5430354.49    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2045#MA2756                                                                    | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     533867 | PA      | $523375.95     | 0.00%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 2.362% 03/25/2031                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   10633000 | PA      | $9393658.99    | 0.01%             | 2031-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 6/42 #772415                                                                           | CUSIP: 36176P3Y0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44269 | PA      | $40923.94      | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2045#Q37709                                                                    | CUSIP: 3132QUR70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     804463 | PA      | $753514.44     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2046#G08706                                                                  | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     254588 | PA      | $231213.70     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.5% 02/15/2031                                                                      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11310000 | PA      | $9530308.39    | 0.02%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 2/1/43#AR3322                                                                      | CUSIP: 3138W0VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180177 | PA      | $167424.12     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#FS6838                                                                  | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     808378 | PA      | $802298.72     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AS2676                                                                  | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14753 | PA      | $14411.55      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    7366000 | PA      | $5276204.00    | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/49#MA3815                                                                       | CUSIP: 31418DGZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653877 | PA      | $625234.94     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#SD0716                                                                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2660981 | PA      | $2116300.04    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/45#G08654                                                                    | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7623243 | PA      | $6932860.58    | 0.01%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.35% 11/01/2042                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1298689.64    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AR7389                                                                  | CUSIP: 3138W5F78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124973 | PA      | $111845.04     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2029#ZS8523                                                                  | CUSIP: 3132A9PG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3405 | PA      | $3356.06       | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2040#AC8577                                                                  | CUSIP: 31417VQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191416 | PA      | $196946.90     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.55% 08/01/2042                                          | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1142271.28    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 11/25 #AE8241                                                                     | CUSIP: 31419KEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        224 | PA      | $222.55        | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BM4621                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3370061 | PA      | $3116613.52    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2027#AK1766                                                                    | CUSIP: 3138E56C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5886 | PA      | $5806.62       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#MA3339                                                                    | CUSIP: 31418CV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389798 | PA      | $375692.66     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.899%/VAR 05/13/2031                                              | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4003997.24    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/31/2027                                                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $99886719.00   | 0.16%             | 2027-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 10/20/2042#783692                                                                      | CUSIP: 3622A2C59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10508772 | PA      | $9516431.05    | 0.02%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.75% 05/15/2028                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    7466000 | PA      | $7399083.14    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2051#RA5267                                                                    | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     458945 | PA      | $395133.19     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.375% 03/15/2031                                                                    | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8221248.98    | 0.01%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2043#MA1379                                                                    | CUSIP: 36179NQ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27151 | PA      | $27835.39      | 0.00%             | 2043-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 4/1/43 #AT0687                                                                          | CUSIP: 3138WMXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485701 | PA      | $449558.32     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AR4349                                                                  | CUSIP: 3138W1ZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88792 | PA      | $79405.29      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AL4288                                                                  | CUSIP: 3138ELXS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23897 | PA      | $23369.47      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 2.85% 03/15/2032                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2135874.57    | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2027                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $6655348.16    | 0.01%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2039#MA5577                                                                  | CUSIP: 31418FFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145557 | PA      | $134343.86     | 0.00%             | 2039-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 07/20/2052#MA8150                                                                      | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3421086 | PA      | $3149997.37    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034                                                 | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $6170742.86    | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#BO0983                                                                    | CUSIP: 3140JVCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198988 | PA      | $184775.31     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2052#MA8100                                                                      | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13981557 | PA      | $12883480.48   | 0.02%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2047#Q47596                                                                    | CUSIP: 3132WMNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5903 | PA      | $5518.04       | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2038#G04012                                                                  | CUSIP: 3128M5YH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18206 | PA      | $18739.40      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 05/20/2053#MA8877                                                                    | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14198336 | PA      | $13455837.05   | 0.02%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8822000 | PA      | $8119576.13    | 0.01%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BD6333                                                                    | CUSIP: 3140FEBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56320 | PA      | $49299.18      | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/35 #889341                                                                          | CUSIP: 31410KBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14252 | PA      | $14796.38      | 0.00%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2052#QD9628                                                                    | CUSIP: 3133B7VV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     877509 | PA      | $747547.08     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $6993598.57    | 0.01%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2043#Q18306                                                                  | CUSIP: 3132J9U89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2002870 | PA      | $1846122.03    | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AS3236                                                                  | CUSIP: 3138WCS20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1861947 | PA      | $1755828.68    | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 10/41 #Q03625                                                                          | CUSIP: 3132GJVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     666780 | PA      | $633976.92     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2032#G18656                                                                  | CUSIP: 3128MMWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1386394 | PA      | $1353026.75    | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.50% 8/42 #MA0318                                                                        | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     843868 | PA      | $779813.67     | 0.00%             | 2042-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BK3609                                                                    | CUSIP: 3140HHAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74073 | PA      | $69037.01      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/35 #844025                                                                          | CUSIP: 31407XVS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5349 | PA      | $5493.40       | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3883969.25    | 0.01%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN2846                                                                    | CUSIP: 3140JKEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6275 | PA      | $5837.02       | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4% 03/01/2026                                                                     | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    5854000 | PA      | $5829331.83    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2045#Q45312                                                                  | CUSIP: 3132WJ3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125931 | PA      | $115305.86     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 7/1/43 #AU1631                                                                     | CUSIP: 3138X0Y51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1061132 | PA      | $949075.47     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2032#BE8296                                                                  | CUSIP: 3140FUGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61803 | PA      | $59061.34      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2055#DD2654                                                                  | CUSIP: 3140B25Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5924556 | PA      | $5870745.28    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2048#ZM8716                                                                    | CUSIP: 3131Y3VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170463 | PA      | $168245.41     | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.95% 09/01/2048                                                                 | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $7080732.75    | 0.01%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#AS6609                                                                    | CUSIP: 3138WGKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20732 | PA      | $20117.20      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AB9858                                                                  | CUSIP: 31417G5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7116588 | PA      | $6383151.00    | 0.01%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2044#AS2976                                                                    | CUSIP: 3138WCJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64024 | PA      | $60465.57      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.95% 03/01/2049                                                                      | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2221280.32    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                                                    | TAPESTRY INC 3.05% 03/15/2032                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2024479.21    | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 3.45% 03/07/2029                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   15887000 | PA      | $15400790.28   | 0.02%             | 2029-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 5/27 #AK3949                                                                      | CUSIP: 3138E8L75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8405 | PA      | $8244.21       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                       | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10580000 | PA      | $10706654.34   | 0.02%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2% 11/15/2026                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37465000 | PA      | $36403979.59   | 0.06%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 3/35 #735417                                                                           | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5286 | PA      | $5515.96       | 0.00%             | 2035-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#CA4030                                                                    | CUSIP: 3140QBPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473268 | PA      | $439169.90     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048                                                  | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5873000 | PA      | $4889550.88    | 0.01%             | 2048-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.45% 08/08/2036                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2041920.12    | 0.00%             | 2036-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.2% 08/14/2029                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $6449785.06    | 0.01%             | 2029-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BW1241                                                                    | CUSIP: 3140MSLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     899446 | PA      | $825717.92     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#QI6078                                                                  | CUSIP: 3133WCXF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1374302 | PA      | $1362678.95    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.45% 01/15/2050                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $2395104.79    | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.3% 07/08/2034                                                                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3078000 | PA      | $2862723.33    | 0.00%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 3/36 #745353                                                                           | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22678 | PA      | $23305.61      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2277                                                                  | CUSIP: 36183XQ60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93262 | PA      | $83111.12      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#BP9945                                                                  | CUSIP: 3140KJBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261732 | PA      | $215395.81     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2042#890737                                                                  | CUSIP: 31410LS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338344 | PA      | $348021.71     | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 3.4% 05/20/2026                                                                 | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $4231830.72    | 0.01%             | 2026-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW5110                                                                  | CUSIP: 3138XUVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139255 | PA      | $135026.86     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2043#Q18144                                                                  | CUSIP: 3132J9P69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     668139 | PA      | $601205.63     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2031#BD0475                                                                  | CUSIP: 3140F7Q51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45268 | PA      | $43415.67      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2051#SD8142                                                                    | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188377 | PA      | $161949.58     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.411%/VAR 09/19/2039                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11220000 | PA      | $10707825.63   | 0.02%             | 2039-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.469% 04/15/2034 144A                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3391000 | PA      | $2978510.11    | 0.00%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC1502                                                                           | CUSIP: 31417KU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     646766 | PA      | $636317.77     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 6/1/31#MA2675                                                                      | CUSIP: 31418B6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     264225 | PA      | $253533.29     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2041#MC0549                                                                  | CUSIP: 31421ATF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89096 | PA      | $84461.71      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.2% 04/01/2045                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $2820459.46    | 0.00%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 7/42 #AA8111                                                                           | CUSIP: 36178GAL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35556 | PA      | $32850.72      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 10/15/2027                                                                       | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  194800000 | PA      | $194746733.89  | 0.31%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2047#Q53034                                                                  | CUSIP: 3132XVLQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33068 | PA      | $29887.12      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#A96413                                                                    | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386731 | PA      | $369553.14     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2052#                                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42304063 | PA      | $42975568.35   | 0.07%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 5% 03/15/2044#783932                                                                    | CUSIP: 3622A2LM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     385419 | PA      | $387222.36     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 10/31/2026                                                                       | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125566200 | PA      | $120587696.05  | 0.19%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#                                                                          | CUSIP: 3140X7SQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394871 | PA      | $367285.28     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#AS8406                                                                  | CUSIP: 3138WJKU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336393 | PA      | $321766.70     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                     | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $3885398.86    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.75% 04/01/2046                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5684000 | PA      | $5669105.59    | 0.01%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 8/37 #995024                                                                           | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15812 | PA      | $16233.22      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY0093                                                                  | CUSIP: 3138YDC72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91536 | PA      | $86072.28      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1962196.76    | 0.00%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2036#QN5429                                                                  | CUSIP: 3133GCA69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64928 | PA      | $60230.83      | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2033#CA1305                                                                    | CUSIP: 3140Q8NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920600 | PA      | $905686.07     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q18869                                                                  | CUSIP: 3132JAJP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294975 | PA      | $265099.91     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#AS7827                                                                  | CUSIP: 3138WHVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17226 | PA      | $16513.99      | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#BQ8171                                                                  | CUSIP: 3140KUCH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6882906 | PA      | $6044880.18    | 0.01%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2048#BK1835                                                                  | CUSIP: 3140HFBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107796 | PA      | $103242.55     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.625% 02/21/2053                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2754808.89    | 0.00%             | 2053-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026                                                   | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   16937000 | PA      | $16501762.80   | 0.03%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AR7396                                                                  | CUSIP: 3138W5GE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442924 | PA      | $396069.07     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2055#MB0204                                                                      | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20381502 | PA      | $19784738.12   | 0.03%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AZ6887                                                                    | CUSIP: 3138YYUM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20365 | PA      | $19063.32      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2048#MA5527                                                                    | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2343269 | PA      | $2109644.78    | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.75% 06/24/2044                                                                 | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1435917.21    | 0.00%             | 2044-06-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.75% 08/15/2047                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $3585172.97    | 0.01%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 03/15/2045#AL2575                                                                    | CUSIP: 36183X2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     201025 | PA      | $179291.64     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#MA2541                                                                  | CUSIP: 31418BZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131845 | PA      | $126807.51     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 04/01/2040#RB5043                                                                  | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2968578 | PA      | $2630162.61    | 0.00%             | 2040-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2047#BD7690                                                                  | CUSIP: 3140FFRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     878976 | PA      | $740394.12     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 10/01/2028#G18484                                                                  | CUSIP: 3128MMRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     945662 | PA      | $926800.34     | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#MA1932                                                                  | CUSIP: 31418BEE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26562 | PA      | $25950.53      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 03/51#MA4280                                                                       | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     546061 | PA      | $403895.56     | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 9/39 #710856                                                                           | CUSIP: 36297FWR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     180105 | PA      | $180926.45     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/45#G08659                                                                    | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3899004 | PA      | $3545899.44    | 0.01%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#BJ9192                                                                  | CUSIP: 3140HBGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     931537 | PA      | $905778.21     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2042#                                                                        | CUSIP: 3138MDV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69937 | PA      | $61026.51      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2038#                                                                        | CUSIP: 3128M6TT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17489 | PA      | $18002.46      | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.50% 9/29 #MA0171                                                                      | CUSIP: 31417YFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10649 | PA      | $10600.41      | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2043#V80006                                                                    | CUSIP: 3132L5AF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117300 | PA      | $105648.73     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2033#BK9073                                                                    | CUSIP: 3140HPCK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137729 | PA      | $131935.65     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#FM1458                                                                  | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     327884 | PA      | $313726.70     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2053#BY1039                                                                    | CUSIP: 3140NHEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65813 | PA      | $66652.48      | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2029#AX2334                                                                    | CUSIP: 3138Y3SY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26182 | PA      | $25526.98      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZM7630                                                                    | CUSIP: 3131Y2PP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102147 | PA      | $94263.76      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AD9751                                                                     | CUSIP: 31418XZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3271 | PA      | $3253.85       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2043#V80012                                                                    | CUSIP: 3132L5AM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     534825 | PA      | $481184.68     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    8780000 | PA      | $8753718.65    | 0.01%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2% 09/01/2029                                                                      | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8297000 | PA      | $7566118.93    | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2053#FS4776                                                                  | CUSIP: 3140XLJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58079 | PA      | $57655.33      | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2047#AS9764                                                                    | CUSIP: 3138WKZ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3866 | PA      | $3837.30       | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2027#AQ4724                                                                  | CUSIP: 3138MLHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186764 | PA      | $182654.30     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2047#G08758                                                                    | CUSIP: 3128MJZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3434658 | PA      | $3210691.42    | 0.01%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.15% 04/05/2034                                                         | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    2040000 | PA      | $2054769.01    | 0.00%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MTG TR                                                              | BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056                                                          | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3320000 | PA      | $3463385.49    | 0.01%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2050#SD8079                                                                    | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     317871 | PA      | $249428.28     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/39 #AE0831                                                                           | CUSIP: 31419A4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88136 | PA      | $92446.91      | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54867                                                                  | CUSIP: 3132XXMR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61061 | PA      | $55187.48      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 2.6% 05/10/2031                                                                          | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1770478.08    | 0.00%             | 2031-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                     | WALMART INC 2.95% 09/24/2049                                                                      | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $3294126.29    | 0.01%             | 2049-09-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2043#AV0613                                                                    | CUSIP: 3138XBVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356280 | PA      | $356876.10     | 0.00%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2040#AL8571                                                                  | CUSIP: 3138ETQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240577 | PA      | $246537.39     | 0.00%             | 2040-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT7222                                                                  | CUSIP: 3138WVAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64598 | PA      | $57852.51      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/1/42 #AQ7097                                                                    | CUSIP: 3138MN3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126907 | PA      | $117632.99     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.00% 7/30 #MA0457                                                                      | CUSIP: 31417YQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98055 | PA      | $96860.16      | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2055#MB0146                                                                      | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   92267489 | PA      | $89565924.86   | 0.14%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU LANGONE HOSPITALS 4.784% 07/01/2044                                                           | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5272476.73    | 0.01%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 8/25 #AE3228                                                                      | CUSIP: 31419DSS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        530 | PA      | $527.65        | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5825                                                                          | CUSIP: 3138AXPK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32114 | PA      | $30593.08      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.525%/VAR 03/25/2036                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4800000 | PA      | $4788351.12    | 0.01%             | 2036-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AB7119                                                                  | CUSIP: 31417D4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20526 | PA      | $20075.02      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 04/01/2053#MA4981                                                                  | CUSIP: 31418ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14745034 | PA      | $15160069.61   | 0.02%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  242150000 | PA      | $236597575.57  | 0.38%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2032#J38109                                                                    | CUSIP: 31307VAJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     801701 | PA      | $773818.15     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#Q57057                                                                    | CUSIP: 3132Y0ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1496742 | PA      | $1395400.85    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH9958                                                                    | CUSIP: 3140H0B43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214171 | PA      | $206272.84     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2030#AZ6012                                                                  | CUSIP: 3138YXVE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109601 | PA      | $106454.98     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2045#MA2521                                                                    | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2900196 | PA      | $2650375.94    | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BJ9252                                                                    | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2966804 | PA      | $2762321.64    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#BU7107                                                                    | CUSIP: 3140M83R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     465810 | PA      | $365367.89     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2032#BH1266                                                                  | CUSIP: 3140GPMQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194472 | PA      | $185608.11     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/45#AS6101                                                                    | CUSIP: 3138WFX76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3142221 | PA      | $2860768.16    | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 04/20/2044#MA1841                                                                    | CUSIP: 36179QBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     203955 | PA      | $205367.43     | 0.00%             | 2044-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2045#AX7962                                                                  | CUSIP: 3138Y9Z43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52189 | PA      | $45930.82      | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/20/2049#MA5934                                                                    | CUSIP: 36179USX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40839 | PA      | $41669.02      | 0.00%             | 2049-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2047#BH5658                                                                    | CUSIP: 3140GUJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604475 | PA      | $563945.86     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#RJ2653                                                                  | CUSIP: 3142GS5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21036646 | PA      | $21016501.10   | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#CA2641                                                                  | CUSIP: 3140Q95B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426705 | PA      | $408280.45     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2037#BX1115                                                                    | CUSIP: 3140N5GZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     900493 | PA      | $875211.40     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2053#                                                                        | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28960964 | PA      | $28743174.23   | 0.05%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2045#AZ0870                                                                    | CUSIP: 3138YR6G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7489 | PA      | $6576.53       | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#AL9846                                                                  | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5010212 | PA      | $4858071.74    | 0.01%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2032#BH0040                                                                    | CUSIP: 3140GNBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20747 | PA      | $20014.60      | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 02/15/2029                                                                       | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56726000 | PA      | $54244237.50   | 0.09%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 0.75% 10/08/2030                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   15466000 | PA      | $13027047.22   | 0.02%             | 2030-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AS4235                                                                  | CUSIP: 3138WDV57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4435052 | PA      | $4068077.50    | 0.01%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 0.625% 02/09/2026                                                        | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   20831000 | PA      | $20297331.03   | 0.03%             | 2026-02-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2051#CB0531                                                                    | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2147064 | PA      | $1848534.07    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 02/01/2039#CB8432                                                                    | CUSIP: 3140QULN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1496137 | PA      | $1498140.98    | 0.00%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2053#QG2629                                                                  | CUSIP: 3133C24N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1217832 | PA      | $1151680.13    | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2045#G08632                                                                  | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1120421 | PA      | $1025640.51    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2049#QA0411                                                                  | CUSIP: 31334WN49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69305 | PA      | $62231.13      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2044#AS2253                                                                    | CUSIP: 3138WBQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9758 | PA      | $9223.67       | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2031#BC1938                                                                  | CUSIP: 3140EWEL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17012 | PA      | $16689.07      | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4614153.86    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 08/17/2048                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    9825000 | PA      | $8236350.56    | 0.01%             | 2048-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AL7206                                                                    | CUSIP: 3138EQAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21024 | PA      | $19779.74      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AH1597                                                                           | CUSIP: 3138A2X38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138874 | PA      | $131709.07     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2026#AI7269                                                                  | CUSIP: 3138AMCF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        324 | PA      | $320.95        | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2035#FM3755                                                                    | CUSIP: 3140X7E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     843035 | PA      | $767087.07     | 0.00%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC2237                                                                           | CUSIP: 31417LPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23422 | PA      | $23091.37      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2047#BM4036                                                                    | CUSIP: 3140J8PW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     752204 | PA      | $658194.80     | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZT0495                                                                  | CUSIP: 3132ACRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14159 | PA      | $13556.23      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2026#AB3608                                                                  | CUSIP: 31417AAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37790 | PA      | $37468.30      | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 5.291% 12/08/2046                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    8130000 | PA      | $6410297.77    | 0.01%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.55% 07/15/2027                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $6651768.22    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2027#ZK3851                                                                    | CUSIP: 3131X7H43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65959 | PA      | $65121.87      | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.597%/VAR 03/24/2051                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10295000 | PA      | $9952622.27    | 0.02%             | 2051-03-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC4344                                                                    | CUSIP: 3140EYZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2909 | PA      | $2549.08       | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q18846                                                                  | CUSIP: 3132JAHY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     411622 | PA      | $371796.34     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.821%/VAR 01/26/2034                                                           | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5101741.01    | 0.01%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 06/01/2050#RA2857                                                                  | CUSIP: 3133KJE65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2454487 | PA      | $2029153.67    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.35% 09/17/2029                                                                 | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4605521.76    | 0.01%             | 2029-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2045#G08635                                                                  | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     646407 | PA      | $572391.66     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AB9824                                                                  | CUSIP: 31417G4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35420 | PA      | $34544.19      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2029#AW5657                                                                  | CUSIP: 3138XVJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1292 | PA      | $1250.75       | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 3/27 #AL1746                                                                      | CUSIP: 3138EH5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135606 | PA      | $134373.55     | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#G67710                                                                  | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4201582 | PA      | $3802693.25    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2048#BJ5738                                                                  | CUSIP: 3140H7LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129095 | PA      | $116402.00     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.75% 03/25/2050                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9512000 | PA      | $7504711.08    | 0.01%             | 2050-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 04/35#SB8056                                                                         | CUSIP: 3132D55R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1194159 | PA      | $1165856.77    | 0.00%             | 2035-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU7138                                                                  | CUSIP: 3138X64Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34964 | PA      | $31987.37      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#Q53535                                                                  | CUSIP: 3132XV4V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1619819 | PA      | $1464011.91    | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#G08810                                                                  | CUSIP: 3128MJ3U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     413086 | PA      | $396153.68     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.05% 12/03/2042                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5541000 | PA      | $4604848.44    | 0.01%             | 2042-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 9/42#AB6086                                                                        | CUSIP: 31417CXQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29977 | PA      | $27720.05      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/47#MA4197                                                                           | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6028441 | PA      | $5622331.69    | 0.01%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#BK3763                                                                    | CUSIP: 3140HHFD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63920 | PA      | $61646.35      | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 10/01/2039#SC0014                                                                    | CUSIP: 3132D9AP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271678 | PA      | $250968.57     | 0.00%             | 2039-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.625% 03/01/2048                                                                       | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2113506.18    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5% 09/30/2043                                                            | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3783000 | PA      | $3488571.61    | 0.01%             | 2043-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2027#                                                                        | CUSIP: 3138MBLQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24390 | PA      | $23896.32      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#ZM7184                                                                  | CUSIP: 3131Y16V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155213 | PA      | $139807.02     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.618%/VAR 11/20/2035                                                        | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2400000 | PA      | $2382489.58    | 0.00%             | 2035-11-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4% 05/15/2030                                                                        | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4671757.73    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.442%/VAR 01/30/2036                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4731016.01    | 0.01%             | 2036-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6132                                                                  | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26881 | PA      | $22004.46      | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BC1258                                                                  | CUSIP: 3140EVMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89566 | PA      | $86184.45      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.75% 10/01/2025                                                                       | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4528000 | PA      | $4513438.72    | 0.01%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BK4850                                                                  | CUSIP: 3140HJL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66304 | PA      | $63482.86      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.86% 06/21/2047                                                                | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4931000 | PA      | $3715508.50    | 0.01%             | 2047-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#CA1866                                                                    | CUSIP: 3140Q9CC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60330 | PA      | $52507.55      | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AJ4051                                                                          | CUSIP: 3138AVQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243658 | PA      | $232093.93     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AR7667                                                                  | CUSIP: 3138W5QV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4009 | PA      | $3916.27       | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/41 #AJ1242                                                                          | CUSIP: 3138ASLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10782 | PA      | $10620.39      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15289700 | PA      | $9354190.76    | 0.01%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2050#MA4184                                                                    | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19495 | PA      | $16778.47      | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2036#A48531                                                                  | CUSIP: 3128K9PQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3421 | PA      | $3519.63       | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2051#BR1514                                                                    | CUSIP: 3140KYVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1886087 | PA      | $1624432.73    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#FS5749                                                                  | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48286332 | PA      | $49603973.93   | 0.08%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2029                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23150000 | PA      | $23317294.86   | 0.04%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 9/25 #AD6175                                                                      | CUSIP: 31418T2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         96 | PA      | $95.41         | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX4161                                                                  | CUSIP: 3138Y5TT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246841 | PA      | $239311.73     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2044#V80950                                                                  | CUSIP: 3132L6BT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37751 | PA      | $35651.44      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#CA2963                                                                  | CUSIP: 3140QAJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163955 | PA      | $156875.51     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2033#BK7629                                                                    | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457634 | PA      | $438383.31     | 0.00%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                       | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37166200 | PA      | $34319211.10   | 0.05%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/30#G18550                                                                      | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128115 | PA      | $124908.76     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#MA2596                                                                    | CUSIP: 31418B3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160011 | PA      | $155207.84     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2046#BD9979                                                                  | CUSIP: 3140FJCR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1669396 | PA      | $1513605.82    | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2048#                                                                          | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     587627 | PA      | $514186.43     | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2033                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9721210.20    | 0.02%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2027#AL1561                                                                  | CUSIP: 3138EHWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10863 | PA      | $10782.23      | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.33%/VAR 07/23/2035                                                | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13150000 | PA      | $13038553.75   | 0.02%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.1% 05/11/2047                                                                        | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1375022.77    | 0.00%             | 2047-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#SD7526                                                                  | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   86160925 | PA      | $71553365.60   | 0.11%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2052#QF2499                                                                  | CUSIP: 3133BPX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6031162 | PA      | $6004654.19    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2031#BC8736                                                                    | CUSIP: 3140F4V60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     599543 | PA      | $581642.49     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2043#Q17959                                                                  | CUSIP: 3132J9JD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29069 | PA      | $26077.54      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 2.65% 03/15/2032                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2480213.95    | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#FM7311                                                                  | CUSIP: 3140XBDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26088 | PA      | $24969.65      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD3209                                                                  | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13199725 | PA      | $10805122.06   | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.8% 10/01/2050                                                               | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   11832000 | PA      | $7193158.03    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 2.9% 06/15/2050                                                                      | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $4708934.71    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2033#BK4723                                                                  | CUSIP: 3140HJG96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6058 | PA      | $5880.64       | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AX5730                                                                  | CUSIP: 3138Y7LL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227009 | PA      | $207702.01     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM0076                                                                    | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24064007 | PA      | $20793323.78   | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 4.95% 09/15/2052                                                                    | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3233583.17    | 0.01%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/47#G08787                                                                         | CUSIP: 3128MJ2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83040 | PA      | $72497.73      | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 09/26/2034                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3564033.65    | 0.01%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7388000 | PA      | $6488442.51    | 0.01%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2042#AB7436                                                                  | CUSIP: 31417EHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408574 | PA      | $366554.67     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 01/01/2040#MA3889                                                                  | CUSIP: 31418DKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32699 | PA      | $29028.05      | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    5260000 | PA      | $5311076.07    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.7% 01/15/2035                                                                  | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     980000 | PA      | $936550.11     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 10/25 #MA0535                                                                     | CUSIP: 31417YSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        325 | PA      | $323.78        | 0.00%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2032#AS8896                                                                    | CUSIP: 3138WJ3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18152 | PA      | $17546.99      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AS3907                                                                  | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208743 | PA      | $196814.77     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 10/26 #AJ4093                                                                     | CUSIP: 3138AVRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2911 | PA      | $2885.12       | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2049#SD8019                                                                  | CUSIP: 3132DV4C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     805343 | PA      | $770066.07     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2051#QD3290                                                                  | CUSIP: 3133B0UP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     694259 | PA      | $616235.41     | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2032#MA3180                                                                  | CUSIP: 31418CRA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3935 | PA      | $3835.68       | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2029#AS2788                                                                  | CUSIP: 3138WCC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2201 | PA      | $2168.95       | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.734% 12/08/2047                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2594000 | PA      | $1762884.71    | 0.00%             | 2047-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15408000 | PA      | $15052088.14   | 0.02%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 06/01/2035#SB8048                                                                    | CUSIP: 3132D55H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1089196 | PA      | $993114.63     | 0.00%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6800000 | PA      | $6858811.70    | 0.01%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2047#G08779                                                                  | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5595690 | PA      | $5064447.94    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2047#BH6668                                                                    | CUSIP: 3140GVMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35242 | PA      | $32878.64      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                      | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7346000 | PA      | $5112816.00    | 0.01%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/29#AS3460                                                                         | CUSIP: 3138WCZ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27406 | PA      | $26741.26      | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2052#FM9939                                                                    | CUSIP: 3140XEBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1663198 | PA      | $1536220.40    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.8% 10/25/2032                                                    | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $3798336.40    | 0.01%             | 2032-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2053#SD4977                                                                    | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16642581 | PA      | $16145245.42   | 0.03%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 4.45% 08/01/2042                                                    | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6157000 | PA      | $5104884.45    | 0.01%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 2/26 #AC4283                                                                      | CUSIP: 31417NXM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        196 | PA      | $195.43        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 1.5% 06/01/2040 #TBA                                                                    | CUSIP: 01F012460<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4250000 | PA      | $3727326.93    | 0.01%             | 2040-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.5% 06/03/2030                                                                    | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15466000 | PA      | $13573131.88   | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.65% 07/21/2027                               | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3698000 | PA      | $3616305.85    | 0.01%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#QN8258                                                                    | CUSIP: 3133GFE76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     939522 | PA      | $849009.68     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 4/38 #G04334                                                                           | CUSIP: 3128M6EF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190639 | PA      | $191899.56     | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AO1901                                                                      | CUSIP: 3138LSDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        275 | PA      | $271.23        | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10800000 | PA      | $11116544.00   | 0.02%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT8586                                                                  | CUSIP: 3138WWRG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159369 | PA      | $142470.08     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 05/11/2050                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4157000 | PA      | $2538851.54    | 0.00%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BC8144                                                                    | CUSIP: 3140F4BN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191147 | PA      | $167257.91     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/40 #AE7314                                                                          | CUSIP: 31419JDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1798466 | PA      | $1715412.65    | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#QG1023                                                                  | CUSIP: 3133C1D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     634145 | PA      | $628979.56     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3511602.76    | 0.01%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW4060                                                                  | CUSIP: 3138XTQN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9648 | PA      | $9417.10       | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2042#AL7343                                                                  | CUSIP: 3138EQER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311523 | PA      | $319984.82     | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.05% 08/15/2052                                                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6859000 | PA      | $5160068.36    | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2028#J24636                                                                  | CUSIP: 31307DEH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27241 | PA      | $26688.41      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6378                                                                  | CUSIP: 3133B4CP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1571732 | PA      | $1285125.87    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 4.5% 04/01/2047                                                               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1985484.65    | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BC0753                                                                    | CUSIP: 3140EUZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50912 | PA      | $44613.15      | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#AS8571                                                                  | CUSIP: 3138WJQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     841995 | PA      | $763418.72     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.25% 06/15/2055                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4006080.18    | 0.01%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 4.175%/VAR 03/24/2028                                                          | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6000000 | PA      | $5943456.36    | 0.01%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AX9788                                                                  | CUSIP: 3138YB2W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50407 | PA      | $47442.16      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 02/01/2043#Q15822                                                                  | CUSIP: 3132J64G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156864 | PA      | $141237.89     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 8/41 #768137                                                                           | CUSIP: 36176KEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72341 | PA      | $69330.98      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/40 #733323                                                                           | CUSIP: 3620ALVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1546 | PA      | $1518.09       | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 05/15/2043#AE4614                                                                  | CUSIP: 36180XDT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     111711 | PA      | $103211.66     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2055#MB0144                                                                      | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9753229 | PA      | $8939230.93    | 0.01%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#BA5922                                                                    | CUSIP: 3140EASL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120519 | PA      | $112814.67     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2044#G60458                                                                  | CUSIP: 31335AQK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1368475 | PA      | $1267833.33    | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2031#BC8045                                                                  | CUSIP: 3140F35F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49286 | PA      | $47334.45      | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2029                                                                       | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59600000 | PA      | $57725859.52   | 0.09%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ8819                                                                    | CUSIP: 3140HAYR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     593203 | PA      | $552317.78     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2042#Q07395                                                                  | CUSIP: 3132GSRQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115852 | PA      | $107518.83     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2034#FM1394                                                                    | CUSIP: 3140X4RQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12536 | PA      | $11973.76      | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2049#                                                                          | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2002762 | PA      | $1727425.62    | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#                                                                          | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     662469 | PA      | $519000.19     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 6.75% 06/20/2036                                                                | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5059187.15    | 0.01%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2051#FM8302                                                                    | CUSIP: 3140XCGL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     501816 | PA      | $465660.92     | 0.00%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/37 #928589                                                                           | CUSIP: 31412LUN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13719 | PA      | $14518.20      | 0.00%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #727692                                                                          | CUSIP: 3620AENH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29174 | PA      | $30259.12      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/31 #545121                                                                           | CUSIP: 31385HSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6660 | PA      | $6887.21       | 0.00%             | 2031-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1864972.84    | 0.00%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 9/41 #005175                                                                        | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2282 | PA      | $2243.77       | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2049#SD8032                                                                    | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148198 | PA      | $137474.67     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 06/01/2053#RA9270                                                                  | CUSIP: 3133KRJP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     206330 | PA      | $205552.05     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2051#MA7423                                                                      | CUSIP: 36179WG85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27196 | PA      | $26541.65      | 0.00%             | 2051-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#BP9158                                                                    | CUSIP: 3140KHE80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27503 | PA      | $23670.72      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2052#MA4840                                                                  | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7112115 | PA      | $6733348.18    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027                                         | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5909572 | PA      | $5928377.68    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.1% 02/24/2035                                                                 | CUSIP: 17275RBZ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $7725177.60    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71850000 | PA      | $69172465.20   | 0.11%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6366627.82    | 0.01%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #MA0617                                                                      | CUSIP: 31417YVK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11071 | PA      | $11007.05      | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2038#972999                                                                    | CUSIP: 31414QNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46739 | PA      | $46983.77      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AO4660                                                                      | CUSIP: 3138LVFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5388 | PA      | $5300.25       | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 08/01/2038#SB8246                                                                  | CUSIP: 3132D6ET3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1328809 | PA      | $1312596.46    | 0.00%             | 2038-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2051#BT5004                                                                    | CUSIP: 3140LTR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     888381 | PA      | $758058.21     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.7% 12/15/2031                                                              | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    7790000 | PA      | $7830057.04    | 0.01%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC6778                                                                  | CUSIP: 3140AUQ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1296130 | PA      | $1224469.82    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.85% 05/15/2041                                                              | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $3231542.14    | 0.01%             | 2041-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2029#AX7274                                                                  | CUSIP: 3138Y9CL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17278 | PA      | $17006.06      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2046#Q44460                                                                  | CUSIP: 3132WH5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48314 | PA      | $43863.34      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2048#BJ6050                                                                  | CUSIP: 3140H7WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239007 | PA      | $215731.66     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2048#BJ6216                                                                    | CUSIP: 3140H74A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136913 | PA      | $127605.04     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2039#BC4575                                                                  | CUSIP: 3140F0CM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294102 | PA      | $302774.54     | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 4.15% 01/15/2026                                                                | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    4448000 | PA      | $4437924.30    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 9/26 #AJ1441                                                                      | CUSIP: 3138ASS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2205 | PA      | $2186.00       | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6684                                                                  | CUSIP: 3133B4M93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1492564 | PA      | $1220393.89    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 6/33 #003403                                                                         | CUSIP: 36202DX89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21765 | PA      | $22207.76      | 0.00%             | 2033-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2045#MA2961                                                                    | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6570936 | PA      | $5960988.64    | 0.01%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#BN6476                                                                  | CUSIP: 3140JPFS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8079 | PA      | $7728.01       | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM1212                                                                    | CUSIP: 3140X4K21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72491 | PA      | $67313.47      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/35 #995203                                                                           | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1080544 | PA      | $1086493.34    | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 03/01/2055#SD8517                                                                  | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13380694 | PA      | $13738509.46   | 0.02%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2032#CA0250                                                                    | CUSIP: 3140Q7H42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61623 | PA      | $59605.30      | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2033#705579                                                                  | CUSIP: 31401D2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63211 | PA      | $64627.24      | 0.00%             | 2033-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/40 #AD3812                                                                           | CUSIP: 31418RGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     465942 | PA      | $468315.42     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2033#BK7894                                                                    | CUSIP: 3140HMXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     278232 | PA      | $266527.67     | 0.00%             | 2033-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2049#MA6218                                                                      | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4057361 | PA      | $3551823.29    | 0.01%             | 2049-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 7/25 #AD7760                                                                      | CUSIP: 31418VTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $29.61         | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AK8669                                                                      | CUSIP: 3138EDT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23031 | PA      | $22698.62      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2030#AZ8966                                                                  | CUSIP: 3140E16C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51502 | PA      | $50650.49      | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2046#G08693                                                                  | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7220550 | PA      | $6562123.58    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2053#QG5124                                                                    | CUSIP: 3133C5VR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     847903 | PA      | $722325.36     | 0.00%             | 2053-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.95% 04/01/2030                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12477000 | PA      | $11554410.07   | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 5/41 #Q00798                                                                           | CUSIP: 3132GD3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4062 | PA      | $3874.93       | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3831                                                                    | CUSIP: 3133AAHG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25397 | PA      | $19928.83      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 09/01/2038#MA5147                                                                  | CUSIP: 31418EWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182701 | PA      | $180472.33     | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#AS6610                                                                    | CUSIP: 3138WGKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     638029 | PA      | $619101.39     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2945                                                                           | CUSIP: 3138LTHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70862 | PA      | $65729.88      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#SD8420                                                                  | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5783751 | PA      | $5734834.29    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.95% 01/10/2047                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12837000 | PA      | $11354324.06   | 0.02%             | 2047-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/36 #886729                                                                           | CUSIP: 31410EEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2633 | PA      | $2756.16       | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175600000 | PA      | $173768546.44  | 0.28%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#FM9706                                                                    | CUSIP: 3140XDYC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6652240 | PA      | $5713793.55    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 9/41 #Q03085                                                                           | CUSIP: 3132GJCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17046 | PA      | $16256.07      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#BN5258                                                                    | CUSIP: 3140JMZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13793571 | PA      | $12817010.02   | 0.02%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#RA3520                                                                    | CUSIP: 3133KJ4D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35650 | PA      | $27973.82      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/40 #AD6061                                                                           | CUSIP: 31418TWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        972 | PA      | $976.68        | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2045#MA3310                                                                    | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     858117 | PA      | $778462.57     | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.85% 02/26/2029                                                                | CUSIP: 17275RBR2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7720441.56    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #779846                                                                          | CUSIP: 36176YET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49758 | PA      | $47763.24      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.751% 07/18/2039                                                      | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6297000 | PA      | $5303719.34    | 0.01%             | 2039-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#MA3871                                                                    | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     910217 | PA      | $785082.00     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2048#CA1574                                                                    | CUSIP: 3140Q8XC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26382 | PA      | $26145.60      | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12310659.60   | 0.02%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3427                                                                  | CUSIP: 3138X2YZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31523 | PA      | $28198.17      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#AS7088                                                                  | CUSIP: 3138WG2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21141 | PA      | $20295.11      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2046#Q38621                                                                  | CUSIP: 3132QVSK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32208 | PA      | $29270.71      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2043#Q18220                                                                    | CUSIP: 3132J9SJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        866 | PA      | $770.19        | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                       | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  262029200 | PA      | $243451738.49  | 0.39%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#AS7003                                                                    | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29131 | PA      | $25526.33      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.15% 07/15/2046                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2080227.87    | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA4770                                                                  | CUSIP: 3140E9JQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     573268 | PA      | $520307.07     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2035#MA4123                                                                    | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746059 | PA      | $678847.54     | 0.00%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4% 04/01/2029                                                                  | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7408000 | PA      | $7234550.79    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2042#Q11532                                                                  | CUSIP: 3132HMVZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     256002 | PA      | $236831.62     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD6996                                                                    | CUSIP: 3140FEX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334698 | PA      | $292867.96     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/32 #667599                                                                          | CUSIP: 31391HUY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18039 | PA      | $18828.82      | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2048#BJ4623                                                                    | CUSIP: 3140H6D55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72090 | PA      | $67189.01      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2051#MA7589                                                                    | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10142645 | PA      | $8504208.11    | 0.01%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2042#MA0460                                                                    | CUSIP: 36179MQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77793 | PA      | $68599.01      | 0.00%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#MA3776                                                                    | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1033221 | PA      | $958779.50     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2053#BY3300                                                                  | CUSIP: 3140NKU25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     491682 | PA      | $488030.47     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3815                                                                  | CUSIP: 3138X3GZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152517 | PA      | $135933.80     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/45#AZ8885                                                                      | CUSIP: 3140E12T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98124 | PA      | $91851.70      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2035#FM3019                                                                  | CUSIP: 3140X6K91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2207569 | PA      | $2136178.37    | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2049#BN5280                                                                    | CUSIP: 3140JM2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163054 | PA      | $141249.09     | 0.00%             | 2049-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.25% 05/24/2041                                                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4583000 | PA      | $4414548.21    | 0.01%             | 2041-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR3075                                                                  | CUSIP: 3138W0MZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230139 | PA      | $214558.13     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2032#G18636                                                                    | CUSIP: 3128MMV67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2830574 | PA      | $2740160.60    | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050                                                   | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $6014051.37    | 0.01%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#DA6006                                                                  | CUSIP: 3140A6U87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674953 | PA      | $669023.12     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   20080000 | PA      | $20183362.20   | 0.03%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.183% 11/25/2027                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12307000 | PA      | $12200681.18   | 0.02%             | 2027-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029 144A                                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2597969.78    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.0% 08/01/2030#MA0530                                                                  | CUSIP: 31417YSU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25525 | PA      | $25726.18      | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2054#MB0024                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21915953 | PA      | $20694526.54   | 0.03%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU6623                                                                  | CUSIP: 3138X6LD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17282 | PA      | $15359.93      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 02/24/2055                                                                 | CUSIP: 17275RCA8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3993087.72    | 0.01%             | 2055-02-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/44#Q28370                                                                    | CUSIP: 3132M86F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172898 | PA      | $163443.96     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2050#BQ0188                                                                    | CUSIP: 3140KKF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     461391 | PA      | $397094.56     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT7962                                                                  | CUSIP: 3138WVZ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193617 | PA      | $172750.99     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 4/40 #735701                                                                           | CUSIP: 3620APKN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     111984 | PA      | $112494.01     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#CB7336                                                                  | CUSIP: 3140QTEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61977 | PA      | $61549.42      | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#BO6327                                                                    | CUSIP: 3140K2A53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71914 | PA      | $62117.27      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030                                                  | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50584119 | PA      | $43743714.58   | 0.07%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 11/02/2042                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1261688.13    | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 03/01/2041#A97285                                                                  | CUSIP: 312946CW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2722 | PA      | $2597.38       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2049#QA5502                                                                    | CUSIP: 3133A0DF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11253 | PA      | $11074.85      | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  240500000 | PA      | $244530253.31  | 0.39%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 02/20/2045#MA2604                                                                    | CUSIP: 36179Q3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207192 | PA      | $208627.82     | 0.00%             | 2045-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#AL9891                                                                         | CUSIP: 3138ER7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560978 | PA      | $524767.43     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 07/15/2026                                                                        | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2571219.02    | 0.00%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1630                                                                  | CUSIP: 3138X0Y44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17958 | PA      | $16069.54      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    8797000 | PA      | $8386436.71    | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 3% 04/01/2030#RD5026                                                                    | CUSIP: 3133LPSP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21501 | PA      | $20983.96      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2047#MA4385                                                                      | CUSIP: 36179S2S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     284113 | PA      | $285715.38     | 0.00%             | 2047-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.839% 03/20/2060                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   11170000 | PA      | $7804189.70    | 0.01%             | 2060-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2041#AI4285                                                                  | CUSIP: 3138AHXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     455441 | PA      | $457536.26     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 8/26 #AI9793                                                                      | CUSIP: 3138AP3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        253 | PA      | $250.36        | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    4496000 | PA      | $4443632.71    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2038#A72378                                                                  | CUSIP: 3128L5UB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52915 | PA      | $54549.15      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26758000 | PA      | $18805377.37   | 0.03%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2047#                                                                        | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18774 | PA      | $18021.62      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $6827837.28    | 0.01%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2045#AS5840                                                                  | CUSIP: 3138WFP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25253 | PA      | $23639.19      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2047#ZM3563                                                                  | CUSIP: 3131XW5Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22710 | PA      | $21914.05      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029                                                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7227714.53    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2044#G08599                                                                  | CUSIP: 3128MJUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5558 | PA      | $5103.26       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2046#MA3456                                                                    | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     938856 | PA      | $910883.35     | 0.00%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 2.7% 03/11/2030                                                                          | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1835780.76    | 0.00%             | 2030-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 07/01/2041#AI6301                                                                  | CUSIP: 3138ALAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166015 | PA      | $166853.25     | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 2.5% 09/15/2028                                                               | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   11930000 | PA      | $10944343.40   | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#CA4574                                                                    | CUSIP: 3140QCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1843545 | PA      | $1711872.66    | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB4388                                                                  | CUSIP: 3140AD2W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879925 | PA      | $872207.82     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 11/34 #888685                                                                          | CUSIP: 31410GJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     250384 | PA      | $251768.89     | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.875% 07/20/2035                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2462000 | PA      | $2299428.45    | 0.00%             | 2035-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 12/20/2043#MA1676                                                                    | CUSIP: 36179N2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     642362 | PA      | $579076.46     | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2041#AI8716                                                                  | CUSIP: 3138ANVJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6178 | PA      | $6057.76       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 01/01/2055#RJ3860                                                              | CUSIP: 3142GUJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6672512 | PA      | $6740373.05    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.00% 7/41 #783366                                                                        | CUSIP: 36241LW36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56435 | PA      | $56827.17      | 0.00%             | 2041-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/37 #995002                                                                           | CUSIP: 31416BKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51485 | PA      | $51758.37      | 0.00%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 1.6% 01/15/2026                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $9777591.46    | 0.02%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AS0860                                                                  | CUSIP: 3138W95W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1394 | PA      | $1363.33       | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#CB3210                                                                  | CUSIP: 3140QNR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3875626 | PA      | $3579496.69    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 3.95% 03/15/2029                                                              | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5401429.75    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2042#MA0699                                                                    | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12685 | PA      | $11708.00      | 0.00%             | 2043-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#AX7712                                                                    | CUSIP: 3138Y9SA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18584 | PA      | $17498.17      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2045#MA2826                                                                    | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     475354 | PA      | $433829.67     | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 11/15/2042#AB9482                                                                  | CUSIP: 36178WRB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49454 | PA      | $45628.09      | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.35% 05/15/2034                                                          | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2788485.03    | 0.00%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.95% 05/01/2050                                                                         | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2156154.64    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2.5% 07/01/2050#BP8913                                                             | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5776689 | PA      | $4753994.68    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2033#ZS8069                                                                    | CUSIP: 3132A86E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8433 | PA      | $8128.00       | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.85% 03/15/2030                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15125714.85   | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.1% 05/01/2033                                                                  | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12860000 | PA      | $12601497.93   | 0.02%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BE8364                                                                  | CUSIP: 3140FUJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12604 | PA      | $12075.61      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.375% 06/15/2034                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2182814.14    | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC0644                                                                  | CUSIP: 3140EUWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17139 | PA      | $14436.53      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#MA3538                                                                    | CUSIP: 31418C4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1217002 | PA      | $1201170.71    | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.5% 09/01/2040                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1679899.59    | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 07/20/2052#MA8151                                                                    | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16995554 | PA      | $16187768.82   | 0.03%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1628                                                                  | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056074 | PA      | $945919.82     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 2/27 #MA0982                                                                      | CUSIP: 31418ACU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2875 | PA      | $2847.66       | 0.00%             | 2027-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 3/26 #AH9391                                                                      | CUSIP: 3138ABNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        471 | PA      | $468.49        | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2054#FS8792                                                                    | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7710406 | PA      | $7803881.76    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#AS3470                                                                    | CUSIP: 3138WC2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1636 | PA      | $1542.93       | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5.25% 01/15/2045                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2780000 | PA      | $2494250.39    | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.457% 11/18/2027                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10284745.80   | 0.02%             | 2027-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.125% 06/19/2059                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5220000 | PA      | $4401033.83    | 0.01%             | 2059-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.65% 01/17/2029                                                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16996000 | PA      | $17231559.29   | 0.03%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 2.15% 02/03/2032                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   11863000 | PA      | $9717939.46    | 0.02%             | 2032-02-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.85% 06/15/2028                                                           | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9222000 | PA      | $9069653.21    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.375% 02/08/2041                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13368000 | PA      | $9155502.71    | 0.01%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2047#Q50591                                                                  | CUSIP: 3132XSUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113162 | PA      | $108665.28     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.4% 01/15/2033                                                                       | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8087493.86    | 0.01%             | 2033-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AZ5011                                                                  | CUSIP: 3138YWR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13654 | PA      | $13153.24      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2048#MA5137                                                                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2896582 | PA      | $2695115.57    | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.375% 10/15/2028                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   21090000 | PA      | $20972328.77   | 0.03%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2034#                                                                        | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     819034 | PA      | $767714.87     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 09/01/2050#SD8081                                                                  | CUSIP: 3132DV6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30756156 | PA      | $22816171.18   | 0.04%             | 2050-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BJ1844                                                                  | CUSIP: 3140H3BN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122006 | PA      | $110124.19     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.2% 03/01/2047                                                                           | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $4144164.61    | 0.01%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS PASS THRU TR 2016-AA                                               | UNITED AIRLS PASS THRU TR 2016-AA 3.1% 01/07/2030                                                 | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7514525 | PA      | $7137229.90    | 0.01%             | 2030-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/42#G60517                                                                       | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     349326 | PA      | $343836.47     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2049#ZT2088                                                                  | CUSIP: 3132AEJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245989 | PA      | $235291.05     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 3.35% 09/02/2051                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    8800000 | PA      | $5461690.70    | 0.01%             | 2051-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2046#BC9667                                                                  | CUSIP: 3140F5W58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353927 | PA      | $298125.43     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 1.4% 08/15/2026                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   22344000 | PA      | $21513768.24   | 0.03%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BA6260                                                                  | CUSIP: 3140EA5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13003 | PA      | $12482.16      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#RJ0505                                                                  | CUSIP: 3142GQR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18340093 | PA      | $19005333.60   | 0.03%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AP6049                                                                  | CUSIP: 3138M9WK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5498 | PA      | $4924.97       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#FM1941                                                                  | CUSIP: 3140X5EP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3464 | PA      | $3315.33       | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2040#AD5181                                                                  | CUSIP: 31418SXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3899 | PA      | $3832.17       | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/35 #745092                                                                           | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114069 | PA      | $119022.28     | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.5% 12/06/2048                                                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10434000 | PA      | $8736105.75    | 0.01%             | 2048-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049                                                     | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $1892802.99    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2030#AS4684                                                                  | CUSIP: 3138WEF20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50730 | PA      | $49906.29      | 0.00%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   12933000 | PA      | $11870273.79   | 0.02%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2035#SB8035                                                                  | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573665 | PA      | $535030.98     | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 7.883%/VAR 11/15/2034                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2238806.74    | 0.00%             | 2034-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#MA4255                                                                    | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  316991249 | PA      | $248143380.98  | 0.40%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #719230                                                                           | CUSIP: 3620A5A74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73948 | PA      | $72664.45      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#CA1911                                                                  | CUSIP: 3140Q9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304833 | PA      | $291956.64     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT9553                                                                  | CUSIP: 3138WXTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9212 | PA      | $8974.63       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                       | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123100000 | PA      | $128153832.34  | 0.20%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#FM2316                                                                  | CUSIP: 3140X5SE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26063494 | PA      | $24077466.17   | 0.04%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 3/38 #973053                                                                           | CUSIP: 31414QQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2706 | PA      | $2874.99       | 0.00%             | 2038-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#SB8098                                                                    | CUSIP: 3132D57K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18582735 | PA      | $16815734.63   | 0.03%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#SB8122                                                                  | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1423349 | PA      | $1250049.71    | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4622974.36    | 0.01%             | 2028-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BC9083                                                                    | CUSIP: 3140F5CV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     743234 | PA      | $650345.61     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/45#AZ7951                                                                         | CUSIP: 3140E0ZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110619 | PA      | $103548.23     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2032#ZS8679                                                                    | CUSIP: 3132A9UC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19890 | PA      | $19187.50      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4.95% 05/15/2053                                                               | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3314413.51    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 2/41 #A96695                                                                           | CUSIP: 312945NL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96405 | PA      | $94678.18      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/32#G18631                                                                       | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102664 | PA      | $98266.79      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BD5566                                                                    | CUSIP: 3140FDFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160222 | PA      | $140198.10     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/41 #AI9047                                                                           | CUSIP: 3138APBR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13085 | PA      | $12826.75      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2030#AZ2180                                                                    | CUSIP: 3138YTM68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107777 | PA      | $104995.19     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 0.55% 08/20/2025                                                                        | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   14113000 | PA      | $13982993.02   | 0.02%             | 2025-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2031#BE1906                                                                    | CUSIP: 3140FMDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14747 | PA      | $14277.37      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2055#SL0019                                                                  | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4964889 | PA      | $4918243.44    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2032#BH5894                                                                    | CUSIP: 3140GURQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190104 | PA      | $183763.92     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2051#                                                                        | CUSIP: 3140XBME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74433 | PA      | $66626.39      | 0.00%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2042#G07242                                                                    | CUSIP: 3128M9LX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     303194 | PA      | $289597.99     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 03/20/45#MA2677                                                                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79072 | PA      | $70767.42      | 0.00%             | 2045-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2046#G08739                                                                    | CUSIP: 3128MJZD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1812937 | PA      | $1695286.48    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#QD2139                                                                    | CUSIP: 3133AYLU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6692366 | PA      | $5220017.04    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2032#MA2871                                                                    | CUSIP: 31418CFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6697 | PA      | $6481.28       | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.885% 07/01/2116                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $1514589.33    | 0.00%             | 2116-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 7/27 #AB5708                                                                      | CUSIP: 31417CKW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21197 | PA      | $20791.12      | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR8853                                                                    | CUSIP: 3140L7ZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14392443 | PA      | $11257528.55   | 0.02%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.3% 06/15/2026                                                              | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   11337000 | PA      | $11118536.01   | 0.02%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AS3881                                                                  | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2985 | PA      | $2894.23       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2045#AS4522                                                                  | CUSIP: 3138WEAY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381435 | PA      | $348267.99     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2032#MA2964                                                                    | CUSIP: 31418CJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196304 | PA      | $189817.64     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 5% 03/01/2043                                                       | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     795000 | PA      | $687045.92     | 0.00%             | 2043-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.6% 06/15/2026                                                        | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   10509000 | PA      | $10304810.97   | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/38 #973288                                                                           | CUSIP: 31414QXR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26456 | PA      | $26593.73      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2046#AS7253                                                                  | CUSIP: 3138WHBX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18256 | PA      | $17582.05      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2037#BV2469                                                                  | CUSIP: 3140MFW74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     785273 | PA      | $754233.96     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AK4327                                                                      | CUSIP: 3138E8YZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20356 | PA      | $20062.65      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2043#AB9965                                                                  | CUSIP: 31417HCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14317 | PA      | $13570.15      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.55% 09/29/2025                                                           | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3368000 | PA      | $3356618.01    | 0.01%             | 2025-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.2% 07/30/2046                                                               | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1370881.98    | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#DA1022                                                                  | CUSIP: 3140A1D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     472536 | PA      | $468451.36     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2032#G18659                                                                    | CUSIP: 3128MMWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77774 | PA      | $75175.83      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 12/01/2039#MA3868                                                                    | CUSIP: 31418DJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64159 | PA      | $58406.56      | 0.00%             | 2039-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA5733                                                                    | CUSIP: 3140QDLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158815 | PA      | $136733.17     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AZ8817                                                                    | CUSIP: 3140E1YP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97781 | PA      | $91469.28      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.125% 06/01/2048                                                           | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9771000 | PA      | $7742968.57    | 0.01%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                     | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6668480.65    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2033#BK9031                                                                    | CUSIP: 3140HPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35730 | PA      | $34226.70      | 0.00%             | 2033-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4% 03/01/2029                                                              | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    8579000 | PA      | $8468809.18    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2042#Q10116                                                                  | CUSIP: 3132HLDV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60554 | PA      | $56163.99      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE8956                                                                          | CUSIP: 31419K5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22334 | PA      | $21912.92      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#QG8653                                                                  | CUSIP: 3133C9TJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4933269 | PA      | $4899407.67    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#BK5213                                                                  | CUSIP: 3140HJYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25441 | PA      | $24737.58      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3% 02/01/2030                                                                      | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1761038.90    | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/31/2029                                                                         | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78350000 | PA      | $80008816.80   | 0.13%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 07/01/2041#RB5117                                                                  | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31957120 | PA      | $26228489.83   | 0.04%             | 2041-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 04/20/2044#MA1839                                                                    | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23307 | PA      | $22143.45      | 0.00%             | 2044-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2037#QO0174                                                                  | CUSIP: 3133WJFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     234110 | PA      | $224563.74     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.55% 03/15/2035                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5282000 | PA      | $5042792.80    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6636                                                                    | CUSIP: 3131XALR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2831 | PA      | $2763.61       | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 11/01/2028                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3654122.39    | 0.01%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                     | OVINTIV INC 6.5% 02/01/2038                                                                       | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    7055000 | PA      | $6873907.67    | 0.01%             | 2038-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.25% 05/15/2055                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5928018.09    | 0.01%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2867                                                                  | CUSIP: 3140QNFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1545112 | PA      | $1271085.21    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.625% 03/15/2045                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   10267000 | PA      | $8998003.01    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AS2130                                                                  | CUSIP: 3138WBLL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88533 | PA      | $86010.62      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3009421.03    | 0.00%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK5381                                                                    | CUSIP: 3140HJ6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141991 | PA      | $130837.60     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP3074                                                                    | CUSIP: 3140KAMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24015 | PA      | $20675.51      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.3% 09/15/2035                                                                   | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5680526.30    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                    | BAYLOR SCOTT and WHITE HLDGS 3.967% 11/15/2046                                                    | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1549263.71    | 0.00%             | 2046-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 4/35 #255737                                                                           | CUSIP: 31371MBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22642 | PA      | $23859.41      | 0.00%             | 2035-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2049#MA3563                                                                    | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563248 | PA      | $523899.17     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#ZT1711                                                                  | CUSIP: 3132AD3U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2901738 | PA      | $2776445.60    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#AS9882                                                                  | CUSIP: 3138WK6U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16520 | PA      | $16104.36      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#MA4415                                                                    | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202808 | PA      | $174197.02     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BD6244                                                                  | CUSIP: 3140FD5E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28266 | PA      | $27072.86      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 2% 06/02/2026                                                             | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3109905.67    | 0.00%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AX2819                                                                  | CUSIP: 3138Y4DZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12590 | PA      | $11809.94      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 06/01/2040#RB5064                                                                    | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     810324 | PA      | $692766.93     | 0.00%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2% 03/20/2028                                                                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   16771000 | PA      | $15800440.93   | 0.03%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE8442                                                                          | CUSIP: 31419KLY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265760 | PA      | $261067.71     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2047#AL9854                                                                  | CUSIP: 3138ER5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113309 | PA      | $109124.65     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#BQ3865                                                                  | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     689161 | PA      | $567153.30     | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030                                                  | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22648307 | PA      | $19604370.01   | 0.03%             | 2030-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#QN8736                                                                  | CUSIP: 3133GFV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91103 | PA      | $80295.81      | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 3.9% 09/15/2042                                                                 | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2337197.13    | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2051#CB1549                                                                  | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57131231 | PA      | $47248922.40   | 0.08%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#SD7549                                                                    | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4445826 | PA      | $3520519.54    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 5.1% 08/17/2040                                                                       | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1589000 | PA      | $1510380.79    | 0.00%             | 2040-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZT2205                                                                    | CUSIP: 3132AENW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113977 | PA      | $106121.56     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#FM4231                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2151074 | PA      | $1770251.88    | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#MA5138                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299184 | PA      | $296934.54     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII 15YR 4% 10/25#004815                                                                         | CUSIP: 36202FK47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        755 | PA      | $752.80        | 0.00%             | 2025-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2047#MA4586                                                                    | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5313463 | PA      | $4800315.27    | 0.01%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BM4991                                                                    | CUSIP: 3140J9RM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260904 | PA      | $242922.03     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#AL9865                                                                    | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6186179 | PA      | $5413039.87    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2037#CB4227                                                                  | CUSIP: 3140QPVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2350723 | PA      | $2170374.16    | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC2958                                                                    | CUSIP: 3140EXJC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79698 | PA      | $69836.68      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#BD8052                                                                  | CUSIP: 3140FF5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148445 | PA      | $142180.83     | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 05/01/2037#QO0299                                                                    | CUSIP: 3133WJKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44373 | PA      | $40084.04      | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2030#MA2377                                                                  | CUSIP: 31418BUB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16216 | PA      | $15950.68      | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 8/40 #733255                                                                           | CUSIP: 3620ALTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37029 | PA      | $36474.08      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#ZT1914                                                                    | CUSIP: 3132AEDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     244017 | PA      | $227426.95     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2050#MA6819                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11538774 | PA      | $9679615.19    | 0.02%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.125% 05/15/2045                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1837115.56    | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BJ3997                                                                  | CUSIP: 3140H5NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67984 | PA      | $61363.16      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q18845                                                                  | CUSIP: 3132JAHX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2352716 | PA      | $2113977.88    | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#BO0447                                                                  | CUSIP: 3140JUP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10143 | PA      | $9107.39       | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 06/20/2045#MA2893                                                                    | CUSIP: 36179RGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56318 | PA      | $53363.77      | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 5.3% 09/15/2043                                                                     | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $4832906.26    | 0.01%             | 2043-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.3% 02/26/2054                                                                 | CUSIP: 17275RBU5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3454521.44    | 0.01%             | 2054-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#AZ4775                                                                  | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3788384 | PA      | $3401698.98    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.4% 09/01/2029                                                                         | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1227244.27    | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AS1585                                                                  | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17413 | PA      | $17020.38      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2040#AE4047                                                                  | CUSIP: 31419EP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8228 | PA      | $7859.13       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/45#BA3036                                                                       | CUSIP: 3140E7LS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89323 | PA      | $81071.39      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN0334                                                                    | CUSIP: 3140JGLQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88323 | PA      | $82152.68      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2027                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  234000000 | PA      | $234027424.80  | 0.37%             | 2027-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2051#MA4413                                                                    | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3062991 | PA      | $2391991.70    | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI6910                                                                  | CUSIP: 3133WDVB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     268035 | PA      | $265667.94     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2043#MA1519                                                                    | CUSIP: 36179NVL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43584 | PA      | $38190.89      | 0.00%             | 2043-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2050#CA7050                                                                    | CUSIP: 3140QEZQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129215 | PA      | $111208.49     | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 3/41 #759247                                                                           | CUSIP: 36230UHY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51629 | PA      | $49558.69      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 03/01/2032#BD7096                                                                    | CUSIP: 3140FE3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     548922 | PA      | $543064.21     | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2036#BR5089                                                                    | CUSIP: 3140L3UP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     447205 | PA      | $404681.00     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ9015                                                                  | CUSIP: 3138MRAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     629523 | PA      | $578660.36     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA5991                                                                  | CUSIP: 3140EAUR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     486357 | PA      | $441425.72     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/46#MA2705                                                                         | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262845 | PA      | $230323.82     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2051#FM8407                                                                    | CUSIP: 3140XCKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     218267 | PA      | $187918.91     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2048#CA1720                                                                    | CUSIP: 3140Q84E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     776054 | PA      | $759653.64     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9282                                                                  | CUSIP: 36184HJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     451945 | PA      | $400989.04     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.125% 03/16/2027                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5538284.71    | 0.01%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 06/01/2055 #TBA                                                                      | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72625000 | PA      | $73354089.64   | 0.12%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2037#G05259                                                                  | CUSIP: 3128M7E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12684 | PA      | $13053.26      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/45#MA3033                                                                         | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     683885 | PA      | $605299.34     | 0.00%             | 2045-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 7/30#AS5294                                                                        | CUSIP: 3138WE3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19464 | PA      | $18948.80      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  202100000 | PA      | $202723668.47  | 0.32%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2047#BJ1938                                                                    | CUSIP: 3140H3EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53718 | PA      | $46752.37      | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2045#AY5256                                                                    | CUSIP: 3138YJZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12503 | PA      | $11066.90      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2033#MA3540                                                                  | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4931 | PA      | $4787.08       | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2042#AQ7688                                                                    | CUSIP: 3138MPRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252079 | PA      | $225502.91     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2043#G08552                                                                  | CUSIP: 3128MJTJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341792 | PA      | $334351.37     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/47#MA4261                                                                           | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5266404 | PA      | $4654657.15    | 0.01%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2050#BQ6340                                                                  | CUSIP: 3140KSBJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223394 | PA      | $184822.02     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BM5110                                                                    | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     762619 | PA      | $741385.95     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2051#FM7837                                                                    | CUSIP: 3140XBV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4378966 | PA      | $3768742.18    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.125% 10/07/2030                                                            | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   19052000 | PA      | $16243354.16   | 0.03%             | 2030-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.95% 05/15/2050                                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11005000 | PA      | $6790006.97    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 3.8% 05/15/2028                                                                     | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1483171.95    | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#ZS9775                                                                  | CUSIP: 3132AA2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26698793 | PA      | $24399127.11   | 0.04%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 3.4% 08/15/2042                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1186560.53    | 0.00%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BC9351                                                                  | CUSIP: 3140F5L92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107317 | PA      | $102605.68     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2047#BE6833                                                                    | CUSIP: 3140FSSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147576 | PA      | $128901.38     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#G08843                                                                  | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136087 | PA      | $130423.25     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/45#AS5696                                                                    | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5031316 | PA      | $4569649.39    | 0.01%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AB9246                                                                  | CUSIP: 31417GHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1818386 | PA      | $1621838.79    | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  410530000 | PA      | $418106618.52  | 0.67%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#BX1040                                                                  | CUSIP: 3140N5EN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4060288 | PA      | $4038382.79    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/20/2048#MA5330                                                                      | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2862480 | PA      | $2660702.47    | 0.00%             | 2048-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/45#AZ8075                                                                    | CUSIP: 3140E06M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100963 | PA      | $91730.59      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BC1941                                                                    | CUSIP: 3140EWEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19619 | PA      | $19036.40      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.3% 06/01/2030                                                                  | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   12566000 | PA      | $11311298.97   | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2029#AV6368                                                                  | CUSIP: 3138XJCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        819 | PA      | $808.03        | 0.00%             | 2029-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 06/01/2029#J28395                                                                  | CUSIP: 31307HKG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7699 | PA      | $7527.28       | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 04/01/2038#A77293                                                                  | CUSIP: 3128LBC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        549 | PA      | $552.42        | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5896000 | PA      | $4589331.72    | 0.01%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2052#QD8514                                                                  | CUSIP: 3133B6N71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     275936 | PA      | $244925.03     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#BK3258                                                                  | CUSIP: 3140HGTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22693 | PA      | $21609.52      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7141                                                                    | CUSIP: 3133KN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5411479 | PA      | $4253061.31    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     967000 | PA      | $771037.02     | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                  | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   75406226 | PA      | $71390347.16   | 0.11%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/31/2029                                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27450000 | PA      | $27930375.00   | 0.04%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2051#MA4358                                                                  | CUSIP: 31418DZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11246 | PA      | $10042.00      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2% 10/01/2026#MA2779                                                                    | CUSIP: 31418CCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13414 | PA      | $13178.05      | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 09/01/2049                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    9831000 | PA      | $7011897.34    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#BJ7281                                                                  | CUSIP: 3140H9CT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15097 | PA      | $14463.81      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    4868000 | PA      | $4663839.97    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 04/01/2052#FA0356                                                               | CUSIP: 3140W0ME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11049525 | PA      | $8725625.08    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    5660000 | PA      | $5120177.50    | 0.01%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                  | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     489203 | PA      | $456257.28     | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2047#MA4779                                                                      | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     399994 | PA      | $372547.88     | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 9/46#AL9549                                                                          | CUSIP: 3138ERTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2377516 | PA      | $2228508.90    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.4% 07/13/2027                                                           | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4559853.82    | 0.01%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2026#AH3483                                                                  | CUSIP: 3138A42R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30955 | PA      | $30761.68      | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC0845                                                                  | CUSIP: 3140EU5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103587 | PA      | $87255.53      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 9/39 #710849                                                                           | CUSIP: 36297FWJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     522847 | PA      | $525324.31     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2047#BE8863                                                                  | CUSIP: 3140FUZ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285199 | PA      | $258316.47     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.066%/VAR 03/25/2031                                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8500000 | PA      | $8547974.94    | 0.01%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2054#DC3050                                                                  | CUSIP: 3140AQL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1061901 | PA      | $1002278.01    | 0.00%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/45#AS5212                                                                         | CUSIP: 3138WEYJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14064 | PA      | $13182.33      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#BT0101                                                                    | CUSIP: 3140LNDF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46867 | PA      | $42864.29      | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#AX6764                                                                    | CUSIP: 3138Y8QS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171548 | PA      | $157627.58     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#BC0260                                                                    | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4062 | PA      | $3942.37       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   38971000 | PA      | $38895651.91   | 0.06%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.2% 01/14/2055                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4951033.73    | 0.01%             | 2055-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 11/01/2036#MA2817                                                                  | CUSIP: 31418CDX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103961 | PA      | $94665.10      | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#BE2377                                                                    | CUSIP: 3140FMUB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245615 | PA      | $237497.91     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 15YR 4.00% 9/25 #733927                                                                      | CUSIP: 3620AMLG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $416.25        | 0.00%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#FM1536                                                                  | CUSIP: 3140X4V60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474096 | PA      | $463938.30     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2042#Q08707                                                                  | CUSIP: 3132GUAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191692 | PA      | $177401.68     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2048#ZT1319                                                                  | CUSIP: 3132ADPC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279169 | PA      | $251197.52     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2046#MA3738                                                                    | CUSIP: 36179SEK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     661122 | PA      | $647809.13     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2044#AV4197                                                                    | CUSIP: 3138XFUX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66129 | PA      | $66229.48      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#BY5273                                                                    | CUSIP: 3140NM2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1435329 | PA      | $1459009.30    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 5.017% 11/17/2027                                                      | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4895347.16    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2048#MA3277                                                                    | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76302 | PA      | $71114.94      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.7% 09/14/2027                                                              | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9700000 | PA      | $9753916.38    | 0.02%             | 2027-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 09/41 #AL2514                                                                          | CUSIP: 3138EJYL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2696006 | PA      | $2572580.33    | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.65% 03/15/2035                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3353054.98    | 0.01%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 03/01/2029#G16221                                                                    | CUSIP: 3128MFD21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99527 | PA      | $98774.47      | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/47#MA4451                                                                         | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24295305 | PA      | $21964170.71   | 0.04%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 1/41 #759125                                                                           | CUSIP: 36230UD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31091 | PA      | $29833.02      | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4005501.12    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.4% 06/14/2046                                                            | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5672000 | PA      | $4490609.18    | 0.01%             | 2046-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2052#                                                                          | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16468869 | PA      | $13811070.01   | 0.02%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2051#SD8140                                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53311640 | PA      | $41699474.70   | 0.07%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#SD8014                                                                    | CUSIP: 3132DV3X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103471 | PA      | $101930.58     | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW4057                                                                  | CUSIP: 3138XTQK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354050 | PA      | $345790.26     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $3260919.40    | 0.01%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BQ6788                                                                    | CUSIP: 3140KSRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   96294509 | PA      | $75109312.78   | 0.12%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 08/01/2038#A81264                                                                  | CUSIP: 312927MM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46748 | PA      | $47056.72      | 0.00%             | 2038-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#AL9285                                                                  | CUSIP: 3138ERJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65564 | PA      | $59445.39      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 5/42 #766751                                                                           | CUSIP: 36176HTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117978 | PA      | $109672.45     | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046                                                         | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2970199.57    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.5% 08/15/2033                                                         | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $16292771.17   | 0.03%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AU3425                                                                  | CUSIP: 3138X2YX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102051 | PA      | $99474.74      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2037#A60352                                                                  | CUSIP: 3128KQL95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        441 | PA      | $453.99        | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 11/33 #725027                                                                          | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     849359 | PA      | $853859.87     | 0.00%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2032#G18635                                                                  | CUSIP: 3128MMV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9068182 | PA      | $8675815.26    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 03/12/2029                                                                 | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3700000 | PA      | $3748166.60    | 0.01%             | 2029-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2050#CA6998                                                                    | CUSIP: 3140QEX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2167698 | PA      | $1866976.73    | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#AS8056                                                                    | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21627 | PA      | $18924.49      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2048#Q56359                                                                  | CUSIP: 3132Y0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     583005 | PA      | $558924.92     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AW8330                                                                  | CUSIP: 3138XYHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81146 | PA      | $78779.84      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                      | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3163437.74    | 0.01%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#MA4120                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24959714 | PA      | $20540893.47   | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 06/15/2043#AD4108                                                                  | CUSIP: 36180FR53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121664 | PA      | $112696.96     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   19650000 | PA      | $19904271.00   | 0.03%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD1572                                                                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2967736 | PA      | $2907104.08    | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2040#AE1559                                                                  | CUSIP: 31419BWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64788 | PA      | $66567.67      | 0.00%             | 2040-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BK0534                                                                    | CUSIP: 3140HDSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9753908 | PA      | $8412955.64    | 0.01%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 07/01/2040#MA4072                                                                  | CUSIP: 31418DQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560869 | PA      | $495899.80     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2042#AP8650                                                                  | CUSIP: 3138MCTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66278 | PA      | $61207.26      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/45#AS5018                                                                         | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1303357 | PA      | $1226160.03    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2052#MA8099                                                                    | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40107225 | PA      | $35845331.43   | 0.06%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.998% 08/15/2026                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1781215.07    | 0.00%             | 2026-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#BN0628                                                                    | CUSIP: 3140JGVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86101 | PA      | $85169.64      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 10/39 #710924                                                                          | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10316 | PA      | $10363.98      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.50% 8/38 #004221                                                                        | CUSIP: 36202EVN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1992 | PA      | $2044.16       | 0.00%             | 2038-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2041#AH4044                                                                  | CUSIP: 3138A5P63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11319 | PA      | $11116.40      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AU3421                                                                  | CUSIP: 3138X2YT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106534 | PA      | $103736.32     | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 09/20/2052#MA8270                                                                    | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9734304 | PA      | $9716255.79    | 0.02%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 10/38 #G04832                                                                          | CUSIP: 3128M6VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16364 | PA      | $16472.08      | 0.00%             | 2038-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    9483000 | PA      | $5938455.64    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#MA2737                                                                    | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3615777 | PA      | $3163882.93    | 0.01%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2042#AP0549                                                                    | CUSIP: 3138M3TF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98476 | PA      | $93660.48      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2034#BM5551                                                                    | CUSIP: 3140JAEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14550 | PA      | $14269.29      | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2047#BH1624                                                                    | CUSIP: 3140GPYW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128396 | PA      | $127447.63     | 0.00%             | 2047-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C24                                                 | JPMBB 2014-C24 A5 3.6385% 11/47                                                                   | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1612985 | PA      | $1580963.25    | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT AUTHORITY 3.175% 7/15/2060                                                                   | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   18365000 | PA      | $11341401.25   | 0.02%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#AL8097                                                                    | CUSIP: 3138EQ7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1129904 | PA      | $1056970.63    | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.375% 11/02/2043                                                          | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5336000 | PA      | $4918849.72    | 0.01%             | 2043-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2043#Q16567                                                                  | CUSIP: 3132J7W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338226 | PA      | $303281.64     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#AY3503                                                                    | CUSIP: 3138YG3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85895 | PA      | $80946.74      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #AA4740                                                                          | CUSIP: 31416NHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157021 | PA      | $150060.66     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2043#Q22499                                                                  | CUSIP: 3132JPX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33342 | PA      | $31570.05      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 9/38 #G04773                                                                           | CUSIP: 3128M6T65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1576 | PA      | $1556.56       | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                  | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50007 | PA      | $43984.84      | 0.00%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BM2005                                                                    | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58280 | PA      | $54372.57      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2027#AB4284                                                                  | CUSIP: 31417AXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        121 | PA      | $119.62        | 0.00%             | 2027-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#BN5342                                                                    | CUSIP: 3140JM5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     715840 | PA      | $665159.41     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 1.3% 10/15/2026                                                                     | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915868.86    | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#QA1997                                                                    | CUSIP: 31334YGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170490 | PA      | $147424.46     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2042#MA0222                                                                    | CUSIP: 36179MG79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49168 | PA      | $48336.48      | 0.00%             | 2042-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2032#AS9321                                                                  | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8858 | PA      | $8468.95       | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.75% 03/01/2035                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7559153.18    | 0.01%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                        | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19106000 | PA      | $14355628.98   | 0.02%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 04/01/2039#MA3646                                                                    | CUSIP: 31418DBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117057 | PA      | $107109.78     | 0.00%             | 2039-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.294% 08/18/2027                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2025568.20    | 0.00%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2% 10/30#MA4148                                                                         | CUSIP: 31418DTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239474 | PA      | $228277.42     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2043#Q21270                                                                  | CUSIP: 3132JNMT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88440 | PA      | $81204.07      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#CA3106                                                                    | CUSIP: 3140QANY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     608310 | PA      | $600396.69     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 3.5% 06/01/2029                                                           | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9586934.60    | 0.02%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                       | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56988800 | PA      | $39210966.03   | 0.06%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2047#G08762                                                                    | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1017732 | PA      | $951368.10     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2050#FM4536                                                                    | CUSIP: 3140X8BE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4682545 | PA      | $4044649.19    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AX8288                                                                  | CUSIP: 3138YAF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136602 | PA      | $128642.54     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2031                                                                        | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  304850000 | PA      | $307886592.56  | 0.49%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2049#ZT2087                                                                    | CUSIP: 3132AEJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172713 | PA      | $160377.01     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.4% 08/15/2054                                                                | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5348000 | PA      | $5076882.93    | 0.01%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2036#CB2248                                                                  | CUSIP: 3140QMQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1691586 | PA      | $1561806.94    | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 1.2% 04/27/2026                                                              | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   23522000 | PA      | $22867099.06   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#BC2646                                                                  | CUSIP: 3140EW5G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12418 | PA      | $11271.15      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 08/15/2042#AB2238                                                                  | CUSIP: 36178MPX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33313 | PA      | $30848.88      | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT5691                                                                  | CUSIP: 3138WTKD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123191 | PA      | $109905.92     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2040#AL0474                                                                  | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     751600 | PA      | $772410.48     | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#MA4511                                                                    | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2652833 | PA      | $2066711.76    | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#RA2457                                                                    | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13316526 | PA      | $11531565.58   | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 07/15/2046                                                                         | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $5828695.67    | 0.01%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 03/01/2042#AK4525                                                                  | CUSIP: 3138E9A34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80841 | PA      | $81056.59      | 0.00%             | 2042-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 2/41#783278                                                                            | CUSIP: 36241LUB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70882 | PA      | $71374.74      | 0.00%             | 2041-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FEDERAL HOM 15YR 2.5% 12/01/2031#J35922                                                           | CUSIP: 31307SSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2005 | PA      | $1920.98       | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 6/27 #AK8283                                                                      | CUSIP: 3138EDFZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24783 | PA      | $24416.32      | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2043#Q20027                                                                  | CUSIP: 3132JMA41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14912 | PA      | $14309.78      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2039#AD0317                                                                  | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16676 | PA      | $17152.84      | 0.00%             | 2039-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2051#FM7003                                                                    | CUSIP: 3140XAX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411390 | PA      | $381364.06     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2042#AQ6047                                                                  | CUSIP: 3138MMWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116542 | PA      | $105006.45     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/37 #888284                                                                           | CUSIP: 31410F2R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        178 | PA      | $183.17        | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#CA2419                                                                  | CUSIP: 3140Q9VM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114048 | PA      | $109123.69     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 2/46#MA2522                                                                        | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171819 | PA      | $155945.86     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2040#G60558                                                                  | CUSIP: 31335ATP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     562884 | PA      | $580067.65     | 0.00%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 5.875% 05/01/2042                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7345466.80    | 0.01%             | 2042-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                        | HUNTINGTON NATL BK COLUMBUS OH 4.552%/VAR 05/17/2028                                              | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9974394.60    | 0.02%             | 2028-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2028#AS0768                                                                  | CUSIP: 3138W92A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352117 | PA      | $347303.93     | 0.00%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2052#QF2008                                                                    | CUSIP: 3133BPGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1915886 | PA      | $1861775.76    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8240                                                                  | CUSIP: 3133GFEM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731217 | PA      | $643559.14     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/38 #968975                                                                           | CUSIP: 31414K6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36963 | PA      | $37987.86      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0937                                                                  | CUSIP: 3140JHBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38852 | PA      | $37172.35      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#BA1261                                                                  | CUSIP: 3140E5MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25184 | PA      | $24478.34      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2048#ZS4781                                                                  | CUSIP: 3132A5J22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115048 | PA      | $110152.61     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK7877                                                                  | CUSIP: 3140HMXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3042381 | PA      | $2904740.20    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#DD6394                                                                    | CUSIP: 3140B7C84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116644 | PA      | $117889.90     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2047#MA4319                                                                    | CUSIP: 36179SYQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52155 | PA      | $44463.06      | 0.00%             | 2047-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 5.05% 01/13/2026                                                               | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4490956.35    | 0.01%             | 2026-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2047#BH8084                                                                    | CUSIP: 3140GW6W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20903 | PA      | $18329.97      | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2039#931530                                                                  | CUSIP: 31412P4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11146 | PA      | $11467.86      | 0.00%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.6% 01/15/2035                                                             | CUSIP: 455780EA0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    5500000 | PA      | $5670500.00    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 6/27 #AO7971                                                                      | CUSIP: 3138LY2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4598 | PA      | $4509.97       | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 11/13/2027                                                                           | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $7765807.82    | 0.01%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14113000 | PA      | $10341995.96   | 0.02%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY0526                                                                  | CUSIP: 3138YDSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4738 | PA      | $4481.22       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2029#AX1319                                                                  | CUSIP: 3138Y2PD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44687 | PA      | $43983.02      | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2053#BY3392                                                                    | CUSIP: 3140NKXW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82959 | PA      | $80531.36      | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.75% 03/01/2026                                                               | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $5226284.97    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 2.3% 06/01/2030                                                          | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   11051000 | PA      | $9893133.69    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 06/01/2044#AW4979                                                                  | CUSIP: 3138XUQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54809 | PA      | $51671.32      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/46#MA2771                                                                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     939782 | PA      | $822329.18     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#SD5485                                                                  | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9394184 | PA      | $7666470.90    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#QE5301                                                                  | CUSIP: 3133BE3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1312219 | PA      | $1167207.52    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2046#BC4527                                                                  | CUSIP: 3140F0A53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12608 | PA      | $12161.91      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2035#BQ9305                                                                    | CUSIP: 3140KVKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     449864 | PA      | $408352.41     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 3.812% 11/21/2047                                                              | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $836469.37     | 0.00%             | 2047-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AY2068                                                                  | CUSIP: 3138YFJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33156 | PA      | $30273.16      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.9% 10/01/2026                                                                | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    7506000 | PA      | $7526310.19    | 0.01%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/37 #928467                                                                           | CUSIP: 31412LQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13427 | PA      | $13811.69      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.375% 05/20/2031                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1774600.34    | 0.00%             | 2031-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2047#BJ0276                                                                  | CUSIP: 3140H1JW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49404 | PA      | $47378.88      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 03/01/2037#A57604                                                                  | CUSIP: 3128KLNV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        798 | PA      | $803.74        | 0.00%             | 2037-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 4.7% 05/15/2032                                                                     | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3875585.92    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                              | UNIV CAL REV 3.931% 5/15/2045                                                                     | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2970000 | PA      | $2601668.03    | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#MA1961                                                                  | CUSIP: 31418BFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18682 | PA      | $18245.95      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2042                                                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1066200 | PA      | $795318.56     | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 1.45% 02/15/2031                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   17786000 | PA      | $14975376.78   | 0.02%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#                                                                        | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55571373 | PA      | $45733122.55   | 0.07%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.5% 03/15/2055                                                                    | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $3818763.70    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58494                                                                    | CUSIP: 3132Y2NL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     565300 | PA      | $526671.88     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK1110                                                                           | CUSIP: 3138E5GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85017 | PA      | $80639.72      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2046#MA3379                                                                      | CUSIP: 36179RXG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34627 | PA      | $34866.47      | 0.00%             | 2046-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 2.636%/VAR 09/17/2029                                                                 | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8811892.71    | 0.01%             | 2029-09-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT6540                                                                  | CUSIP: 3138WUHS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199659 | PA      | $179726.31     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZN4293                                                                  | CUSIP: 3131YAXW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29894 | PA      | $28622.09      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8676                                                                  | CUSIP: 3133GFT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1621036 | PA      | $1421640.76    | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 8/27 #AP4742                                                                      | CUSIP: 3138M8HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38491 | PA      | $37733.94      | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2042#AQ5132                                                                  | CUSIP: 3138MLV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1039111 | PA      | $933909.26     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.15% 05/15/2048                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    5526000 | PA      | $4418655.91    | 0.01%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.625% 02/15/2052                                                              | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1067167.01    | 0.00%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AH3811                                                                           | CUSIP: 3138A5GV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     347130 | PA      | $331032.25     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3% 04/01/2026                                                                      | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7967000 | PA      | $7884770.68    | 0.01%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZT1818                                                                  | CUSIP: 3132AEAT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3377 | PA      | $3233.14       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/31/2199#BM4189                                                                  | CUSIP: 3140J8UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     997891 | PA      | $981447.07     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2045#MA2752                                                                    | CUSIP: 36179RBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143173 | PA      | $124039.71     | 0.00%             | 2045-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107574100 | PA      | $58283311.75   | 0.09%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB3401                                                                  | CUSIP: 3140ACX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     933672 | PA      | $925483.39     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AS3348                                                                  | CUSIP: 3138WCWJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1081660 | PA      | $1047317.42    | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 12/31/2027                                                                       | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42643200 | PA      | $39263393.36   | 0.06%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2028#MA1308                                                                  | CUSIP: 31418AN20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6553 | PA      | $6409.28       | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20875000 | PA      | $21321384.74   | 0.03%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 04/01/2029#G18508                                                                  | CUSIP: 3128MMR62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12911 | PA      | $12631.49      | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.35% 03/15/2035                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3403321.05    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#AS7155                                                                    | CUSIP: 3138WG5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39633 | PA      | $34728.85      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.502%/VAR 01/24/2036                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7588962.38    | 0.01%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AH7281                                                                  | CUSIP: 36182QCS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47239 | PA      | $41815.26      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12880000 | PA      | $13115497.40   | 0.02%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2048#MA3468                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1452221 | PA      | $1389970.57    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#BH2329                                                                  | CUSIP: 3140GQST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9351 | PA      | $8469.61       | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 2/26 #AH8520                                                                      | CUSIP: 3138AAPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        897 | PA      | $891.03        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2049#MA3744                                                                    | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1057284 | PA      | $914243.01     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01/15/2035                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7242623.52    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#SD8290                                                                    | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17675421 | PA      | $17911799.72   | 0.03%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ9330                                                                  | CUSIP: 3138MRLL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324050 | PA      | $299278.57     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 05/01/2051#BT2638                                                                    | CUSIP: 3140LQ4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12152628 | PA      | $9535964.55    | 0.02%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108100000 | PA      | $102825902.61  | 0.16%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#RA4692                                                                  | CUSIP: 3133KLF93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22353 | PA      | $18353.46      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.25% 09/05/2034                                                              | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    4100000 | PA      | $3938706.00    | 0.01%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.625% 12/01/2027                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7593000 | PA      | $7444250.17    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4% 04/15/2030                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    9521000 | PA      | $9237859.46    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#BC1501                                                                  | CUSIP: 3140EVU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23009 | PA      | $22116.06      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                        | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2720122.06    | 0.00%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 07/01/2055 #TBA                                                                        | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53700000 | PA      | $54139765.41   | 0.09%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.591%/VAR 07/22/2028                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   47701000 | PA      | $46637698.92   | 0.07%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BD5664                                                                  | CUSIP: 3140FDJJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     498282 | PA      | $477235.86     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT4941                                                                  | CUSIP: 3138WSP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36549 | PA      | $32667.95      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2052#                                                                          | CUSIP: 3133BFH45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     554361 | PA      | $509266.28     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2041#                                                                        | CUSIP: 3132GEQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43599 | PA      | $43041.75      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#FM1521                                                                    | CUSIP: 3140X4VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159745 | PA      | $148734.54     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2039#AA4958                                                                  | CUSIP: 31416NQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8465 | PA      | $8514.37       | 0.00%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3% 03/25/2030                                                               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    9868000 | PA      | $9363079.70    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 09/15/2044#AJ8929                                                                  | CUSIP: 36183E4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9648 | PA      | $9223.43       | 0.00%             | 2044-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#MA3592                                                                    | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11527 | PA      | $10710.79      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.7% 12/15/2028                                                                | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4531921.02    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2044#FM1716                                                                    | CUSIP: 3140X44A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224932 | PA      | $196609.42     | 0.00%             | 2044-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 02/01/2043#Q15843                                                                  | CUSIP: 3132J65D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12790 | PA      | $11492.90      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2050#RA3484                                                                    | CUSIP: 3133KJ2R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2042605 | PA      | $1759237.29    | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#Q58588                                                                  | CUSIP: 3132Y2RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1117984 | PA      | $1071459.03    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/36 #878338                                                                          | CUSIP: 31409TZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12290 | PA      | $12981.92      | 0.00%             | 2036-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2040#AD4884                                                                  | CUSIP: 31418SNA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13902 | PA      | $14310.70      | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2049#                                                                          | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5892296 | PA      | $5089597.53    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.79%/VAR 05/13/2036                                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7420000 | PA      | $7471786.70    | 0.01%             | 2036-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.45% 09/01/2047                                                              | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $3314216.06    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/46#BC1443                                                                      | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     992619 | PA      | $932269.59     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP5668                                                                           | CUSIP: 3138M9JN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149010 | PA      | $138195.69     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/39 #AD0213                                                                           | CUSIP: 31418MGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234535 | PA      | $245789.96     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#MA3442                                                                  | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     997674 | PA      | $898645.98     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4.1% 01/13/2026                                                                  | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9570000 | PA      | $9532721.31    | 0.02%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C23                                                 | JPMBB COML MTG SECS TR 2014-C23 3.9342% 09/15/2047                                                | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61443 | PA      | $60920.67      | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.2% 05/28/2026                                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    7201000 | PA      | $6991231.41    | 0.01%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2030#AY9186                                                                  | CUSIP: 3138YPF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27024 | PA      | $26003.71      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3949000 | PA      | $3661022.73    | 0.01%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2046#G08734                                                                    | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3517849 | PA      | $3289557.08    | 0.01%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2042#AP5821                                                                  | CUSIP: 3138M9PF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51799 | PA      | $46772.15      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2049#RA1388                                                                    | CUSIP: 3133KGRH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270056 | PA      | $233351.09     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 04/01/2039#SB8293                                                                    | CUSIP: 3132D6GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     769122 | PA      | $769671.85     | 0.00%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/41 #AL0675                                                                           | CUSIP: 3138EGXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81251 | PA      | $83614.35      | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#MA4055                                                                  | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157559 | PA      | $129911.16     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 12/01/2053#DA6087                                                                  | CUSIP: 3140A6XR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3504392 | PA      | $3599472.26    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                        | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   15204000 | PA      | $9680916.96    | 0.02%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 2/38 #969692                                                                           | CUSIP: 31414LXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4335 | PA      | $4357.50       | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5% 01/01/2030#ZA4066                                                                    | CUSIP: 31329MQT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4049 | PA      | $4064.23       | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.82% 12/25/2032                                                   | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14240067.00   | 0.02%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #931837                                                                           | CUSIP: 31412QHN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1644 | PA      | $1618.33       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AJ0165                                                                           | CUSIP: 3138ARFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123583 | PA      | $117580.20     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2043#AB7733                                                                  | CUSIP: 31417ESX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10690 | PA      | $9586.14       | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV6366                                                                  | CUSIP: 3138XJCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89881 | PA      | $87826.15      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 2.25% 06/18/2029                                                          | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   15187000 | PA      | $14205933.16   | 0.02%             | 2029-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2051#CB0072                                                                  | CUSIP: 3140QKCJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  127909248 | PA      | $105024608.30  | 0.17%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                      | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8313000 | PA      | $8145056.95    | 0.01%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AC1758                                                                           | CUSIP: 31417K5U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22859 | PA      | $22502.04      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2028#J24965                                                                  | CUSIP: 31307DQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1999 | PA      | $1961.91       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2040#AE9160                                                                    | CUSIP: 31419LFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     597212 | PA      | $569274.54     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 8/38#G05505                                                                        | CUSIP: 3128M7NW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20743 | PA      | $21351.30      | 0.00%             | 2038-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD T5Y+NA 10/15/2054                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2891021.54    | 0.00%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                  | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135392 | PA      | $128995.80     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.875% 02/15/2038                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1439875.42    | 0.00%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 9/39 #710857                                                                           | CUSIP: 36297FWS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     188099 | PA      | $188962.30     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 1/33 #555262                                                                           | CUSIP: 31385WZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20510 | PA      | $21418.12      | 0.00%             | 2033-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $10525435.25   | 0.02%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2053#SD8325                                                                    | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5408481 | PA      | $5477429.79    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  319950000 | PA      | $320356688.45  | 0.51%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 5/34 #003554                                                                        | CUSIP: 36202D5P2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27109 | PA      | $26841.21      | 0.00%             | 2034-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.65% 01/15/2043                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1359130.81    | 0.00%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2045#G08628                                                                  | CUSIP: 3128MJVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28779 | PA      | $27143.69      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/44#MA2305                                                                      | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7989 | PA      | $7751.42       | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU2030                                                                  | CUSIP: 3138X1HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7335 | PA      | $7161.06       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2045#MA2463                                                                  | CUSIP: 31418BWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198256 | PA      | $191244.12     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#MA2931                                                                    | CUSIP: 31418CHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132612 | PA      | $128269.28     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#AZ4061                                                                  | CUSIP: 3138YVQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50056 | PA      | $48029.55      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2048#MA5264                                                                      | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5125171 | PA      | $4763894.96    | 0.01%             | 2048-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#MA3467                                                                    | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     595840 | PA      | $554773.19     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58717                                                                    | CUSIP: 3132Y2VK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     633943 | PA      | $590426.14     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027                                                      | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7446139.63    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                  | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8941000 | PA      | $8634477.31    | 0.01%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/30#AZ0886                                                                       | CUSIP: 3138YR6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129496 | PA      | $126067.06     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #719217                                                                           | CUSIP: 3620A5AS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     694162 | PA      | $697379.50     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.00% 5/30 #MA0418                                                                      | CUSIP: 31417YPC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12397 | PA      | $12471.49      | 0.00%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 2.25% 06/15/2031                                                    | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1754018.60    | 0.00%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5% 05/02/2033                                                                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4070000 | PA      | $4080061.20    | 0.01%             | 2033-05-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6.421% 08/02/2033                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5360027.75    | 0.01%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 7/37 #928482                                                                           | CUSIP: 31412LRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26851 | PA      | $28141.32      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5.2% 11/15/2034                                                             | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4554761.33    | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2046#BC1510                                                                    | CUSIP: 3140EVVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149723 | PA      | $131010.61     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 02/15/2050                                                         | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17589900 | PA      | $10072966.17   | 0.02%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18911288 | PA      | $18503980.46   | 0.03%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2049#QA4561                                                                  | CUSIP: 31346YB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189702 | PA      | $170220.00     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AJ1707                                                                           | CUSIP: 3138AS3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1004887 | PA      | $954434.83     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 2.05% 08/15/2050                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11696000 | PA      | $6360433.34    | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #MA0586                                                                     | CUSIP: 31417YUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1112 | PA      | $1106.79       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW5112                                                                  | CUSIP: 3138XUVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72188 | PA      | $69996.22      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/48#BM3904                                                                         | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319838 | PA      | $317476.29     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BC9096                                                                  | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     686023 | PA      | $622002.77     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5.00% 9/25 #AE0552                                                                      | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $3.12          | 0.00%             | 2025-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2029#AS1417                                                                    | CUSIP: 3138WASF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3003 | PA      | $2936.92       | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 08/20/2046#MA3877                                                                      | CUSIP: 36179SJW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     285387 | PA      | $287366.75     | 0.00%             | 2046-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                  | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5079417.25    | 0.01%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2032#G16495                                                                    | CUSIP: 3128MFNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1381523 | PA      | $1341402.55    | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 06/01/2044#AS2548                                                                  | CUSIP: 3138WBZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4902 | PA      | $4624.30       | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 3.5% 08/15/2046                                                     | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1413605.94    | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 11/41 #AJ7577                                                                          | CUSIP: 3138E0M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     904613 | PA      | $837713.95     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41850000 | PA      | $40195617.19   | 0.06%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 03/20/2054#MA9541                                                                    | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1010444 | PA      | $1006044.38    | 0.00%             | 2054-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#BV8235                                                                  | CUSIP: 3140MNEH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1710640 | PA      | $1519995.61    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2027#AO0315                                                                    | CUSIP: 3138LQK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9724 | PA      | $9587.90       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 2.55% 03/15/2031                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $973600.16     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 06/01/2039#ZA7078                                                                  | CUSIP: 31329Q2K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1779371 | PA      | $1663918.69    | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 1.5% 01/15/2031                                                                 | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1689646.22    | 0.00%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP1179                                                                           | CUSIP: 3138M4JZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43373 | PA      | $40048.89      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 02/01/2033#MA1348                                                                  | CUSIP: 31418AQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41771 | PA      | $39318.99      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2043#Q16403                                                                  | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98611 | PA      | $88525.81      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.8% 06/01/2038                                                                 | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4833000 | PA      | $5136483.02    | 0.01%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#BD7081                                                                    | CUSIP: 3140FE2P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82375 | PA      | $76903.46      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   20441000 | PA      | $19812479.93   | 0.03%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AB9779                                                                  | CUSIP: 31417G2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21817 | PA      | $21277.83      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/36 #995174                                                                           | CUSIP: 31416BQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326427 | PA      | $339619.38     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#CA2447                                                                    | CUSIP: 3140Q9WH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400632 | PA      | $348684.06     | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2044#MA2448                                                                      | CUSIP: 36179QWH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114770 | PA      | $115565.97     | 0.00%             | 2044-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/35 #888065                                                                           | CUSIP: 31410FTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5284 | PA      | $5486.26       | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 02/15/2041#762680                                                                  | CUSIP: 36176DCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155172 | PA      | $148974.72     | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP0654                                                                    | CUSIP: 3140K7WQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161156 | PA      | $138748.94     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.4% 11/06/2042                                                                        | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3256561.74    | 0.01%             | 2042-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#SD5005                                                                    | CUSIP: 3132DSR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20456119 | PA      | $19142103.62   | 0.03%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 1/41 #004922                                                                        | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2245688 | PA      | $2152633.74    | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 03/01/2037                                                                   | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3370011.20    | 0.01%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2046#MA3598                                                                      | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2211493 | PA      | $2068734.69    | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032                                                     | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   13630000 | PA      | $11639538.59   | 0.02%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2050#SD8052                                                                    | CUSIP: 3132DV5M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74836 | PA      | $69397.64      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 9/39 #A88347                                                                           | CUSIP: 312935HY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     503315 | PA      | $482629.00     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#AW3923                                                                  | CUSIP: 3138XTLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167168 | PA      | $157697.04     | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2031#AL9257                                                                  | CUSIP: 3138ERJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40427 | PA      | $39842.86      | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 4.65% 05/15/2027                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002964.30    | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026                                                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5411066.99    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2044#AX0884                                                                  | CUSIP: 3138Y16W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110093 | PA      | $106749.73     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AX3195                                                                  | CUSIP: 3138Y4RR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64039 | PA      | $60351.35      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.75% 03/01/2046                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8737000 | PA      | $7648705.39    | 0.01%             | 2046-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AZ9396                                                                    | CUSIP: 3140E2NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57392 | PA      | $53723.22      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052                                                     | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14978042 | PA      | $13814062.41   | 0.02%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.5% 05/09/2027                                                          | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $7779185.99    | 0.01%             | 2027-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 5/41 #738316                                                                           | CUSIP: 3620ASGZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2367 | PA      | $2324.33       | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AO2860                                                                      | CUSIP: 3138LTFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11911 | PA      | $11738.98      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 11/39 #A89729                                                                          | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189929 | PA      | $181848.10     | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AB9516                                                                  | CUSIP: 31417GSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24670 | PA      | $24073.23      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041                                                     | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   34799000 | PA      | $25786059.00   | 0.04%             | 2041-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2043#MA1157                                                                    | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1557813 | PA      | $1436088.67    | 0.00%             | 2043-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AT4999                                                                  | CUSIP: 3138WSRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9124 | PA      | $8908.24       | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.875% 01/15/2026                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3972000 | PA      | $3973768.89    | 0.01%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 4/27 #AK6615                                                                      | CUSIP: 3138EBK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10285 | PA      | $10174.99      | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2053#MA4942                                                                    | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     754101 | PA      | $764186.31     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 05/15/2055                                                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3640000 | PA      | $3428459.33    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.971%/VAR 07/22/2038                                                              | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18965000 | PA      | $16208252.91   | 0.03%             | 2038-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.2% 03/21/2032                                                        | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2576905.24    | 0.00%             | 2032-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/38 #929964                                                                           | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2546 | PA      | $2669.58       | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #888437                                                                          | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469068 | PA      | $481910.43     | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 3.5% 04/31#BM3020                                                                  | CUSIP: 3140J7LA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     665053 | PA      | $654653.73     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 5.35% 12/01/2034                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $7161598.48    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.7% 02/10/2055                                                                   | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5288924.25    | 0.01%             | 2055-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#AL9981                                                                  | CUSIP: 3138ESCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9926 | PA      | $9731.22       | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/36 #745580                                                                           | CUSIP: 31403DJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16396 | PA      | $16492.10      | 0.00%             | 2036-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN1628                                                                  | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169855 | PA      | $162521.08     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#FS6047                                                                    | CUSIP: 3140XMWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2098627 | PA      | $2037224.32    | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AE2474                                                                           | CUSIP: 31419CXC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3505 | PA      | $3436.27       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 3/38 #889176                                                                           | CUSIP: 31410G2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21856 | PA      | $22501.07      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.6% 06/14/2044                                                                    | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    1271000 | PA      | $1067515.02    | 0.00%             | 2044-06-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #745237                                                                           | CUSIP: 3620C04W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12195 | PA      | $11983.20      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.9% 03/15/2039                                                                        | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $4248067.69    | 0.01%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.734%/VAR 01/28/2056                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $6949068.98    | 0.01%             | 2056-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/46#BA0891                                                                       | CUSIP: 3140E47D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46626 | PA      | $42318.57      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2048#BK1660                                                                    | CUSIP: 3140HEZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19355 | PA      | $19181.38      | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #MA0694                                                                      | CUSIP: 31417YXY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4680 | PA      | $4654.48       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 6.375% 05/16/2038                                                          | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1251614.29    | 0.00%             | 2038-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #993295                                                                           | CUSIP: 31415YNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70481 | PA      | $69452.28      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AR7295                                                                  | CUSIP: 3138W5C97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252937 | PA      | $226240.33     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/47#MA4382                                                                         | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     310668 | PA      | $281053.30     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.09% 09/15/2052                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12077000 | PA      | $9302058.29    | 0.01%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1713337.48    | 0.00%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                  | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                  | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2191934.37    | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.45% 03/03/2027                                                              | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   19333000 | PA      | $18727584.79   | 0.03%             | 2027-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AU8276                                                                  | CUSIP: 3138X8FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     497881 | PA      | $445653.33     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2043#AU4285                                                                  | CUSIP: 3138X3XP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     565821 | PA      | $521652.62     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/21/2049                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   14886000 | PA      | $11926221.23   | 0.02%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 5.95% 11/22/2027                                                                         | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8279410.16    | 0.01%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BE2190                                                                  | CUSIP: 3140FMNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341431 | PA      | $309568.31     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24064000 | PA      | $23349393.29   | 0.04%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/15/2032                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  648086000 | PA      | $590391154.86  | 0.94%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/35 #815971                                                                           | CUSIP: 31406PQY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2901 | PA      | $2917.61       | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.95% 06/15/2054                                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4266022.99    | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/38 #AD0095                                                                          | CUSIP: 31418MC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136571 | PA      | $143254.67     | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 4% 04/01/2050#BP1490                                                               | CUSIP: 3140K8UQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450119 | PA      | $417407.69     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 4% 03/30/2029                                                                     | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   14040000 | PA      | $13849581.80   | 0.02%             | 2029-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/40 #AD5173                                                                           | CUSIP: 31418SXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14598 | PA      | $13919.59      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2045#AS5211                                                                    | CUSIP: 3138WEYH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159109 | PA      | $149137.01     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2516510.11    | 0.00%             | 2037-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2053#BX5038                                                                    | CUSIP: 3140N9S49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     531579 | PA      | $516399.26     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                         | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   14550000 | PA      | $14488264.64   | 0.02%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $3791846.18    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/32 #555227                                                                          | CUSIP: 31385WYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4684 | PA      | $4865.13       | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2028#AU5731                                                                  | CUSIP: 3138X5LM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204325 | PA      | $201639.21     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2027                                                         | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1947292.24    | 0.00%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 10/01/2035#836427                                                                  | CUSIP: 31407PHC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2164 | PA      | $2176.25       | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 2.1% 11/15/2030                                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6863000 | PA      | $5940318.58    | 0.01%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AS3392                                                                  | CUSIP: 3138WCXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4860242 | PA      | $4583820.47    | 0.01%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.15% 07/15/2049                                                         | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10186000 | PA      | $8020671.94    | 0.01%             | 2049-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 10/39 #680489                                                                          | CUSIP: 36295T7A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26838 | PA      | $27845.93      | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.582% 12/10/2025                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    9260000 | PA      | $9241899.85    | 0.01%             | 2025-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#                                                                        | CUSIP: 3133KPJC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2110318 | PA      | $1727478.96    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2037#QO0877                                                                  | CUSIP: 3133WJ6N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     752750 | PA      | $694998.45     | 0.00%             | 2037-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#BE9668                                                                    | CUSIP: 3140FVW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95820 | PA      | $92654.85      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2046#G61471                                                                    | CUSIP: 31335BT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5259728 | PA      | $4991679.98    | 0.01%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2037#AD7716                                                                  | CUSIP: 31418VSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4811 | PA      | $4927.54       | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2031#G18611                                                                  | CUSIP: 3128MMVD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73820 | PA      | $70813.81      | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AX7571                                                                  | CUSIP: 3138Y9MV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3781989 | PA      | $3460501.26    | 0.01%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 5.2% 07/15/2031                                                                    | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2630486.40    | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/41 #749403                                                                           | CUSIP: 3620C5RY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8372 | PA      | $8209.64       | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.85% 08/15/2032                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7620000 | PA      | $7219685.97    | 0.01%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/01/2048#MA5194                                                                      | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     245201 | PA      | $242811.17     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2049#                                                                        | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     509165 | PA      | $421092.01     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                    | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4640000 | PA      | $3416945.74    | 0.01%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2052#MA4698                                                                    | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61978 | PA      | $52837.21      | 0.00%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#BW7752                                                                    | CUSIP: 3140N0TJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1264392 | PA      | $1228682.12    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BA3371                                                                    | CUSIP: 3140E7W97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62947 | PA      | $58884.33      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.537% 08/15/2035                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     460000 | PA      | $466542.87     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/43#890607                                                                    | CUSIP: 31410LNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11911 | PA      | $11973.28      | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 6% 07/01/2039#FS8581                                                                    | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19816287 | PA      | $20300829.07   | 0.03%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#MA3495                                                                    | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5695416 | PA      | $5297529.32    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.254%/VAR 03/09/2034                                                           | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   16000000 | PA      | $16822260.64   | 0.03%             | 2034-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#SD8349                                                                  | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26228273 | PA      | $26031033.56   | 0.04%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2032#BM1007                                                                  | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3561420 | PA      | $3404937.73    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 11/40 #783234                                                                          | CUSIP: 36241LSX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     214698 | PA      | $205887.40     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.75% 06/28/2054                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2470000 | PA      | $2312063.19    | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2039#935228                                                                    | CUSIP: 31412UPM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13163 | PA      | $13232.26      | 0.00%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AZ4671                                                                    | CUSIP: 3138YWFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108851 | PA      | $101893.25     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7935295.10    | 0.01%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA5159                                                                  | CUSIP: 3140E9WV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23796 | PA      | $21597.95      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2044#AW7931                                                                    | CUSIP: 3138XXY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104894 | PA      | $98903.68      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BN3942                                                                  | CUSIP: 3140JLLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     885754 | PA      | $896364.86     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2049#CA6449                                                                  | CUSIP: 3140QEEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5477 | PA      | $5239.03       | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2049#RA1829                                                                    | CUSIP: 3133KHA63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16999 | PA      | $16729.87      | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.55% 03/22/2051                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8661000 | PA      | $6054075.98    | 0.01%             | 2051-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/34 #725425                                                                           | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19036 | PA      | $19494.41      | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#G61821                                                                  | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731479 | PA      | $701952.52     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AB3872                                                                          | CUSIP: 31417AJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     585429 | PA      | $557664.28     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MTG TR                                                         | COMM MTG TR 2015-CR22 A5 3.309% 03/10/2048                                                        | CUSIP: 12592XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18558 | PA      | $18511.84      | 0.00%             | 2048-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/39 #AC3245                                                                           | CUSIP: 31417MTB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1205983 | PA      | $1187363.90    | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 09/01/2037#QO0803                                                                    | CUSIP: 3133WJ3L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     428890 | PA      | $416969.08     | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2047#Q48246                                                                    | CUSIP: 3132WNEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18051 | PA      | $16873.55      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#AS7291                                                                    | CUSIP: 3138WHC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84895 | PA      | $82295.97      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                  | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12741925 | PA      | $13272792.63   | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/38 #995481                                                                          | CUSIP: 31416B2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5531 | PA      | $5687.38       | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.75% 02/28/2028                                                         | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    7460000 | PA      | $7552354.65    | 0.01%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2138                                                                           | CUSIP: 3138LSLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     438601 | PA      | $407263.25     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 07/01/2026#MA2676                                                                  | CUSIP: 31418B6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27220 | PA      | $26897.64      | 0.00%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2041#                                                                        | CUSIP: 3132GD2M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127476 | PA      | $125460.79     | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3082393.30    | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5% 04/01/2049                                                                         | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    7152000 | PA      | $6213979.58    | 0.01%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2034#766070                                                                  | CUSIP: 31404ECF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16236 | PA      | $16627.70      | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#MA4282                                                                  | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155982 | PA      | $128074.60     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 12/01/2051#                                                                        | CUSIP: 3132DWCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37116989 | PA      | $27430505.27   | 0.04%             | 2051-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2029#ZS8533                                                                  | CUSIP: 3132A9PS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7536 | PA      | $7423.73       | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 3/41 #783267                                                                           | CUSIP: 36241LTY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177197 | PA      | $170147.28     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BD3985                                                                    | CUSIP: 3140FBNB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94976 | PA      | $82957.99      | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.875% 06/01/2026                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5958000 | PA      | $5851045.74    | 0.01%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2045#AX6446                                                                  | CUSIP: 3138Y8EU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9467 | PA      | $9164.95       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14268000 | PA      | $13360987.52   | 0.02%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030                                                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   11213000 | PA      | $10816650.39   | 0.02%             | 2030-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2048#MA5019                                                                    | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49331 | PA      | $44474.34      | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3203862.68    | 0.01%             | 2034-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58157                                                                    | CUSIP: 3132Y2B39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43756 | PA      | $40793.55      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 4.9% 08/08/2032                                                                 | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1886358.84    | 0.00%             | 2032-08-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 04/01/2053#BW5286                                                             | CUSIP: 3140MW2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     925562 | PA      | $918890.74     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ7033                                                                          | CUSIP: 3138AYY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19395 | PA      | $18424.64      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2032#AS9531                                                                    | CUSIP: 3138WKSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157664 | PA      | $152411.74     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                  | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125281 | PA      | $119940.47     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 08/15/2043#AF0653                                                                  | CUSIP: 36181FWN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23323 | PA      | $21483.09      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.762%/VAR 03/29/2033                                                           | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8100000 | PA      | $7771971.87    | 0.01%             | 2033-03-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#ZT1320                                                                    | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180094 | PA      | $167512.49     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.85% 03/26/2050                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   14152000 | PA      | $10860920.56   | 0.02%             | 2050-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.5% 12/05/2043                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5262000 | PA      | $4773520.44    | 0.01%             | 2043-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2034#FM1776                                                                    | CUSIP: 3140X46N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206472 | PA      | $197528.57     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#QA8335                                                                    | CUSIP: 3133A3HL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3004545 | PA      | $2596179.28    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2033#BK3779                                                                    | CUSIP: 3140HHFV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     447997 | PA      | $429152.00     | 0.00%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 11/01/2039#RB5026                                                                  | CUSIP: 3133KYSP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126389 | PA      | $112480.02     | 0.00%             | 2039-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                         | WASHINGTON GAS LIGHT CO 3.796% 09/15/2046                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1772019.46    | 0.00%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA5039                                                                  | CUSIP: 3140E9S56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10148 | PA      | $9210.20       | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT1609                                                                  | CUSIP: 3138WNYF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     730137 | PA      | $653041.11     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/38 #AE0105                                                                           | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117198 | PA      | $120423.85     | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7954000 | PA      | $7653449.60    | 0.01%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2048#G08808                                                                  | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107768 | PA      | $97402.08      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2035#310165                                                                  | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57653 | PA      | $57977.04      | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.1% 07/15/2029                                                                      | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1763283.37    | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 3/45#AY3101                                                                             | CUSIP: 3138YGNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233664 | PA      | $219675.70     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2051#QC9077                                                                    | CUSIP: 3133AUCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1851848 | PA      | $1591182.82    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                       | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  251926900 | PA      | $233672040.01  | 0.37%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #745138                                                                           | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     196096 | PA      | $192764.94     | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#CB8789                                                                  | CUSIP: 3140QUXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13904546 | PA      | $13786946.90   | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 10/01/2026#AL1124                                                                  | CUSIP: 3138EHHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        614 | PA      | $611.89        | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 11/01/2027#MA3190                                                                    | CUSIP: 31418CRL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102437 | PA      | $100798.56     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 05/20/2044#MA1922                                                                    | CUSIP: 36179QD32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     496392 | PA      | $499842.48     | 0.00%             | 2044-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2042#AQ1869                                                                    | CUSIP: 3138MHCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     774956 | PA      | $693495.96     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/37 #905142                                                                           | CUSIP: 31411DS75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31146 | PA      | $32018.90      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                  | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6202668 | PA      | $6154085.03    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 1.875% 07/21/2026                                                     | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    3260000 | PA      | $3174726.22    | 0.01%             | 2026-07-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BC1288                                                                  | CUSIP: 3140EVNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571853 | PA      | $519022.90     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 09/20/2053#787198                                                                    | CUSIP: 3622AC3F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14934352 | PA      | $14929996.80   | 0.02%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/38 #963869                                                                           | CUSIP: 31414EJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4658 | PA      | $4682.23       | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 06/01/2055 #TBA                                                                      | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6125000 | PA      | $5213903.19    | 0.01%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2033#J38588                                                                    | CUSIP: 31307VRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1884734 | PA      | $1820257.98    | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.15% 04/01/2035                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4190792.26    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2049#RA1087                                                                  | CUSIP: 3133KGF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60188 | PA      | $57570.25      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2033#CA2266                                                                  | CUSIP: 3140Q9QU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204268 | PA      | $194059.28     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048                                                    | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    3948000 | PA      | $3145922.07    | 0.01%             | 2048-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2046#AS7728                                                                    | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311111 | PA      | $274075.96     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT3359                                                                  | CUSIP: 3138WQWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40046 | PA      | $35856.79      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#BY0545                                                                    | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     778389 | PA      | $754763.43     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2040#A92522                                                                  | CUSIP: 312940YT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75780 | PA      | $77977.81      | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2045#MA2680                                                                    | CUSIP: 36179Q6R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416711 | PA      | $408523.57     | 0.00%             | 2045-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 12/31/2028                                                                       | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106426700 | PA      | $97550879.25   | 0.16%             | 2028-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% #AL3759                                                                            | CUSIP: 3138ELE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8608 | PA      | $7759.02       | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7835183.38    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/41 #552552                                                                          | CUSIP: 36213EZR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158367 | PA      | $151597.47     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/37 #922039                                                                           | CUSIP: 31412DLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33026 | PA      | $33957.36      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#BO6205                                                                    | CUSIP: 3140K13P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     525972 | PA      | $517650.51     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2050#MA4118                                                                  | CUSIP: 31418DSG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343507 | PA      | $328245.96     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#G08682                                                                    | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64118 | PA      | $60057.50      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AA9146                                                                           | CUSIP: 31416TEU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51619 | PA      | $50812.12      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 10/35 #781987                                                                          | CUSIP: 36241KF45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348877 | PA      | $354857.96     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 3/26 #AH9260                                                                      | CUSIP: 3138ABJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4679 | PA      | $4652.27       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2029#AX6171                                                                  | CUSIP: 3138Y72D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20869 | PA      | $20558.91      | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.8% 03/15/2036                                                            | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022497.38    | 0.00%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#AY8866                                                                  | CUSIP: 3138YNZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92800 | PA      | $84226.87      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BJ4341                                                                  | CUSIP: 3140H5ZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372693 | PA      | $336398.61     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.2% 05/25/2033                                                    | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10300000 | PA      | $9993615.17    | 0.02%             | 2033-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2032#J38040                                                                    | CUSIP: 31307U4Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322233 | PA      | $311742.91     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 6/40 #004713                                                                        | CUSIP: 36202FGW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6799 | PA      | $6689.20       | 0.00%             | 2040-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12383000 | PA      | $8413891.37    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2033#BN1056                                                                  | CUSIP: 3140JHE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71665 | PA      | $69571.50      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 3.4% 06/01/2031                                                                 | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1718956.96    | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11397000 | PA      | $11074614.54   | 0.02%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 06/01/2055 #TBA                                                                      | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92150000 | PA      | $71628618.89   | 0.11%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP3850                                                                    | CUSIP: 3140KBH49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3569342 | PA      | $3084211.27    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2049#MA3706                                                                  | CUSIP: 31418DDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302494 | PA      | $305891.19     | 0.00%             | 2049-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3% 04/15/2052                                                                        | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $4053059.71    | 0.01%             | 2052-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.00% 3/42 #AK6724                                                                           | CUSIP: 3138EBPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45286 | PA      | $40840.33      | 0.00%             | 2042-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     594065 | PA      | $439030.64     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049                                                   | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   33724000 | PA      | $33094920.26   | 0.05%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                        | FHLMC 30YR 4.5% 12/01/2054#QX3319                                                                 | CUSIP: 31425XVM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392544 | PA      | $370718.29     | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/46#G08716                                                                       | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8259973 | PA      | $7501601.65    | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    3753000 | PA      | $3366356.93    | 0.01%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA6699                                                                           | CUSIP: 31416QNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59903 | PA      | $58902.57      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2029                                                                       | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51600000 | PA      | $51438750.00   | 0.08%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BD4225                                                                    | CUSIP: 3140FBVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18257 | PA      | $15975.10      | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#FS1948                                                                    | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     565834 | PA      | $519098.62     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#BH2417                                                                  | CUSIP: 3140GQVK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316727 | PA      | $286278.86     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2029#AL5241                                                                  | CUSIP: 3138EMZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6138 | PA      | $6048.68       | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 11/22/2034                                                      | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2025918.74    | 0.00%             | 2034-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.375% 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6689000 | PA      | $5800260.86    | 0.01%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2030#BA1048                                                                  | CUSIP: 3140E5EW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15022 | PA      | $14782.42      | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2047#BE1567                                                                  | CUSIP: 3140FLW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492789 | PA      | $446339.51     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/31#AL7856                                                                       | CUSIP: 3138EQWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33251 | PA      | $31996.56      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN7590                                                                    | CUSIP: 36186QNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97828 | PA      | $86328.49      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 02/15/2043                                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23006500 | PA      | $18132896.45   | 0.03%             | 2043-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2026#AH7507                                                                  | CUSIP: 3138A9KV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13893 | PA      | $13806.18      | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 5.15% 05/15/2035                                                             | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $6936443.02    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 06/01/2027#                                                                        | CUSIP: 3128P7EE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10567 | PA      | $10634.13      | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/39 #AE0233                                                                           | CUSIP: 31419AHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53843 | PA      | $55362.93      | 0.00%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#                                                                          | CUSIP: 312944FW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5164 | PA      | $4939.49       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#ZM4372                                                                  | CUSIP: 3131XX2D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32802 | PA      | $29648.92      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/47#MA2872                                                                       | CUSIP: 31418CFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44732 | PA      | $42995.97      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/27#ZK4184                                                                       | CUSIP: 3131X7UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5085 | PA      | $4987.59       | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#BP7184                                                                  | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427949 | PA      | $352186.02     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZT1321                                                                  | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8010 | PA      | $7663.96       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#AS6352                                                                    | CUSIP: 3138WGBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2426321 | PA      | $2269706.44    | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 12/25 #AE2910                                                                     | CUSIP: 31419DGU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1005 | PA      | $1000.54       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/40 #AD9194                                                                           | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8752 | PA      | $8795.83       | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH6157                                                                           | CUSIP: 3138A7ZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47257 | PA      | $46386.10      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2034#MA3737                                                                  | CUSIP: 31418DEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46637 | PA      | $43714.45      | 0.00%             | 2034-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 5/35 #822854                                                                           | CUSIP: 31406XE32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3866 | PA      | $3830.06       | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2044#MA1677                                                                    | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     266897 | PA      | $244829.90     | 0.00%             | 2044-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.377% 04/05/2040                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4959000 | PA      | $3843208.14    | 0.01%             | 2040-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2042#AP8604                                                                  | CUSIP: 3138MCR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168116 | PA      | $155557.96     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AB9584                                                                  | CUSIP: 31417GUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179427 | PA      | $165731.27     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2026#ZK3612                                                                    | CUSIP: 3131X7AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30249 | PA      | $29866.36      | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.25% 11/08/2042                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    4588000 | PA      | $4122272.12    | 0.01%             | 2042-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.1% 08/15/2030                                                                      | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11696000 | PA      | $9995434.93    | 0.02%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AB8906                                                                  | CUSIP: 31417F3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11577 | PA      | $10375.41      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $7807358.72    | 0.01%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/46#MA4126                                                                           | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1029798 | PA      | $910819.80     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                  | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14190000 | PA      | $14278338.43   | 0.02%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#AS6148                                                                  | CUSIP: 3138WFZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40893 | PA      | $39413.66      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 6.15% 05/15/2037                                                                | CUSIP: 875127AW2<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    4972000 | PA      | $5138642.55    | 0.01%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.375% 05/24/2027                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    3177000 | PA      | $3081932.85    | 0.00%             | 2027-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZA6946                                                                    | CUSIP: 31329QWF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8841 | PA      | $8209.63       | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#CB2745                                                                    | CUSIP: 3140QNBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379582 | PA      | $325677.76     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AJ1926                                                                           | CUSIP: 3138ATD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128808 | PA      | $122930.02     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2050#CA8153                                                                    | CUSIP: 3140QGBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     672547 | PA      | $578824.81     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 2.95% 09/15/2027                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5861000 | PA      | $5645920.58    | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 8/27 #AP6131                                                                      | CUSIP: 3138M9Y54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11480 | PA      | $11288.12      | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2050#FM3393                                                                    | CUSIP: 3140X6XX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15115 | PA      | $14951.58      | 0.00%             | 2050-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AR9398                                                                  | CUSIP: 3138W7NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92331 | PA      | $85024.49      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AH4670                                                                           | CUSIP: 3138A6FL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60519 | PA      | $57675.31      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#FS0755                                                                    | CUSIP: 3140XFZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171741 | PA      | $155893.74     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2037#BW1355                                                                    | CUSIP: 3140MSQH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1252616 | PA      | $1215881.88    | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                  | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60472485 | PA      | $49766551.03   | 0.08%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 01/01/2039#ZA6152                                                                    | CUSIP: 31329PZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189505 | PA      | $180766.70     | 0.00%             | 2039-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.45% 10/15/2032                                                                | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   13820000 | PA      | $14209304.98   | 0.02%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#                                                                          | CUSIP: 312944E31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     591616 | PA      | $565819.73     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2026#AH4407                                                                  | CUSIP: 3138A53R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1105 | PA      | $1098.54       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2041#AJ5697                                                                  | CUSIP: 3138AXKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2753567 | PA      | $2554635.46    | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2029#AW8203                                                                  | CUSIP: 3138XYDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11841 | PA      | $11560.37      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2047#MA4780                                                                    | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1249706 | PA      | $1206223.03    | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 07/01/2026#MA2686                                                                    | CUSIP: 31418B6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2565 | PA      | $2539.39       | 0.00%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2050#QA7718                                                                  | CUSIP: 3133A2SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     449688 | PA      | $402945.03     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2034#SB8000                                                                    | CUSIP: 3132D53H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129067 | PA      | $123274.99     | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 5.227% 11/17/2034                                                      | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7410000 | PA      | $7378121.66    | 0.01%             | 2034-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 03/01/2040#QO3269                                                                    | CUSIP: 3133WMT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2988490 | PA      | $2990624.65    | 0.00%             | 2040-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2706404.41    | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 7/27 #AL1858                                                                      | CUSIP: 3138EJB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112635 | PA      | $111056.84     | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BE0146                                                                  | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25470 | PA      | $24417.35      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2041#AL0762                                                                  | CUSIP: 3138EGZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6598 | PA      | $6481.99       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 05/15/2031                                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30670000 | PA      | $26721237.50   | 0.04%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 8/41 #005139                                                                        | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1744008 | PA      | $1668920.53    | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2034#FM1793                                                                  | CUSIP: 3140X47F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96122 | PA      | $93703.90      | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2048#MA5266                                                                      | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1277388 | PA      | $1262140.97    | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.875% 01/27/2026                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6171000 | PA      | $6145060.88    | 0.01%             | 2026-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2041#                                                                        | CUSIP: 3132GDGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128470 | PA      | $126282.34     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   14958000 | PA      | $11623132.75   | 0.02%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4% 04/01/2047                                                       | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $5574490.37    | 0.01%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2042#AQ4668                                                                  | CUSIP: 3138MLFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247641 | PA      | $228689.24     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4619899.27    | 0.01%             | 2034-08-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2051#MA7195                                                                    | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6814315 | PA      | $6122150.66    | 0.01%             | 2051-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | TOLL BROS FIN CORP 4.35% 02/15/2028                                                               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1883429.23    | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2027#MA1281                                                                    | CUSIP: 31418AM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1217 | PA      | $1196.34       | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38178000 | PA      | $35965943.77   | 0.06%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.875% 10/17/2029                                                               | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   21266000 | PA      | $19789629.22   | 0.03%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BJ0185                                                                    | CUSIP: 3140H1F39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147487 | PA      | $137459.95     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#AL9432                                                                    | CUSIP: 3138ERPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16969 | PA      | $14900.90      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#QJ8303                                                                    | CUSIP: 3133D0GL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     747199 | PA      | $760273.26     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2048#BN0635                                                                  | CUSIP: 3140JGV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6578 | PA      | $5919.10       | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2047#AS8862                                                                  | CUSIP: 3138WJZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148862 | PA      | $134830.72     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#BA5826                                                                  | CUSIP: 3140EAPL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6380 | PA      | $6152.35       | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#MA3593                                                                  | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5289344 | PA      | $5060958.34    | 0.01%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2047#MA4903                                                                      | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     430503 | PA      | $428458.83     | 0.00%             | 2047-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2049#CA3641                                                                    | CUSIP: 3140QBBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200193 | PA      | $185894.70     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2032#CA0587                                                                  | CUSIP: 3140Q7UM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     924405 | PA      | $880335.02     | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#BX0554                                                                  | CUSIP: 3140N4TL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369856 | PA      | $369241.32     | 0.00%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/38 #985559                                                                           | CUSIP: 31415PZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9565 | PA      | $9834.89       | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#Q52210                                                                  | CUSIP: 3132XUN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93222 | PA      | $89430.14      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.5% 01/09/2035                                                                  | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5340735.22    | 0.01%             | 2035-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2028#AQ5082                                                                  | CUSIP: 3138MLUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8299 | PA      | $8111.75       | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2042#AB6318                                                                  | CUSIP: 31417DAU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224036 | PA      | $206983.48     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2031                                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67050000 | PA      | $67013331.70   | 0.11%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2043#AT8668                                                                  | CUSIP: 3138WWT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9122 | PA      | $7957.59       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2044#AX4116                                                                    | CUSIP: 3138Y5SE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114649 | PA      | $114411.52     | 0.00%             | 2044-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2052#SD0988                                                                  | CUSIP: 3132DNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5564858 | PA      | $4939458.82    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6045849.60    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 0.875% 04/20/2026                                                         | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   40212000 | PA      | $39054039.97   | 0.06%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/37 #906081                                                                           | CUSIP: 31411EUE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18390 | PA      | $18918.53      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AS2679                                                                  | CUSIP: 3138WB6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352551 | PA      | $344721.56     | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #738885                                                                          | CUSIP: 3620AS2S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     252376 | PA      | $242019.57     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2050#BP5844                                                                    | CUSIP: 3140KDP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     549920 | PA      | $509783.89     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.85% 05/04/2043                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10327000 | PA      | $8456357.93    | 0.01%             | 2043-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 5.05% 05/15/2035                                                              | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6272410.00    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.00% 3/30 #MA0354                                                                      | CUSIP: 31417YMC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106550 | PA      | $107161.56     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2046#MA3739                                                                      | CUSIP: 36179SEL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56935 | PA      | $57330.20      | 0.00%             | 2046-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/41#AH9348                                                                         | CUSIP: 3138ABL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43451 | PA      | $43670.53      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/35 #814637                                                                           | CUSIP: 31406NBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8524 | PA      | $8424.00       | 0.00%             | 2035-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AL2416                                                                           | CUSIP: 3138EJVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1958404 | PA      | $1816665.21    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#                                                                          | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40770770 | PA      | $31839252.30   | 0.05%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2051#FS1501                                                                    | CUSIP: 3140XGU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641138 | PA      | $593582.68     | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.125% 12/15/2046                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2613000 | PA      | $2085773.55    | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.1% 05/01/2035                                                             | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $6054974.38    | 0.01%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2049#BO5799                                                                    | CUSIP: 3140K1NR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10662 | PA      | $10343.36      | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2030#AL6598                                                                  | CUSIP: 3138EPKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7748 | PA      | $7625.08       | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#CA6848                                                                  | CUSIP: 3140QETE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1806753 | PA      | $1682252.73    | 0.00%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2044#AW2706                                                                    | CUSIP: 3138XSAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48078 | PA      | $45369.01      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2026#AB2129                                                                  | CUSIP: 31416XLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $14912.79      | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 3.75% 11/30/2026                                                              | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5539000 | PA      | $5514457.47    | 0.01%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2043#Q21845                                                                  | CUSIP: 3132JPBN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36861 | PA      | $34871.57      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2046#AS7802                                                                  | CUSIP: 3138WHU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24088 | PA      | $21847.22      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 3.25% 02/15/2032                                                            | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $865378.47     | 0.00%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN3333                                                                  | CUSIP: 3140JKV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53604 | PA      | $51289.37      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2045#Q36699                                                                    | CUSIP: 3132QTNR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6951 | PA      | $6515.27       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.705%/VAR 04/24/2028                                                 | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6991000 | PA      | $6872635.45    | 0.01%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                  | BANK 2020-BN28 1.844% 03/15/2063                                                                  | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33271649 | PA      | $28567546.89   | 0.05%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2041#AB3314                                                                  | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3963 | PA      | $3892.11       | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#AX4319                                                                    | CUSIP: 3138Y5YR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409106 | PA      | $385199.10     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.122%/VAR 01/28/2027                                                               | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14113000 | PA      | $13777545.42   | 0.02%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.3% 05/20/2047                                                                      | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    8023000 | PA      | $6570811.89    | 0.01%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3.5% 02/45#BM3805                                                                  | CUSIP: 3140J8GP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11287488 | PA      | $10452950.65   | 0.02%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.75% 06/01/2060                                                                     | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $3840684.20    | 0.01%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZN1256                                                                  | CUSIP: 3131Y7MD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4665 | PA      | $4463.87       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AE0217                                                                           | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1814000 | PA      | $1784572.34    | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2043#AR1196                                                                  | CUSIP: 3138NXKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     472498 | PA      | $423869.17     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 05/20/2045#784259                                                                    | CUSIP: 3622A2WU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     327598 | PA      | $336208.82     | 0.00%             | 2045-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 6.07% 07/12/2028                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5700000 | PA      | $5919879.38    | 0.01%             | 2028-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2045#AZ9369                                                                  | CUSIP: 3140E2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96005 | PA      | $87195.55      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2043#AB8464                                                                  | CUSIP: 31417FMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50553 | PA      | $43962.84      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.75% 11/15/2047                                                        | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6842000 | PA      | $5035645.56    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#BO4402                                                                    | CUSIP: 3140JY3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     690604 | PA      | $594582.12     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AS9078                                                                  | CUSIP: 3138WKCQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17936 | PA      | $17540.96      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZA5950                                                                  | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13049 | PA      | $12485.37      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 05/01/2028#MA3366                                                                  | CUSIP: 31418CW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59134 | PA      | $58359.15      | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 11/01/2039#RB5023                                                                  | CUSIP: 3133KYSL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53599 | PA      | $50037.90      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2044#Q24018                                                                    | CUSIP: 3132M4DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     460766 | PA      | $435219.79     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2032#BM4111                                                                  | CUSIP: 3140J8R96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9868 | PA      | $9631.83       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 9/41 #783501                                                                           | CUSIP: 36241L3J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1996757 | PA      | $2006118.65    | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.4% 05/15/2044                                                                        | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3328000 | PA      | $2837611.71    | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 8/27 #AP4723                                                                      | CUSIP: 3138M8G98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1641 | PA      | $1617.52       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  172934300 | PA      | $123094095.18  | 0.20%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2045                                                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1493304.53    | 0.00%             | 2045-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   12141000 | PA      | $11702871.38   | 0.02%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#AS3471                                                                    | CUSIP: 3138WC2D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18908 | PA      | $17812.62      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2038#                                                                        | CUSIP: 3132D6DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35166 | PA      | $33666.06      | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.1% 03/15/2044                                                                          | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5382000 | PA      | $4355992.20    | 0.01%             | 2044-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2041#AL5398                                                                  | CUSIP: 3138EM7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46778 | PA      | $48135.01      | 0.00%             | 2041-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2047#Q45872                                                                    | CUSIP: 3132WKQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11113 | PA      | $9737.32       | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI7033                                                                  | CUSIP: 3133WDY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1318060 | PA      | $1306418.09    | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2054#MA5531                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67806207 | PA      | $67169161.13   | 0.11%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 4.725% 11/15/2028                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   13619000 | PA      | $13792339.64   | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#BY7262                                                                  | CUSIP: 3140NQB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16012784 | PA      | $15892366.22   | 0.03%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.2% 06/15/2049                                                              | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7520000 | PA      | $5675188.26    | 0.01%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FM2743                                                                    | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448515 | PA      | $433168.41     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/40 #932669                                                                           | CUSIP: 31412RFJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49273 | PA      | $48461.63      | 0.00%             | 2040-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2050#MA3993                                                                    | CUSIP: 31418DNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281550 | PA      | $261089.24     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2043#AR7970                                                                  | CUSIP: 3138W52C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14389 | PA      | $12650.43      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54900                                                                  | CUSIP: 3132XXNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     592716 | PA      | $535704.14     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 6/37 #G03054                                                                           | CUSIP: 3128M4WP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8352 | PA      | $8407.47       | 0.00%             | 2037-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#MA3210                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9453283 | PA      | $8544503.61    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 5.25% 03/01/2035                                                              | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6981624.79    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 0.9% 09/15/2025                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   13436000 | PA      | $13289777.89   | 0.02%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/50#SD8055                                                                       | CUSIP: 3132DV5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     132289 | PA      | $109240.75     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2038#                                                                          | CUSIP: 3128LBR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19853 | PA      | $19983.77      | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2030#AS4877                                                                  | CUSIP: 3138WEM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266088 | PA      | $259226.63     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#Q20988                                                                  | CUSIP: 3132JNCZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39964 | PA      | $35834.89      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.5% 02/23/2036                                                                         | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7355000 | PA      | $7232414.73    | 0.01%             | 2036-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                   | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2017066.44    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2046#MA3735                                                                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2410671 | PA      | $2132153.78    | 0.00%             | 2046-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AS2037                                                                  | CUSIP: 3138WBHP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178442 | PA      | $173357.87     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#MA2806                                                                    | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7425388 | PA      | $6497373.75    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AL7487                                                                    | CUSIP: 3138EQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100304 | PA      | $93891.88      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 02/01/2055#RJ4076                                                              | CUSIP: 3142GUQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149860 | PA      | $151384.18     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2045#AY0900                                                                  | CUSIP: 3138YEAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342933 | PA      | $303362.41     | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110873300 | PA      | $102787344.60  | 0.16%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.95% 08/15/2047                                                                  | CUSIP: 166756AW6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   10963000 | PA      | $9770790.19    | 0.02%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3097000 | PA      | $2348973.91    | 0.00%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029                                                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16311000 | PA      | $16062387.90   | 0.03%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2044#AS3798                                                                    | CUSIP: 3138WDGG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33061 | PA      | $32992.23      | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.50% 6/27 #256751                                                                      | CUSIP: 31371NEY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41386 | PA      | $41580.09      | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 4.2% 07/15/2046                                                          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   10509000 | PA      | $8219833.67    | 0.01%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2048#ZN1436                                                                    | CUSIP: 3131Y7SZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23115 | PA      | $22814.44      | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2047#MA4838                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     853133 | PA      | $794594.39     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1% 05/12/2026                                                                      | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5087000 | PA      | $4934462.85    | 0.01%             | 2026-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AU6988                                                                    | CUSIP: 3138X6XS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     480336 | PA      | $453083.77     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AH0330                                                                     | CUSIP: 3138A1LL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1520 | PA      | $1510.72       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2049#BO2350                                                                  | CUSIP: 3140JWTG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319200 | PA      | $263985.91     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2026#AJ6031                                                                    | CUSIP: 3138AXVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43590 | PA      | $43016.35      | 0.00%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/41 #AI0093                                                                           | CUSIP: 3138ADC78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12927 | PA      | $12685.83      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#FM6150                                                                    | CUSIP: 3140X9ZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1462809 | PA      | $1327827.22    | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 04/01/2045#AS4716                                                                  | CUSIP: 3138WEG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75313 | PA      | $70933.81      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2043#AU3732                                                                  | CUSIP: 3138X3EE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111261 | PA      | $96270.46      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2039#AC8524                                                                  | CUSIP: 31417VPJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163024 | PA      | $167782.79     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2049#SD8003                                                                    | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     336634 | PA      | $312590.78     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AY0200                                                                  | CUSIP: 3138YDGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10348 | PA      | $9460.32       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.225%/VAR 11/22/2032                                                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7800000 | PA      | $6845473.13    | 0.01%             | 2032-11-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BC0997                                                                    | CUSIP: 3140EVDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55896 | PA      | $52287.97      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP CAPITAL MARKETS PLC 3.279% 09/19/2027                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   10121000 | PA      | $9891045.82    | 0.02%             | 2027-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 03/01/2047                                                                   | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4511000 | PA      | $3729771.76    | 0.01%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#Q37730                                                                    | CUSIP: 3132QUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380576 | PA      | $356473.13     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#QC9344                                                                  | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3952376 | PA      | $2920917.68    | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AB4086                                                                     | CUSIP: 31417ARG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18557 | PA      | $18321.15      | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    2040000 | PA      | $1903891.83    | 0.00%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2044#AS2817                                                                  | CUSIP: 3138WCDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12561 | PA      | $11520.36      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2026#AB3907                                                                  | CUSIP: 31417AKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        331 | PA      | $327.77        | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/43#AS0657                                                                       | CUSIP: 3138W9WT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67039 | PA      | $63360.06      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE9374                                                                          | CUSIP: 31419LMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33939 | PA      | $33355.02      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.25% 03/27/2040                                                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $7465299.06    | 0.01%             | 2040-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 05/20/44#MA1920                                                                      | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10724 | PA      | $10186.80      | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 1/1/43 #AR0143                                                                       | CUSIP: 3138NWER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591619 | PA      | $537478.89     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#BE7593                                                                    | CUSIP: 3140FTNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474571 | PA      | $443048.58     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#BX8625                                                                    | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     762651 | PA      | $739682.14     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1969500 | PA      | $1687538.38    | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 5/26 #AI2091                                                                      | CUSIP: 3138AFKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        233 | PA      | $231.57        | 0.00%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 04/01/2034#MA3633                                                                    | CUSIP: 31418DBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2560 | PA      | $2505.47       | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#AS2960                                                                  | CUSIP: 3138WCJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1174 | PA      | $1109.30       | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU1658                                                                  | CUSIP: 3138X0ZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3138 | PA      | $3059.15       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.73% 03/15/2030                                         | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3380000 | PA      | $3410315.56    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2043#MA1010                                                                    | CUSIP: 36179NDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54993 | PA      | $48305.53      | 0.00%             | 2043-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2055#SD8534                                                                    | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102631 | PA      | $103714.49     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BD0167                                                                    | CUSIP: 3140F7FH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8947 | PA      | $8720.79       | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2037#QO0244                                                                  | CUSIP: 3133WJHV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     705278 | PA      | $677180.73     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#G60542                                                                    | CUSIP: 31335AS74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     308317 | PA      | $291038.01     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.875% 05/12/2041                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   27600000 | PA      | $20238037.27   | 0.03%             | 2041-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2047#MA4320                                                                      | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     272246 | PA      | $240621.61     | 0.00%             | 2047-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 8/40 #G05955                                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1161531 | PA      | $1169029.35    | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#BT8117                                                                  | CUSIP: 3140LXAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136665 | PA      | $121562.47     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AT8490                                                                  | CUSIP: 3138WWNG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     927754 | PA      | $827491.26     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AT7252                                                                  | CUSIP: 3138WVBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38738 | PA      | $37780.68      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.65% 11/15/2034                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1876337.64    | 0.00%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2048#MA3386                                                                    | CUSIP: 31418CXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69930 | PA      | $69173.55      | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5.5% 10/15/2035                                                                     | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1940182.83    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2029#AS1423                                                                    | CUSIP: 3138WASM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11197 | PA      | $10946.30      | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2034#ZT1610                                                                  | CUSIP: 3132ADYF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108790 | PA      | $105441.93     | 0.00%             | 2034-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2030#MA2425                                                                  | CUSIP: 31418BVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81001 | PA      | $78771.42      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK4909                                                                  | CUSIP: 3140HJN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     466171 | PA      | $446333.71     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2047#AS8663                                                                  | CUSIP: 3138WJTV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1362339 | PA      | $1309475.49    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.875% 05/15/2045                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8979000 | PA      | $7845056.01    | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                       | APOLLO DEBT SOLUTIONS BDC 6.55% 03/15/2032 144A                                                   | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6009830.28    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 5/41 #707756                                                                           | CUSIP: 36297CH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16416 | PA      | $16165.91      | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 3/31#AS6877                                                                        | CUSIP: 3138WGUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10624 | PA      | $10207.80      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.75% 04/20/2032                                                            | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1687366.84    | 0.00%             | 2032-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2033#CA2869                                                                  | CUSIP: 3140QAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306867 | PA      | $289460.96     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2049#BO3650                                                                  | CUSIP: 3140JYBU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173876 | PA      | $143799.75     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2031                                                                       | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21850000 | PA      | $21912306.59   | 0.03%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2026#AH3428                                                                  | CUSIP: 3138A4Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5148 | PA      | $5118.32       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17216000 | PA      | $12452510.12   | 0.02%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2030                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35300000 | PA      | $35308273.61   | 0.06%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#CA2692                                                                    | CUSIP: 3140Q97E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50265 | PA      | $43746.95      | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2052#SD8233                                                                    | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1056027 | PA      | $1027851.88    | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2046#MA3520                                                                      | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70482 | PA      | $62382.93      | 0.00%             | 2046-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 02/01/2061                                                                      | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2381478.73    | 0.00%             | 2061-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15950000 | PA      | $9012054.17    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#AS6925                                                                    | CUSIP: 3138WGVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35618 | PA      | $34561.26      | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI9800                                                                  | CUSIP: 3133WG3H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     537915 | PA      | $533163.92     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2031#MA2652                                                                  | CUSIP: 31418B5N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62285 | PA      | $60990.83      | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 05/01/2039#MA5373                                                                  | CUSIP: 31418E6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1348168 | PA      | $1328770.18    | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.25% 05/30/2048                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   18988000 | PA      | $17082256.28   | 0.03%             | 2048-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2028#ZK5302                                                                    | CUSIP: 3131X83K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118693 | PA      | $116616.58     | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2029#AS3273                                                                  | CUSIP: 3138WCT78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28222 | PA      | $27807.27      | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#                                                                          | CUSIP: 3140XF4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64894 | PA      | $55678.27      | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 09/45#AS5722                                                                            | CUSIP: 3138WFLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9078 | PA      | $8244.57       | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2041#AL5616                                                                  | CUSIP: 3138ENG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421982 | PA      | $434176.27     | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.35% 02/25/2050                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    9924000 | PA      | $7988602.17    | 0.01%             | 2050-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2054#QX1395                                                                  | CUSIP: 31425VRR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1555934 | PA      | $1543260.92    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2043#MA1521                                                                    | CUSIP: 36179NVN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     275879 | PA      | $253220.69     | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2043#Q20172                                                                    | CUSIP: 3132JMFM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     176678 | PA      | $158603.21     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2027#ZK4686                                                                  | CUSIP: 3131X8F35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4834 | PA      | $4730.19       | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BJ9942                                                                    | CUSIP: 3140HCBL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23386 | PA      | $21861.85      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP5129                                                                           | CUSIP: 3138M8VX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247341 | PA      | $228996.86     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2043#AU4310                                                                  | CUSIP: 3138X3YG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112061 | PA      | $97386.58      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2042#Q10392                                                                  | CUSIP: 3132HLNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2269757 | PA      | $2103495.29    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2046#MA2671                                                                  | CUSIP: 31418B6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23167 | PA      | $21012.09      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 7/38 #G04448                                                                           | CUSIP: 3128M6HZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5771 | PA      | $5948.62       | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#CA1159                                                                  | CUSIP: 3140Q8JD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2991564 | PA      | $2709583.00    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2050#QB1802                                                                    | CUSIP: 3133A8AB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15067 | PA      | $12977.11      | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD6426                                                                    | CUSIP: 3140FED84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5546 | PA      | $4852.51       | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026                                                    | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   18944000 | PA      | $18576675.84   | 0.03%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2052#MA8098                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29905045 | PA      | $26085491.84   | 0.04%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2027#AL6615                                                                  | CUSIP: 3138EPK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48328 | PA      | $47948.42      | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2050#BO8460                                                                    | CUSIP: 3140K4MJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519620 | PA      | $481695.56     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE4737                                                                    | CUSIP: 3140FQHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19058 | PA      | $16676.58      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2866846 | PA      | $2405081.38    | 0.00%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2044#G08595                                                                  | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     790741 | PA      | $747465.51     | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2029#ZK6914                                                                  | CUSIP: 3131XAVF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16522 | PA      | $16366.93      | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 5.15% 10/06/2025                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8010617.28    | 0.01%             | 2025-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#FM9607                                                                  | CUSIP: 3140XDU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8110979 | PA      | $7115319.09    | 0.01%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2048#ZM6683                                                                    | CUSIP: 3131Y1M80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     727542 | PA      | $677397.57     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2045#V81991                                                                    | CUSIP: 3132L7F87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52587 | PA      | $49289.63      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#MA3746                                                                    | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     871812 | PA      | $808999.79     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.75% 05/15/2030                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13291000 | PA      | $12575256.26   | 0.02%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                    | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19279378 | PA      | $18277191.20   | 0.03%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2028#AR9488                                                                  | CUSIP: 3138W7RJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57753 | PA      | $56386.64      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                 | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2010000 | PA      | $2006810.29    | 0.00%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/45#MA2405                                                                         | CUSIP: 31418BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57743 | PA      | $54123.82      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2041#AL6717                                                                  | CUSIP: 3138EPPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78279 | PA      | $80568.55      | 0.00%             | 2041-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.85% 01/05/2028                                                         | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5403249.17    | 0.01%             | 2028-01-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2049#FM1294                                                                    | CUSIP: 3140X4NL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1066533 | PA      | $1052659.11    | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AX1098                                                                  | CUSIP: 3138Y2GG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21311 | PA      | $20350.91      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2029#AV5687                                                                  | CUSIP: 3138XHJ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        455 | PA      | $448.28        | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2027#ZK4062                                                                  | CUSIP: 3131X7QP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1269 | PA      | $1245.67       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2053#BY6067                                                                    | CUSIP: 3140NNW50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729356 | PA      | $738881.58     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2055#MA5670                                                                    | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     749999 | PA      | $687818.51     | 0.00%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.0% 03/01/2026#J14732                                                                  | CUSIP: 3128PUHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20087 | PA      | $20010.55      | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FEDERAL HOM 15YR 2.5% 02/01/2032#J36214                                                           | CUSIP: 31307S3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35220 | PA      | $33741.22      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#CA2275                                                                  | CUSIP: 3140Q9Q55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308215 | PA      | $299692.76     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2030#AS5627                                                                  | CUSIP: 3138WFHD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66883 | PA      | $65066.39      | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.099%/VAR 06/04/2026                                                           | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   14500000 | PA      | $14497852.99   | 0.02%             | 2026-06-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                | WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052                                                | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1836610 | PA      | $1709665.35    | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 2.8% 05/04/2026                                                         | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $4409199.97    | 0.01%             | 2026-05-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2048#ZM6385                                                                    | CUSIP: 3131Y1CW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     426799 | PA      | $397382.64     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA5729                                                                    | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397618 | PA      | $1203291.45    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2049#ZN4866                                                                    | CUSIP: 3131YBMP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4756 | PA      | $4684.82       | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2041#AH4493                                                                  | CUSIP: 3138A57F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44140 | PA      | $43285.60      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2050#FM8338                                                                    | CUSIP: 3140XCHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     649201 | PA      | $603847.72     | 0.00%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2041#AL5970                                                                  | CUSIP: 3138ENT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75873 | PA      | $77935.66      | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2046#BC8652                                                                  | CUSIP: 3140F4TJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63012 | PA      | $53076.94      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.9% 02/15/2039                                                                 | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    9863000 | PA      | $10379920.13   | 0.02%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 9/38 #G05188                                                                           | CUSIP: 3128M7CZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        960 | PA      | $966.32        | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AA9906                                                                           | CUSIP: 31416UAG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16401 | PA      | $16213.98      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#ZA5450                                                                  | CUSIP: 31329PBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248140 | PA      | $223975.63     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 06/01/2035#BP8011                                                                    | CUSIP: 3140KF3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147261 | PA      | $134270.70     | 0.00%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14393000 | PA      | $9576518.42    | 0.02%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2049#ZN3397                                                                    | CUSIP: 3131Y9X24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     312689 | PA      | $271068.68     | 0.00%             | 2049-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.4% 01/15/2030                                                                | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1894399.56    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/44#AS3654                                                                    | CUSIP: 3138WDBY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100828 | PA      | $97766.53      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2046#MA3523                                                                    | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      82259 | PA      | $80596.82      | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2054#MA9961                                                                    | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2704021 | PA      | $2407600.93    | 0.00%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 03/01/2045#AY5510                                                                  | CUSIP: 3138YKDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30399 | PA      | $28678.92      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3% 04/15/2027                                                                  | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3883995.49    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2041#AL6067                                                                  | CUSIP: 3138ENW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70716 | PA      | $72649.07      | 0.00%             | 2041-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AW3641                                                                  | CUSIP: 3138XTBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2947 | PA      | $2879.32       | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2040#G06056                                                                  | CUSIP: 3128M8BZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167830 | PA      | $160476.34     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.125% 04/06/2030                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7926000 | PA      | $7480746.88    | 0.01%             | 2030-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.75% 08/18/2055                                                                       | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    8768000 | PA      | $5074717.00    | 0.01%             | 2055-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029                                                       | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25133000 | PA      | $24453761.07   | 0.04%             | 2029-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2049#CA2945                                                                    | CUSIP: 3140QAHX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11890 | PA      | $11059.79      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #MA1062                                                                      | CUSIP: 31418AFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2131 | PA      | $2100.74       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/39 #MA0211                                                                          | CUSIP: 31417YGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13597 | PA      | $13034.35      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12046#BM2001                                                                       | CUSIP: 3140J6GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219003 | PA      | $198633.46     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#RJ1877                                                                  | CUSIP: 3142GSCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     487867 | PA      | $483740.90     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 4.125% 01/15/2049                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   10692000 | PA      | $7884601.67    | 0.01%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 05/01/2043#Q18481                                                                  | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18915 | PA      | $17909.07      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AL1168                                                                      | CUSIP: 3138EHJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6031 | PA      | $5999.01       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.75% 01/21/2026                                                      | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2691267.52    | 0.00%             | 2026-01-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 8/39 #724189                                                                           | CUSIP: 3620AARJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     227786 | PA      | $228855.85     | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 06/15/2043#AD5452                                                                  | CUSIP: 36180HBV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6428 | PA      | $5932.13       | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.25% 07/15/2025                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $5015879.67    | 0.01%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                     | METLIFE INC VAR 12/15/2044                                                                        | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3448002.76    | 0.01%             | 2044-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 12/38 #782495                                                                          | CUSIP: 36241KXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     304420 | PA      | $310178.20     | 0.00%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#BX2454                                                                  | CUSIP: 3140N6WQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1993694 | PA      | $1991162.30    | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 11/01/2038#MA5212                                                                  | CUSIP: 31418EYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94531 | PA      | $93200.29      | 0.00%             | 2038-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                                  | NISSAN AUTO LEASE TRUST 2025-A 4.75% 03/15/2028                                                   | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2335000 | PA      | $2351888.12    | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038                                                        | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1858051.83    | 0.00%             | 2038-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4903983.05    | 0.01%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#BU8161                                                                  | CUSIP: 3140MAB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220736 | PA      | $194274.65     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#FS4024                                                                  | CUSIP: 3140XKPJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287349 | PA      | $285619.45     | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII 3.50% 7/42 #MA0220                                                                           | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2449166 | PA      | $2263927.13    | 0.00%             | 2042-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AJ4482                                                                     | CUSIP: 3138AV6U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37186 | PA      | $36713.47      | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/35#MA4095                                                                         | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4212466 | PA      | $3840870.22    | 0.01%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8980000 | PA      | $8792852.49    | 0.01%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#BH4095                                                                    | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8858873 | PA      | $8264900.61    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2050#MA4159                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  113666001 | PA      | $93542788.20   | 0.15%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD8134                                                                    | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  157629068 | PA      | $123393342.52  | 0.20%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 6/27 #MA1096                                                                      | CUSIP: 31418AGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52303 | PA      | $51753.51      | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC                           | FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    8468000 | PA      | $6082136.77    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2026#AJ4220                                                                    | CUSIP: 3138AVVN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8982 | PA      | $8871.74       | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 6/26 #AE9030                                                                      | CUSIP: 31419LA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3180 | PA      | $3161.71       | 0.00%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#BK8830                                                                  | CUSIP: 3140HNY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27066 | PA      | $25905.43      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2045#AY2197                                                                    | CUSIP: 3138YFNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        917 | PA      | $863.20        | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2044#AS1845                                                                  | CUSIP: 3138WBBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96615 | PA      | $93862.35      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BA1116                                                                    | CUSIP: 3140E5G24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103368 | PA      | $100475.74     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#Q57302                                                                    | CUSIP: 3132Y1DG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37814 | PA      | $35253.93      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2050#FM5010                                                                  | CUSIP: 3140X8R82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5503 | PA      | $5265.22       | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AL6072                                                                  | CUSIP: 3138ENXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1337 | PA      | $1296.42       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.95% 01/15/2027                                                    | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11915000 | PA      | $12224165.89   | 0.02%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/48#BJ3471                                                                         | CUSIP: 3140H42D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     838497 | PA      | $781490.68     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025                                                    | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4734813.01    | 0.01%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11605259.90   | 0.02%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2041#AI1170                                                                    | CUSIP: 3138AEJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141187 | PA      | $141892.40     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2049#CA3536                                                                  | CUSIP: 3140QA4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     509548 | PA      | $516862.24     | 0.00%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | RYDER SYSTEM INC 4.85% 06/15/2030                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $10172559.57   | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.9% 03/22/2033                                                                        | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6173000 | PA      | $6192783.42    | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.35% 01/15/2035                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    9180000 | PA      | $9045797.95    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#QB6224                                                                    | CUSIP: 3133AC4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1699431 | PA      | $1332983.85    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2045#AL9934                                                                    | CUSIP: 3138ESBC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397224 | PA      | $399239.41     | 0.00%             | 2045-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.799% 10/01/2051                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $1626197.30    | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 5/41 #Q00753                                                                           | CUSIP: 3132GDZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139670 | PA      | $137254.58     | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH3613                                                                      | CUSIP: 3138A5AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1796 | PA      | $1785.56       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 3.12% 09/01/2027                                                                   | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1554827.12    | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2050#SD8059                                                                  | CUSIP: 3132DV5U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1451848 | PA      | $1387797.81    | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/32#BH9388                                                                         | CUSIP: 3140GYNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140561 | PA      | $135753.28     | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                     | MORGAN STANLEY CAPITAL I L6 A4 CSTR 06/15/2054                                                    | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6181000 | PA      | $5347107.69    | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/01/2052                                                             | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3204244.99    | 0.01%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 1.1% 02/15/2031                                                                          | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16240000 | PA      | $13732657.52   | 0.02%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#MA4465                                                                    | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94762906 | PA      | $73914668.92   | 0.12%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2045#MA3105                                                                    | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     228125 | PA      | $206949.61     | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#                                                                        | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3862417 | PA      | $3828543.43    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 2/41 #A97040                                                                           | CUSIP: 312945ZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     782407 | PA      | $747095.09     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2047#MA4721                                                                    | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1556771 | PA      | $1502603.57    | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2051#QB9002                                                                  | CUSIP: 3133AGAB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     268499 | PA      | $220461.12     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT7130                                                                  | CUSIP: 3138WU4Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1679289 | PA      | $1503594.73    | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 12/25 #AE7101                                                                     | CUSIP: 31419H3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1676 | PA      | $1669.53       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 12/01/2050#RA4210                                                                  | CUSIP: 3133KKVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14007149 | PA      | $10360433.88   | 0.02%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#MA3391                                                                    | CUSIP: 31418CXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63805 | PA      | $61452.16      | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2043#MA1155                                                                    | CUSIP: 36179NH84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     679206 | PA      | $595318.66     | 0.00%             | 2043-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9454000 | PA      | $9215539.02    | 0.01%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 4/40 #711503                                                                           | CUSIP: 36297GNU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     187594 | PA      | $180072.64     | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.7% 12/01/2032                                                                    | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   28300000 | PA      | $28564880.08   | 0.05%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.2% 02/01/2031                                                           | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   21169000 | PA      | $18526475.21   | 0.03%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2028#MA1423                                                                  | CUSIP: 31418ASM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13354 | PA      | $13194.97      | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 7/41 #AL0913                                                                           | CUSIP: 3138EHAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311047 | PA      | $326257.59     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2040#AD8074                                                                  | CUSIP: 31418V6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25352 | PA      | $26053.76      | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2050#SD8095                                                                  | CUSIP: 3132DV7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     312104 | PA      | $298237.79     | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AI9105                                                                      | CUSIP: 3138APDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20623 | PA      | $20317.87      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BC4413                                                                  | CUSIP: 3140EY3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2710 | PA      | $2458.02       | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                     | NEW YORK ST D 2.202% 3/15/2034                                                                    | CUSIP: 64990FE42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16190000 | PA      | $13169332.94   | 0.02%             | 2034-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.1% 11/15/2032                                                                         | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8780000 | PA      | $9133408.78    | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2046#BC1863                                                                  | CUSIP: 3140EWB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54183 | PA      | $45640.22      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2032#MA3042                                                                  | CUSIP: 31418CLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12051 | PA      | $11515.83      | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2034#CA4490                                                                  | CUSIP: 3140QB7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382036 | PA      | $369681.69     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#AS7601                                                                    | CUSIP: 3138WHNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68933 | PA      | $64397.71      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/46#MA3455                                                                           | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1632919 | PA      | $1527509.15    | 0.00%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2053#QG3280                                                                  | CUSIP: 3133C3UD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1210472 | PA      | $1144871.19    | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60554000 | PA      | $40784064.85   | 0.07%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 12/01/2029#RD5014                                                                  | CUSIP: 3133LPSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     518035 | PA      | $501785.76     | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 03/01/2030                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7541484.62    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 3.35% 11/15/2027                                                                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1944443.16    | 0.00%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2031#G18595                                                                  | CUSIP: 3128MMUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2226985 | PA      | $2140259.65    | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2050#MA6540                                                                    | CUSIP: 36179VHR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14113554 | PA      | $11851301.05   | 0.02%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#CA0619                                                                    | CUSIP: 3140Q7VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91838 | PA      | $85680.14      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2044#AS3161                                                                    | CUSIP: 3138WCQP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64374 | PA      | $60681.91      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    6186000 | PA      | $5762754.81    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8690000 | PA      | $8816077.04    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 03/01/2044#AS2048                                                                  | CUSIP: 3138WBH24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116950 | PA      | $116853.79     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AT7301                                                                  | CUSIP: 3138WVDF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1786 | PA      | $1662.80       | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5627840.36    | 0.01%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AX0970                                                                  | CUSIP: 3138Y2CG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202125 | PA      | $195706.11     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#BM4644                                                                    | CUSIP: 3140J9ES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450125 | PA      | $445254.49     | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 1/36 #G04794                                                                           | CUSIP: 3128M6UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     123295 | PA      | $126884.30     | 0.00%             | 2036-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 3.28% 12/15/2026                                                                    | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3685494.11    | 0.01%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 2.75% 05/31/2029                                                                        | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32300000 | PA      | $30915894.61   | 0.05%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.7% 03/01/2053                                                     | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2881942.54    | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#CA2375                                                                    | CUSIP: 3140Q9T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254620 | PA      | $237071.21     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.25% 09/21/2048                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    8390000 | PA      | $6733370.17    | 0.01%             | 2048-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 4/42 #AK4826                                                                           | CUSIP: 3138E9LG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190045 | PA      | $176062.21     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2045#Q36050                                                                  | CUSIP: 3132QSWL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78040 | PA      | $70972.70      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 11/27 #MA1240                                                                     | CUSIP: 31418ALW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4329 | PA      | $4238.81       | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12278735.88   | 0.02%             | 2029-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.05% 02/15/2028                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11928000 | PA      | $11209141.55   | 0.02%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU0735                                                                  | CUSIP: 3138WZY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15235 | PA      | $14826.80      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.95% 06/01/2030                                                               | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    8796000 | PA      | $7786668.85    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#QA3157                                                                    | CUSIP: 31339SQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     444637 | PA      | $384064.92     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2045#AS4236                                                                  | CUSIP: 3138WDV65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169081 | PA      | $154753.25     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BD8832                                                                  | CUSIP: 3140FGY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18446 | PA      | $17659.98      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH                                | CHILDRENS HOSP MED CTR 4.268% 05/15/2044                                                          | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    2637000 | PA      | $2182288.91    | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AL5110                                                                  | CUSIP: 3138EMVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159088 | PA      | $154555.71     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 5.4% 04/01/2053                                                                       | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4436464.88    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $9601408.25    | 0.02%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BW8091                                                                    | CUSIP: 3140N07D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2432762 | PA      | $2238670.01    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #745198                                                                           | CUSIP: 3620C03F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     508424 | PA      | $510769.22     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.35% 05/03/2026                                                           | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $7082314.99    | 0.01%             | 2026-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AH1265                                                                           | CUSIP: 3138A2MP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217778 | PA      | $207672.15     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 04/01/2039#ZA6568                                                                    | CUSIP: 31329QJM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     418753 | PA      | $383168.08     | 0.00%             | 2039-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 03/01/2053#SD8310                                                                  | CUSIP: 3132DWGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     630202 | PA      | $650500.99     | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #733779                                                                           | CUSIP: 3620AMFU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158321 | PA      | $159018.92     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2049#MA5931                                                                      | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1723066 | PA      | $1597298.79    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AK3532                                                                      | CUSIP: 3138E74S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5734 | PA      | $5656.26       | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                      | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7039000 | PA      | $4904478.22    | 0.01%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030                                                    | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   26650000 | PA      | $26605157.64   | 0.04%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.9% 04/01/2044                                                    | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2903068.83    | 0.00%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.25% 10/22/2044                                                                      | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4053137.85    | 0.01%             | 2044-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.127% 05/29/2050                                                                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    2832000 | PA      | $1815624.37    | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2049#MA5765                                                                      | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     468699 | PA      | $462079.52     | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#BE8376                                                                  | CUSIP: 3140FUJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61646 | PA      | $58957.04      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 02/15/2045#AL2187                                                                    | CUSIP: 36183XNC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106407 | PA      | $94521.71      | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2040#AE4833                                                                  | CUSIP: 31419FLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10271 | PA      | $9762.71       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030                                                         | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6079849.02    | 0.01%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 03/20/2051#MA7253                                                                    | CUSIP: 36179WBW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     622570 | PA      | $478347.48     | 0.00%             | 2051-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.3% 02/01/2052                                                                      | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14016000 | PA      | $9004112.19    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#Q21427                                                                  | CUSIP: 3132JNSQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138484 | PA      | $123989.82     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#FM5254                                                                    | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600264 | PA      | $469891.63     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#BC0894                                                                  | CUSIP: 3140EU7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4053504 | PA      | $3686626.18    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#CA4032                                                                    | CUSIP: 3140QBPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13914 | PA      | $12920.19      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.75% 12/01/2025                                                    | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4548997.80    | 0.01%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 11/41 #748278                                                                          | CUSIP: 3620C4JX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36790 | PA      | $35210.61      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.7% 02/01/2030                                                                | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3569975.34    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2% 08/12/2031                                                                          | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7124000 | PA      | $6004837.27    | 0.01%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2027                                                                       | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  378750000 | PA      | $374607421.88  | 0.60%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.375% 01/15/2050                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   23561000 | PA      | $14588971.20   | 0.02%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2046#BC2703                                                                    | CUSIP: 3140EXAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9071 | PA      | $8485.20       | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/20/2044#MA1923                                                                    | CUSIP: 36179QD40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60978 | PA      | $62508.62      | 0.00%             | 2044-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1767953.90    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    3868000 | PA      | $3717954.13    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#MA4492                                                                    | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408634 | PA      | $1878724.64    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027                                                        | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   11416000 | PA      | $10644709.47   | 0.02%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#RA1313                                                                    | CUSIP: 3133KGN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33004 | PA      | $28508.24      | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.625% 05/01/2030                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   34299000 | PA      | $30112748.74   | 0.05%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.85% 01/26/2027                                                    | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24021000 | PA      | $23809786.23   | 0.04%             | 2027-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI7880                                                                  | CUSIP: 3133WEXH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     660604 | PA      | $654809.95     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#MA3283                                                                    | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1322778 | PA      | $1275380.95    | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2816031.74    | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4% 05/15/2041#734425                                                                    | CUSIP: 3620AM4J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23700 | PA      | $22753.65      | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#A97259                                                                    | CUSIP: 312946B47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     501948 | PA      | $479879.38     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2029#AW9290                                                                    | CUSIP: 3138XZKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5857 | PA      | $5720.58       | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/45#G08672                                                                       | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2718920 | PA      | $2548422.42    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 2.85% 10/01/2026                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4660578.80    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2047#Q49490                                                                  | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10900 | PA      | $9865.24       | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AT5629                                                                  | CUSIP: 3138WTHF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56748 | PA      | $55314.55      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2046#BD0724                                                                  | CUSIP: 3140F7YW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132638 | PA      | $111725.89     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/30#G18541                                                                         | CUSIP: 3128MMS79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13510 | PA      | $13178.72      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 2.9% 07/01/2026                                                             | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3352000 | PA      | $3303468.10    | 0.01%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC2504                                                                           | CUSIP: 31417LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37330 | PA      | $36733.41      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2080750.27    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#QC6752                                                                  | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15700175 | PA      | $12851957.38   | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6457                                                                  | CUSIP: 3140HLE77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17414 | PA      | $16672.63      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#AS8210                                                                  | CUSIP: 3138WJDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8050 | PA      | $7710.18       | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2055#MB0143                                                                    | CUSIP: 3618N5ER6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7866891 | PA      | $7002049.20    | 0.01%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BC9764                                                                    | CUSIP: 3140F5Z63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7251 | PA      | $6778.68       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/36 #995575                                                                           | CUSIP: 31416B6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287653 | PA      | $294429.17     | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 08/15/2028                                                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150635300 | PA      | $146086820.42  | 0.23%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AO2546                                                                      | CUSIP: 3138LSZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17993 | PA      | $17733.93      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                              | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    5981000 | PA      | $6520005.39    | 0.01%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#CA1563                                                                  | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22148 | PA      | $21121.39      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2046#MA3599                                                                    | CUSIP: 36179R7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197469 | PA      | $191585.45     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5472878.60    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2047#CA0324                                                                  | CUSIP: 3140Q7LE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112152 | PA      | $107555.18     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 4% 12/01/2046                                                             | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2317337.79    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2045#AS4474                                                                  | CUSIP: 3138WD6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64159 | PA      | $56704.49      | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8570000 | PA      | $8719283.57    | 0.01%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2055#MA5699                                                                    | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9379227 | PA      | $9083557.66    | 0.01%             | 2055-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2050#QA8243                                                                  | CUSIP: 3133A3EQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     953010 | PA      | $786970.86     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2051#SD8146                                                                    | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71236148 | PA      | $55719725.29   | 0.09%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/47#MA4898                                                                         | CUSIP: 36179TNP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239224 | PA      | $203495.09     | 0.00%             | 2047-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 3.662% 12/01/2057                                                               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    4398000 | PA      | $3057069.59    | 0.00%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SD6971                                                                  | CUSIP: 3132DUW86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19641550 | PA      | $19684121.55   | 0.03%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 4/38 #A76485                                                                           | CUSIP: 3128LAF21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12013 | PA      | $12092.24      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.2% 03/05/2035                                                       | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2647543.36    | 0.00%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#MA2459                                                                  | CUSIP: 31418BWV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5754 | PA      | $5545.42       | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.625% 11/16/2048                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10491000 | PA      | $8795177.16    | 0.01%             | 2048-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5650778.78    | 0.01%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 5.213% 03/08/2047                                                        | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    5203000 | PA      | $4491743.76    | 0.01%             | 2047-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 2/42 #793185                                                                           | CUSIP: 36177MRF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74221 | PA      | $68710.68      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 07/15/2036                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8047000 | PA      | $6941561.80    | 0.01%             | 2036-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/38 #960621                                                                           | CUSIP: 31414AVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34081 | PA      | $35029.05      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 07/20/2043#MA1158                                                                    | CUSIP: 36179NJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     926637 | PA      | $884550.46     | 0.00%             | 2043-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE7499                                                                    | CUSIP: 3140FTKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1623597 | PA      | $1420682.22    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 10/01/2029#J29450                                                                  | CUSIP: 31307JQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91155 | PA      | $89072.31      | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#BA3891                                                                    | CUSIP: 3140E8KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187064 | PA      | $174989.49     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 1.3% 09/15/2025                                                               | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7221000 | PA      | $7144624.21    | 0.01%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BA0924                                                                  | CUSIP: 3140E5A20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195799 | PA      | $188223.09     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2044#AX3172                                                                  | CUSIP: 3138Y4Q28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297889 | PA      | $288843.69     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  111103900 | PA      | $106486144.16  | 0.17%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                  | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485277 | PA      | $427405.82     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 6/41 #Q01208                                                                           | CUSIP: 3132GEKV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91204 | PA      | $89877.22      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.95% 07/13/2047                                                                        | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4647000 | PA      | $3776363.08    | 0.01%             | 2047-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2054#QX0907                                                                  | CUSIP: 31425VAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1158106 | PA      | $1092991.40    | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2051#MA7140                                                                    | CUSIP: 36179V4Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99505 | PA      | $95856.07      | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 04/20/2053#MA8801                                                                    | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24484216 | PA      | $24423516.68   | 0.04%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 3/39 #G05852                                                                           | CUSIP: 3128M7ZR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32721 | PA      | $33692.80      | 0.00%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 03/01/2027                                                             | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4488000 | PA      | $4412818.37    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/46#BC1168                                                                         | CUSIP: 3140EVJN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65614 | PA      | $61337.86      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA2667                                                                  | CUSIP: 3140E66D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317726 | PA      | $305140.19     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q18926                                                                  | CUSIP: 3132JALG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37813 | PA      | $33757.91      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.25% 08/15/2029                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   13963000 | PA      | $13117432.70   | 0.02%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2043#AT2717                                                                  | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98811 | PA      | $85783.67      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 4.00% 10/40 #A94184                                                                          | CUSIP: 312942UH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200627 | PA      | $191205.61     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                       | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160450000 | PA      | $151042365.64  | 0.24%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2043#Q21319                                                                  | CUSIP: 3132JNPC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     783415 | PA      | $722384.98     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6751                                                                  | CUSIP: 3133B4QC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1507701 | PA      | $1232770.56    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 3.625% 12/12/2026                                                       | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4695322.08    | 0.01%             | 2026-12-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.2% 09/09/2027                                                          | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3788937.90    | 0.01%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#FM3663                                                                    | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3736696 | PA      | $3467473.60    | 0.01%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2036#QN8758                                                                    | CUSIP: 3133GFWT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3728748 | PA      | $3387005.40    | 0.01%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.375% 11/01/2046                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $2511303.44    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2041#A96105                                                                  | CUSIP: 312944YA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2815 | PA      | $2691.75       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2052#SD8203                                                                    | CUSIP: 3132DWDG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     739147 | PA      | $682255.08     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2033#MA3490                                                                    | CUSIP: 31418C2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233377 | PA      | $228866.50     | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.3% 12/01/2034                                                             | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $6641787.11    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2053#BY3520                                                                  | CUSIP: 3140NK4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     539502 | PA      | $535798.91     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4% 10/06/2026                                                            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2888791.63    | 0.00%             | 2026-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/34 #761702                                                                           | CUSIP: 31403YGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3403 | PA      | $3480.36       | 0.00%             | 2034-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2048#BJ8625                                                                  | CUSIP: 3140HASP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21954 | PA      | $19795.15      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                      | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2725503.68    | 0.00%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#QF1038                                                                    | CUSIP: 3133BNEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2104675 | PA      | $1932812.30    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38712769 | PA      | $38421644.71   | 0.06%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/31#BD9600                                                                       | CUSIP: 3140FHU21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156345 | PA      | $149350.92     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 03/01/2039#G05341                                                                  | CUSIP: 3128M7HS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12985 | PA      | $13070.49      | 0.00%             | 2039-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AB8931                                                                  | CUSIP: 31417F4R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408524 | PA      | $365762.14     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/30/2027                                                                       | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49873800 | PA      | $46022217.99   | 0.07%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 6.625% 11/15/2030                                                                      | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    9666000 | PA      | $10863718.89   | 0.02%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.3% 04/15/2040                                                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6833000 | PA      | $5334333.21    | 0.01%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/45#Q35309                                                                    | CUSIP: 3132QR3T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81225 | PA      | $73868.69      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 9/41 #005174                                                                        | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5602204 | PA      | $5360061.50    | 0.01%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/47#AS9937                                                                         | CUSIP: 3138WLBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     924210 | PA      | $808703.37     | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2049#ZT1710                                                                    | CUSIP: 3132AD3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     658870 | PA      | $612840.93     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK7119                                                                  | CUSIP: 3140HL4D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41522 | PA      | $39742.00      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.778%/VAR 03/01/2035                                                           | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2344402.49    | 0.00%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 07/01/2053#QG7468                                                                    | CUSIP: 3133C8JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4466630 | PA      | $4529015.66    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#                                                                          | CUSIP: 3140F8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26558 | PA      | $23239.09      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/51#MA4378                                                                         | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2264437 | PA      | $1768374.50    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2030#ZS8591                                                                    | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4840 | PA      | $4701.10       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AB4085                                                                     | CUSIP: 31417ARF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9490 | PA      | $9369.98       | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.875% 07/20/2025                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3696093.55    | 0.01%             | 2025-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#AS6406                                                                    | CUSIP: 3138WGDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27161 | PA      | $25407.77      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW7858                                                                  | CUSIP: 3138XXWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17500 | PA      | $17091.55      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 05/01/2037#QO0277                                                                    | CUSIP: 3133WJJW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18867 | PA      | $17043.65      | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 03/01/2034#FM8830                                                                    | CUSIP: 3140XCY44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10857 | PA      | $10790.16      | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP5639                                                                           | CUSIP: 3138M9HR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110072 | PA      | $101639.86     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.7% 08/23/2052                                                                        | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5017422.12    | 0.01%             | 2052-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.266% 12/11/2026                                                            | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5200000 | PA      | $5260199.83    | 0.01%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AE0949                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149700 | PA      | $142793.81     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2046#MA3802                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10422567 | PA      | $9218393.21    | 0.01%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/29#G18527                                                                         | CUSIP: 3128MMSR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129944 | PA      | $126901.97     | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC6453                                                                  | CUSIP: 3140F2E30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21483 | PA      | $18095.98      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 8/41 #772621                                                                           | CUSIP: 36176QD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4232 | PA      | $3922.03       | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/47#BE3776                                                                       | CUSIP: 3140FPFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102426 | PA      | $98227.43      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/44#MA2152                                                                      | CUSIP: 36179QL90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80749 | PA      | $82893.05      | 0.00%             | 2044-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8430                                                                  | CUSIP: 3133GFLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2674555 | PA      | $2361452.20    | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 2.7% 06/01/2030                                                                        | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3556983.34    | 0.01%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 10/40 #A94662                                                                          | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248294 | PA      | $244026.11     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AS0863                                                                  | CUSIP: 3138W95Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6311 | PA      | $5641.87       | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.85% 05/17/2027                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8987392.71    | 0.01%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   15887000 | PA      | $16364904.79   | 0.03%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 5.25% 04/15/2035                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3162634.76    | 0.01%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2047#BH6387                                                                  | CUSIP: 3140GVCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58528 | PA      | $52901.54      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 2.9% 11/15/2026                                                         | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1986000 | PA      | $1936067.51    | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    4320000 | PA      | $4367057.33    | 0.01%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2045#BA2964                                                                  | CUSIP: 3140E7JJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97643 | PA      | $85683.89      | 0.00%             | 2045-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2035#                                                                        | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2330136 | PA      | $2178309.13    | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 06/01/2035#MA4042                                                                    | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180810 | PA      | $164860.12     | 0.00%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM2373                                                                    | CUSIP: 3140X5T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1714821 | PA      | $1687691.16    | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/20/2052#MA8428                                                                      | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28583 | PA      | $27868.57      | 0.00%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 5/39 #701897                                                                           | CUSIP: 36296UX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     323392 | PA      | $324884.34     | 0.00%             | 2039-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AL6760                                                                  | CUSIP: 3138EPQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3245 | PA      | $3173.90       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#ZS4791                                                                  | CUSIP: 3132A5KC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     310443 | PA      | $297135.95     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/30#V60782                                                                         | CUSIP: 3132KE2P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31264 | PA      | $30470.45      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 09/01/2029#J29420                                                                  | CUSIP: 31307JPD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71924 | PA      | $70165.39      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 08/31/2026                                                                       | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46589200 | PA      | $45080510.79   | 0.07%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2033#555684                                                                  | CUSIP: 31385XJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34624 | PA      | $35410.82      | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#Q55088                                                                  | CUSIP: 3132XXUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113915 | PA      | $109281.24     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2030#AZ2178                                                                    | CUSIP: 3138YTM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138712 | PA      | $135086.94     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 3.15% 12/14/2025                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    9257000 | PA      | $9196268.16    | 0.01%             | 2025-12-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA9022                                                                           | CUSIP: 31416TAY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10731 | PA      | $10565.29      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 03/01/2037#SB8144                                                                  | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249287 | PA      | $218935.50     | 0.00%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#BT2014                                                                    | CUSIP: 3140LQGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6896516 | PA      | $5415890.96    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD                                         | BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.5% 01/15/2028                                           | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5443877.44    | 0.01%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2043#AB9774                                                                  | CUSIP: 31417G2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49541 | PA      | $45614.60      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2047#V83817                                                                  | CUSIP: 3132L9G25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4194010 | PA      | $3790597.30    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.45% 06/15/2026                                                                   | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $7777921.62    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/45#MA3108                                                                           | CUSIP: 36179RNZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97096 | PA      | $97765.62      | 0.00%             | 2045-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.25% 08/09/2042                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7768000 | PA      | $6154874.20    | 0.01%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2043#Q17920                                                                  | CUSIP: 3132J9G69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2117612 | PA      | $1948810.66    | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW0053                                                                  | CUSIP: 3138XPBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67989 | PA      | $66343.35      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BC1578                                                                         | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83278 | PA      | $77902.93      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#SD8000                                                                    | CUSIP: 3132DV3H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39721 | PA      | $34347.28      | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/40 #MA0303                                                                           | CUSIP: 31417YKR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28586 | PA      | $27322.75      | 0.00%             | 2040-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AK9201                                                                      | CUSIP: 3138EEGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13532 | PA      | $13342.77      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2047#G08786                                                                  | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53156 | PA      | $51043.94      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AS2576                                                                  | CUSIP: 3138WB2J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12871 | PA      | $12574.83      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/35 #735591                                                                           | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13240 | PA      | $13314.14      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#G08832                                                                  | CUSIP: 3128MJ4S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2028745 | PA      | $1944318.90    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ0357                                                                    | CUSIP: 3140KKMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1600293 | PA      | $1255723.01    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 12/35 #256078                                                                          | CUSIP: 31371MM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2912 | PA      | $2879.74       | 0.00%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA9054                                                                           | CUSIP: 31416TBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5165 | PA      | $5077.84       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.125% 11/16/2028                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $11564454.27   | 0.02%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.006% 5/15/2050                                                                  | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10465000 | PA      | $6549429.20    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/20/2055#MB0148                                                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43285429 | PA      | $43738960.54   | 0.07%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2046#Q41906                                                                    | CUSIP: 3132WFDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60574 | PA      | $56661.85      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #719739                                                                          | CUSIP: 3620A5S42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76643 | PA      | $79565.04      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 05/01/2033#G30705                                                                  | CUSIP: 3132J4AF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6596 | PA      | $6426.16       | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#MA5674                                                                    | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7859753 | PA      | $7941529.62    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 5.5% 01/15/2033                                                                            | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992529.20    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.15% 02/27/2033                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9665697.50    | 0.02%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2029#AX8478                                                                    | CUSIP: 3138YAM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16716 | PA      | $16284.01      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2048#MA5654                                                                    | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129166 | PA      | $131388.63     | 0.00%             | 2048-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 02/19/2030                                                                 | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    4500000 | PA      | $4533750.00    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 6/39 #711994                                                                           | CUSIP: 36297G7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     709220 | PA      | $682364.15     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 1.9% 04/01/2028                                                                       | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7318406.00    | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FS0183                                                                    | CUSIP: 3140XFFZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     710149 | PA      | $609079.04     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2040#A93012                                                                  | CUSIP: 312941KZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11451 | PA      | $10910.76      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#MA3443                                                                    | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     606255 | PA      | $564469.86     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AI9231                                                                           | CUSIP: 3138APHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40798 | PA      | $38761.62      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.3% 04/01/2044                                                                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $3997363.34    | 0.01%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2039#BC4490                                                                    | CUSIP: 3140EY7C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87615 | PA      | $88072.02      | 0.00%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2051#CA8642                                                                    | CUSIP: 3140QGS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     508366 | PA      | $467385.91     | 0.00%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#MA4329                                                                    | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130005 | PA      | $117643.02     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 4/27 #AK0757                                                                      | CUSIP: 3138E4ZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8075 | PA      | $7962.11       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#SD8408                                                                  | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45510981 | PA      | $45126067.29   | 0.07%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU2287                                                                  | CUSIP: 3140M3RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     483368 | PA      | $424515.65     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2043#MA1283                                                                    | CUSIP: 36179NM88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140909 | PA      | $123521.78     | 0.00%             | 2043-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#AS7908                                                                    | CUSIP: 3138WHYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273091 | PA      | $238960.56     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 02/01/2043#Q15773                                                                  | CUSIP: 3132J62F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1117036 | PA      | $1001589.76    | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2044#AL5570                                                                  | CUSIP: 3138ENFL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3080 | PA      | $2992.00       | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#BU6695                                                                    | CUSIP: 3140M8NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3792250 | PA      | $3444687.04    | 0.01%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AC1423                                                                           | CUSIP: 31417KSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30773 | PA      | $30281.84      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK4031                                                                           | CUSIP: 3138E8PR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1441244 | PA      | $1366807.85    | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 5/40 #004696                                                                        | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     432284 | PA      | $425382.71     | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2051#BT9828                                                                  | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225196 | PA      | $183779.19     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                 | BANK 2022-BNK39 2.928% 02/15/2055                                                                 | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5267665.80    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.848%/VAR 01/03/2030                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3027653.74    | 0.00%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 2.875% 04/30/2029                                                                       | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33500000 | PA      | $32246367.02   | 0.05%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK8852                                                                    | CUSIP: 3140HNZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77153 | PA      | $71835.29      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2037#BV6703                                                                  | CUSIP: 3140MLNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     680521 | PA      | $654047.77     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $13874759.41   | 0.02%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.705% 05/01/2040                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   31541000 | PA      | $30436942.31   | 0.05%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AV2423                                                                  | CUSIP: 3138XDVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4256 | PA      | $4120.54       | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2049#MA5712                                                                      | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     440780 | PA      | $434416.98     | 0.00%             | 2049-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC7378                                                                  | CUSIP: 3140AVFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1042741 | PA      | $984438.10     | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2048#ZS4771                                                                  | CUSIP: 3132A5JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     242611 | PA      | $218757.36     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2047#BH2036                                                                  | CUSIP: 3140GQHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14886 | PA      | $14294.59      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BD6324                                                                  | CUSIP: 3140FEA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2366 | PA      | $2260.48       | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 3.362% 02/15/2050                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    8091000 | PA      | $5419814.85    | 0.01%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#890707                                                                  | CUSIP: 31410LR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26141 | PA      | $25142.71      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $10631613.36   | 0.02%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.55% 04/01/2032                                                     | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $910034.65     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -34150000 | PA      | $-27830911.32  | -0.04%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/37 #946044                                                                           | CUSIP: 31413HP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1064 | PA      | $1126.90       | 0.00%             | 2037-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2052#                                                                        | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240958 | PA      | $215158.48     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#BN4309                                                                  | CUSIP: 3140JLYF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620217 | PA      | $593039.88     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2027#AJ8869                                                                  | CUSIP: 3138E12B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30250 | PA      | $29620.03      | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 4/38 #G04121                                                                           | CUSIP: 3128M54E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9007 | PA      | $9281.88       | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6.4% 01/09/2033                                                          | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10327135.90   | 0.02%             | 2033-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#BO0977                                                                  | CUSIP: 3140JVCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58143 | PA      | $55614.22      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 06/01/2029                                                                  | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7143000 | PA      | $6903649.21    | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                         | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    3024000 | PA      | $3323528.05    | 0.01%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 5.25% 11/15/2048                                                         | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5751000 | PA      | $5142541.73    | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7960000 | PA      | $7973815.54    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2034#SB0225                                                                    | CUSIP: 3132CWHA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249658 | PA      | $244599.15     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 5% 8/39#724247                                                                          | CUSIP: 3620AATC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39702 | PA      | $39889.88      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BC7156                                                                    | CUSIP: 3140F25S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10725 | PA      | $10019.52      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5% 03/15/2035                                                          | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5411293.80    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 4/40 #004679                                                                        | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60402 | PA      | $60821.44      | 0.00%             | 2040-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3% 06/15/2033                                                                           | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1715783.40    | 0.00%             | 2033-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 8/25 #AD5011                                                                      | CUSIP: 31418SR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        379 | PA      | $377.87        | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 02/12/2030                                                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    9050000 | PA      | $9132174.00    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2047#MA3082                                                                    | CUSIP: 31418CM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500604 | PA      | $437257.01     | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.95% 09/01/2027                                                              | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4688434.58    | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#QI5758                                                                  | CUSIP: 3133WCMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147055 | PA      | $145962.81     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BJ3932                                                                  | CUSIP: 3140H5LN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14120 | PA      | $13402.37      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.6% 10/15/2054                                                     | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1997259.99    | 0.00%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2049#BO2427                                                                    | CUSIP: 3140JWVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1157116 | PA      | $1000568.90    | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/28#AL3378                                                                       | CUSIP: 3138EKXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50931 | PA      | $49754.19      | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AD9311                                                                           | CUSIP: 31418XKZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128643 | PA      | $126430.39     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2050#MA7055                                                                      | CUSIP: 36179VZU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     817882 | PA      | $757162.28     | 0.00%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2054#MA5421                                                                    | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21933825 | PA      | $22163751.14   | 0.04%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.969% 11/01/2047                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4131000 | PA      | $3097302.64    | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#BA0039                                                                    | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10013 | PA      | $9715.70       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BX5040                                                                    | CUSIP: 3140N9S64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1768753 | PA      | $1792407.37    | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/36 #897980                                                                           | CUSIP: 31410UUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6398 | PA      | $6605.98       | 0.00%             | 2036-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 3.103% 01/16/2030                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   19128000 | PA      | $17676842.23   | 0.03%             | 2030-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3% 10/23/2026                                                              | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16149000 | PA      | $15822622.25   | 0.03%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                     | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1146255.81    | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2046#BC9483                                                                    | CUSIP: 3140F5RD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222053 | PA      | $194578.71     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2030#AZ9232                                                                  | CUSIP: 3140E2HJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454331 | PA      | $441825.97     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2031#AS7048                                                                  | CUSIP: 3138WGZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399800 | PA      | $383978.03     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 08/01/2043#Q20707                                                                  | CUSIP: 3132JMYC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29739 | PA      | $28147.42      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11599645 | PA      | $11472814.37   | 0.02%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 5.6% 03/23/2034                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   16050000 | PA      | $16188437.19   | 0.03%             | 2034-03-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2030#AX5481                                                                  | CUSIP: 3138Y7CT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75753 | PA      | $72976.21      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MTG TR                                                              | BMO 2024-C9 MTG TR 5.7592% 07/15/2057                                                             | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7240000 | PA      | $7485635.82    | 0.01%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2044#AV5019                                                                    | CUSIP: 3138XGSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372482 | PA      | $351121.21     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2042#AJ4894                                                                    | CUSIP: 3138AWNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     724388 | PA      | $689276.29     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 4.4% 07/01/2032                                                       | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1916354.56    | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP4266                                                                           | CUSIP: 3138M7W43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     420755 | PA      | $388998.35     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#MA1524                                                                  | CUSIP: 31418AVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252845 | PA      | $225552.14     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#BE9256                                                                    | CUSIP: 3140FVJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129833 | PA      | $121209.18     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2052#MA8347                                                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16290515 | PA      | $15516239.47   | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/39 #995974                                                                           | CUSIP: 31416CMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12893 | PA      | $12960.08      | 0.00%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 4.875% 04/01/2042                                                              | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1295475.90    | 0.00%             | 2042-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #888173                                                                          | CUSIP: 31410FXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9761 | PA      | $10029.65      | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2053#FS7751                                                                    | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236447 | PA      | $217046.90     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT3999                                                                  | CUSIP: 3138WRNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194450 | PA      | $174091.44     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 11/13/2047                                                                        | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5541000 | PA      | $4269477.70    | 0.01%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT8026                                                                  | CUSIP: 3138WV4L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46584 | PA      | $41671.93      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR9198                                                                  | CUSIP: 3138W7GG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181621 | PA      | $162791.56     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#BQ8286                                                                    | CUSIP: 3140KUF49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6923034 | PA      | $5423735.46    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.00% 4/42 #AB4822                                                                           | CUSIP: 31417BLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15873 | PA      | $14389.98      | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#MA2995                                                                    | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177243 | PA      | $165470.21     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2033#701138                                                                  | CUSIP: 31400X4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4583 | PA      | $4692.78       | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 11/01/2039#MA3830                                                                  | CUSIP: 31418DHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288724 | PA      | $256830.99     | 0.00%             | 2039-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2049#ZT1709                                                                  | CUSIP: 3132AD3S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20943 | PA      | $18818.47      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 7.25% 06/15/2037                                                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $6314448.63    | 0.01%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                             | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    5700000 | PA      | $5790671.55    | 0.01%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 1/40 #AL0309                                                                           | CUSIP: 3138EGKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38149 | PA      | $40014.38      | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 1.3% 04/15/2028                                                                     | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6380000 | PA      | $5867831.78    | 0.01%             | 2028-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.5% 09/08/2033                                                               | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7800000 | PA      | $7694076.00    | 0.01%             | 2033-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AB5511                                                                           | CUSIP: 31417CDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29218 | PA      | $27042.68      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 11/01/2044#MA2107                                                                  | CUSIP: 31418BKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6499 | PA      | $6485.23       | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/39 #710683                                                                           | CUSIP: 36297FRC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13359 | PA      | $13123.47      | 0.00%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2049#FM5659                                                                  | CUSIP: 3140X9JD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11493356 | PA      | $10435148.65   | 0.02%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15080000 | PA      | $13121414.73   | 0.02%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#AS6987                                                                  | CUSIP: 3138WGXR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75508 | PA      | $68484.88      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2030#AZ7234                                                                  | CUSIP: 3140E0BC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39760 | PA      | $38630.60      | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AI0934                                                                      | CUSIP: 3138AEBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        552 | PA      | $548.29        | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.8% 08/19/2029                                                  | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5649000 | PA      | $5264097.98    | 0.01%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BC0909                                                                    | CUSIP: 3140EVAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1016825 | PA      | $955639.00     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 02/15/2027                                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24750900 | PA      | $24057681.50   | 0.04%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2040#A94604                                                                  | CUSIP: 312943DH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     211358 | PA      | $201761.58     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AK3821                                                                      | CUSIP: 3138E8G71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        747 | PA      | $735.74        | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#BO8296                                                                    | CUSIP: 3140K4GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     515566 | PA      | $444686.63     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#BN0622                                                                  | CUSIP: 3140JGVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20571 | PA      | $19682.31      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2032                                                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $99796875.00   | 0.16%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2034#BN9744                                                                  | CUSIP: 3140JSZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310917 | PA      | $300861.89     | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2051#RA6747                                                                    | CUSIP: 3133KNP80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1751552 | PA      | $1504457.11    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2030#AZ2375                                                                  | CUSIP: 3138YTT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100162 | PA      | $98675.84      | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2050#CA6444                                                                    | CUSIP: 3140QEES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119709 | PA      | $110934.68     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 04/01/2056                                                                | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   15853000 | PA      | $9694109.50    | 0.02%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 08/01/2027#J19969                                                                  | CUSIP: 3128Q1CE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33043 | PA      | $32539.48      | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BM3971                                                                  | CUSIP: 3140J8MV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381779 | PA      | $367021.84     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 12/20/2052#MA8490                                                                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32111894 | PA      | $31309648.80   | 0.05%             | 2052-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/47#G08772                                                                       | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     354203 | PA      | $339131.18     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 5% 08/01/2029                                                                 | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3013484.22    | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.95% 08/15/2029                                                                | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5413000 | PA      | $5241448.66    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.8% 05/15/2049                                                                   | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6112000 | PA      | $4831979.12    | 0.01%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   57662000 | PA      | $32971091.81   | 0.05%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/1/42 #AL3046                                                                    | CUSIP: 3138EKL45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     770610 | PA      | $696617.10     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 07/01/2053#SD8343                                                                    | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185173 | PA      | $187533.80     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.25% 09/13/2049                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9260000 | PA      | $6062914.53    | 0.01%             | 2049-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#CB3504                                                                  | CUSIP: 3140QN3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1448960 | PA      | $1293364.92    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2051#MA7372                                                                      | CUSIP: 36179WFM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39908 | PA      | $39743.47      | 0.00%             | 2051-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2123                                                                           | CUSIP: 3138LSLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18285 | PA      | $17131.50      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   27589000 | PA      | $27086263.31   | 0.04%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2030                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141900000 | PA      | $143651578.13  | 0.23%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 06/01/2034#SB0566                                                                    | CUSIP: 3132CWTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135570 | PA      | $133077.33     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 11/20/2043#MA1451                                                                    | CUSIP: 36179NTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13717 | PA      | $13812.25      | 0.00%             | 2043-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/20/2051#MA7588                                                                      | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14099301 | PA      | $11337067.16   | 0.02%             | 2051-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2040#AD4380                                                                  | CUSIP: 31418R2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83945 | PA      | $82623.29      | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/31#BC5064                                                                         | CUSIP: 3140F0TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166488 | PA      | $161271.86     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.8% 12/15/2042                                                             | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $7096203.54    | 0.01%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2027#AO7976                                                                    | CUSIP: 3138LY2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1154 | PA      | $1137.11       | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2047#MA4781                                                                      | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114060 | PA      | $113589.34     | 0.00%             | 2047-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#DD2311                                                                  | CUSIP: 3140B2R97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1303544 | PA      | $1230659.40    | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/33 #555523                                                                           | CUSIP: 31385XD46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60144 | PA      | $61321.08      | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2045#MA2601                                                                    | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1868746 | PA      | $1707799.53    | 0.00%             | 2045-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.236% 05/11/2030                                                                | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5916000 | PA      | $5341829.72    | 0.01%             | 2030-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 07/01/2029#ZT1998                                                                    | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2137 | PA      | $2125.98       | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#FS2990                                                                    | CUSIP: 3140XJKC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122340 | PA      | $110592.46     | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#Q35929                                                                    | CUSIP: 3132QSST6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74870 | PA      | $70315.52      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.75% 08/14/2050                                                                | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10923000 | PA      | $6773850.28    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $19906094.92   | 0.03%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                  | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13317641 | PA      | $13099182.46   | 0.02%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC7347                                                                  | CUSIP: 3140F3EV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104062 | PA      | $94383.12      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#                                                                          | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1423576 | PA      | $1227864.74    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2047#AS9444                                                                    | CUSIP: 3138WKP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72042 | PA      | $71510.32      | 0.00%             | 2047-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 11/26 #MA0912                                                                     | CUSIP: 31418AAN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1325 | PA      | $1312.93       | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $5598904.24    | 0.01%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2053#QG5482                                                                    | CUSIP: 3133C6CT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     969108 | PA      | $981462.66     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2029#AS4198                                                                  | CUSIP: 3138WDUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2154 | PA      | $2120.09       | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.722% 02/15/2030                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12373000 | PA      | $11393448.27   | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/46#MA3662                                                                           | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51391 | PA      | $45453.65      | 0.00%             | 2046-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2044#AV8417                                                                  | CUSIP: 3138XLK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62425 | PA      | $60626.51      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2033#J38736                                                                    | CUSIP: 31307VV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151844 | PA      | $146652.15     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                  | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15101742 | PA      | $15740366.37   | 0.03%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  273700000 | PA      | $225300003.22  | 0.36%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4543000 | PA      | $4217320.19    | 0.01%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 12/41 #005259                                                                       | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     518152 | PA      | $495608.83     | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/40 #AD6856                                                                           | CUSIP: 31418UTN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5860 | PA      | $5890.78       | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BJ2763                                                                  | CUSIP: 3140H4B94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177654 | PA      | $170094.04     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2042#G08508                                                                  | CUSIP: 3128MJR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136391 | PA      | $126524.95     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2049#                                                                        | CUSIP: 3132DV3Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     989320 | PA      | $818192.03     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.17% 10/13/2027                                                          | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6800000 | PA      | $6916875.00    | 0.01%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.561%/VAR 11/19/2045                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9383402.78    | 0.01%             | 2045-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#BA1379                                                                    | CUSIP: 3140E5Q98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453336 | PA      | $424357.58     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 07/15/2046                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5124197.87    | 0.01%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2051#                                                                          | CUSIP: 3132DWCK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164459 | PA      | $140969.05     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051                                                      | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5582000 | PA      | $3264987.72    | 0.01%             | 2051-05-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2047#MA2920                                                                    | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411073 | PA      | $359055.67     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2028#ZK5846                                                                    | CUSIP: 3131X9P73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63757 | PA      | $62501.81      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 12/01/2028#FM2672                                                                  | CUSIP: 3140X56J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        937 | PA      | $934.06        | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2055#QX9674                                                                    | CUSIP: 31426GXC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158505 | PA      | $160148.82     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/50#MA6766                                                                           | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5356779 | PA      | $4680966.29    | 0.01%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 5/27 #AB5232                                                                      | CUSIP: 31417BY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4183 | PA      | $4107.28       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BD7964                                                                  | CUSIP: 3140FFZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149009 | PA      | $135103.06     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.0% 06/01/2026#AI4868                                                                  | CUSIP: 3138AJMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15894 | PA      | $15796.66      | 0.00%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#AS0216                                                                  | CUSIP: 3138W9G20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1014270 | PA      | $933007.46     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 12/20/2050#MA7050                                                                    | CUSIP: 36179VZP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     425692 | PA      | $327077.28     | 0.00%             | 2050-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#DA0007                                                                  | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     486680 | PA      | $482655.19     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54780                                                                  | CUSIP: 3132XXJ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45287 | PA      | $40931.12      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4% 04/15/2045#AM4159                                                                    | CUSIP: 36184QTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     153522 | PA      | $146092.85     | 0.00%             | 2045-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/40 #AD7228                                                                           | CUSIP: 31418VA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20650 | PA      | $20318.43      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2053#BX6752                                                                    | CUSIP: 3140NBQE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29502024 | PA      | $28668807.56   | 0.05%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.375% 03/30/2044                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1311471.84    | 0.00%             | 2044-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 4/40 #691692                                                                           | CUSIP: 36296HNH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     230975 | PA      | $221822.15     | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.375% 04/15/2027                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $4204363.06    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#BX1767                                                                  | CUSIP: 3140N56D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     455510 | PA      | $453508.46     | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.625% 12/15/2025                                                       | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1589000 | PA      | $1578806.47    | 0.00%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 4% 04/01/2028                                                         | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7301554.69    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.4% 07/01/2046                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5814000 | PA      | $4694858.31    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.9% 03/15/2028                                                                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1969697.62    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1049570 | PA      | $921779.76     | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 10/45#MA3174                                                                         | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2017782 | PA      | $1890680.81    | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 9/41 #783403                                                                           | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97568 | PA      | $90951.24      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 10/01/2043#AS0837                                                                  | CUSIP: 3138W94X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70326 | PA      | $70494.67      | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BQ6884                                                                  | CUSIP: 3140KSUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3410454 | PA      | $3011201.61    | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 2.55% 06/15/2031                                                               | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1756557.24    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2047#BE3702                                                                    | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1583363 | PA      | $1478190.81    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AS2348                                                                  | CUSIP: 3138WBTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     527353 | PA      | $512327.70     | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#QN8770                                                                  | CUSIP: 3133GFW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2620165 | PA      | $2313429.88    | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2050#MA6543                                                                      | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8441429 | PA      | $7825283.97    | 0.01%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.45% 08/15/2052                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11310000 | PA      | $6011880.49    | 0.01%             | 2052-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2046#G08702                                                                  | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4817951 | PA      | $4375601.43    | 0.01%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT5898                                                                  | CUSIP: 3138WTRU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44052 | PA      | $39449.06      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#BN6395                                                                    | CUSIP: 3140JPC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15897 | PA      | $15695.12      | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5379                                                                    | CUSIP: 3140K06R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9229573 | PA      | $8029927.15    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                   | BRITISH TELECOMMUNICATION PLC STEP 12/15/2030                                                     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   12479000 | PA      | $15221399.52   | 0.02%             | 2030-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2039#AS1772                                                                    | CUSIP: 3138WA6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1298942 | PA      | $1244175.44    | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2044#G61068                                                                  | CUSIP: 31335BFH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1497414 | PA      | $1388245.29    | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2054#DC4398                                                                  | CUSIP: 3140AR3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1277345 | PA      | $1206025.16    | 0.00%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2031#V61246                                                                  | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139755 | PA      | $134251.56     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AE2305                                                                           | CUSIP: 31419CR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39730 | PA      | $39132.40      | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.8% 06/01/2054                                                               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4010729.38    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AL6223                                                                  | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16881 | PA      | $16509.83      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT9695                                                                  | CUSIP: 3138WXXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     332013 | PA      | $297181.82     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 1/41 #740688                                                                           | CUSIP: 3620AU2V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56414 | PA      | $52799.45      | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2049#ZA6379                                                                    | CUSIP: 31329QCQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23078 | PA      | $21444.56      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 3.5% 01/01/2029#ZT2006                                                                  | CUSIP: 3132AEGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64725 | PA      | $63838.01      | 0.00%             | 2029-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/31#AZ0112                                                                       | CUSIP: 3138YRDS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88430 | PA      | $85008.18      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.8% 02/15/2027                                                                      | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $7076618.02    | 0.01%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AY3376                                                                  | CUSIP: 3138YGXE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11734 | PA      | $10713.53      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                     | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13700000 | PA      | $14063153.71   | 0.02%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.7% 11/15/2049                                                         | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4833000 | PA      | $3395165.78    | 0.01%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AU0827                                                                  | CUSIP: 3138WZ4M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20818 | PA      | $18961.18      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.2% 06/01/2032                                                                         | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4562012.05    | 0.01%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/12/2035                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3018497.34    | 0.00%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BC2849                                                                    | CUSIP: 3140EXEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189404 | PA      | $165732.38     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6379                                                                  | CUSIP: 3133B4CQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2416221 | PA      | $1975621.95    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.95% 06/15/2029                                                                   | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   16616000 | PA      | $15793617.00   | 0.03%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2049#FM1544                                                                  | CUSIP: 3140X4WE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53207 | PA      | $50893.14      | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2030#G18560                                                                  | CUSIP: 3128MMTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6285097 | PA      | $6070400.35    | 0.01%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/01/2027#AJ9354                                                                  | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3336 | PA      | $3292.14       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4302091.58    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2043#AB9147                                                                  | CUSIP: 31417GEV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27227 | PA      | $25100.92      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2051#QD3298                                                                    | CUSIP: 3133B0UX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     791673 | PA      | $674546.92     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2050#MA7056                                                                    | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     733839 | PA      | $704406.87     | 0.00%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3.15% 09/17/2025                                                         | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7522000 | PA      | $7495733.10    | 0.01%             | 2025-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/47#G08791                                                                         | CUSIP: 3128MJ2Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     262655 | PA      | $229310.45     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2042#Q06999                                                                    | CUSIP: 3132GSDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38880 | PA      | $37022.21      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#AS8583                                                                  | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116042 | PA      | $105213.09     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AS2074                                                                  | CUSIP: 3138WBJU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98153 | PA      | $95356.22      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA5372                                                                  | CUSIP: 3140E96J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193176 | PA      | $185613.40     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 10/40 #749845                                                                          | CUSIP: 3620C6BN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18061 | PA      | $16789.38      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#AS9448                                                                    | CUSIP: 3138WKQA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164236 | PA      | $143453.81     | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2049#ZA7159                                                                  | CUSIP: 31329Q5U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     309730 | PA      | $296259.31     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#MA3669                                                                    | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26109 | PA      | $25720.89      | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#CA3099                                                                  | CUSIP: 3140QANR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158919 | PA      | $152057.34     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5363000 | PA      | $5217881.56    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.3% 12/14/2045                                                                          | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4501246.17    | 0.01%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.625% 03/18/2029                                                              | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    4160000 | PA      | $4174601.60    | 0.01%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2048#Q53444                                                                  | CUSIP: 3132XVZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2848 | PA      | $2732.51       | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.5% 05/22/2054                                                         | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3394736.24    | 0.01%             | 2054-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/28#AS0287                                                                         | CUSIP: 3138W9J92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188711 | PA      | $182881.00     | 0.00%             | 2028-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2035#MA3930                                                                  | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     542847 | PA      | $507476.18     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 10/15/2042#AA4425                                                                  | CUSIP: 36178B4J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13387 | PA      | $12009.59      | 0.00%             | 2042-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2030#AS5728                                                                    | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8263 | PA      | $8044.13       | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 05/15/2043#AD9151                                                                  | CUSIP: 36180NEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     321745 | PA      | $298379.53     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 06/01/2055 #TBA                                                                      | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -59475000 | PA      | $-57586187.00  | -0.09%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2049#MA6338                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10312278 | PA      | $9027392.07    | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2045#V82041                                                                    | CUSIP: 3132L7HS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1130066 | PA      | $1066569.33    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZN6179                                                                    | CUSIP: 3131YC2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110764 | PA      | $102853.28     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   13253000 | PA      | $7560618.75    | 0.01%             | 2050-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2050#RA2061                                                                    | CUSIP: 3133KHJE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326595 | PA      | $281695.13     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO8903                                                                    | CUSIP: 3140K43M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58644 | PA      | $50673.65      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2051#MA4257                                                                    | CUSIP: 31418DWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51423 | PA      | $44225.21      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2052#QE4278                                                                  | CUSIP: 3133BDXF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5636067 | PA      | $5027323.00    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#AZ8225                                                                    | CUSIP: 3140E1D75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25187 | PA      | $24448.07      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056                                          | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3852000 | PA      | $2530915.38    | 0.00%             | 2056-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2049#MA6090                                                                    | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     627209 | PA      | $564284.33     | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2047#Q48241                                                                  | CUSIP: 3132WNEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     328370 | PA      | $297810.84     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2033#ZS8686                                                                    | CUSIP: 3132A9UK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267632 | PA      | $258030.15     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 3/40 #691690                                                                           | CUSIP: 36296HNF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73696 | PA      | $70916.99      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT K-163 A2 VAR 03/25/2034                                            | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9080000 | PA      | $9244970.89    | 0.01%             | 2034-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/41 #AI6645                                                                           | CUSIP: 3138ALL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8837 | PA      | $8671.37       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AL6819                                                                  | CUSIP: 3138EPSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2711 | PA      | $2651.91       | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.297%/VAR 04/20/2037                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7162740.51    | 0.01%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.6% 01/23/2046                                                      | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4766000 | PA      | $3445818.00    | 0.01%             | 2046-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BJ3995                                                                  | CUSIP: 3140H5NM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     359261 | PA      | $324274.95     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 5.5% 08/15/2035                                                                    | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1980410.80    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#                                                                          | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83498 | PA      | $72201.88      | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BE8036                                                                    | CUSIP: 3140FT4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1316869 | PA      | $1229397.75    | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048                                                        | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15839000 | PA      | $12429985.18   | 0.02%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#FM9056                                                                    | CUSIP: 3140XDB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59853 | PA      | $51054.34      | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#BK8362                                                                  | CUSIP: 3140HNJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     539626 | PA      | $486063.26     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 03/01/2027#MA2940                                                                  | CUSIP: 31418CHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1464 | PA      | $1449.46       | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2047#MA4450                                                                      | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     851151 | PA      | $752281.23     | 0.00%             | 2047-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2035#ZI4747                                                                    | CUSIP: 3131WHHY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3966 | PA      | $3840.75       | 0.00%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2047#MA4840                                                                      | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     394831 | PA      | $393202.66     | 0.00%             | 2047-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.45% 02/01/2050                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5896000 | PA      | $3954518.25    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#BA3307                                                                  | CUSIP: 3140E7U99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12321 | PA      | $11193.84      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 10/01/2038#SB8259                                                                  | CUSIP: 3132D6E89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93128 | PA      | $91816.76      | 0.00%             | 2038-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                       | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $14463846.98   | 0.02%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 3.5% 06/15/2025                                                                 | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $3390256.95    | 0.01%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZM8299                                                                    | CUSIP: 3131Y3GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152077 | PA      | $141595.32     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/38 #991864                                                                          | CUSIP: 31415WZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1470 | PA      | $1542.36       | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 07/01/2033#BK0935                                                                    | CUSIP: 3140HEBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437506 | PA      | $430418.42     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2046#BA6721                                                                    | CUSIP: 3140EBPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91193 | PA      | $85249.98      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.9% 06/15/2047                                                                    | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6813000 | PA      | $5225379.01    | 0.01%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2036#BR7529                                                                    | CUSIP: 3140L6LK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389225 | PA      | $352457.20     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 01/01/2054#MA5248                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6365298 | PA      | $6538000.44    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2045#FM5678                                                                    | CUSIP: 3140X9JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4415916 | PA      | $4195826.69    | 0.01%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC1488                                                                           | CUSIP: 31417KUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47858 | PA      | $47110.78      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2044#AV7092                                                                    | CUSIP: 3138XJ3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     649934 | PA      | $614038.43     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2027#AQ4712                                                                  | CUSIP: 3138MLGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71591 | PA      | $70737.83      | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/40 #AD6374                                                                           | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36288 | PA      | $36473.25      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/40 #AE5266                                                                           | CUSIP: 31419FZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8437 | PA      | $8298.37       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AV7130                                                                  | CUSIP: 3138XJ4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1774727 | PA      | $1749099.31    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #933796                                                                           | CUSIP: 31412S3D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77397 | PA      | $79664.98      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#BE6688                                                                  | CUSIP: 3140FSNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45795 | PA      | $43861.21      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2036#FM6186                                                                    | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159245 | PA      | $145097.73     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 1.6% 10/30/2030                                                            | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1704685.88    | 0.00%             | 2030-10-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 10/20/2050#MA6930                                                                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     429735 | PA      | $345409.97     | 0.00%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 08/15/2051                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  272799800 | PA      | $153279387.63  | 0.24%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2044#AS2731                                                                  | CUSIP: 3138WCA94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42604 | PA      | $41390.05      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 2.896%/VAR 03/15/2032                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1408074.24    | 0.00%             | 2032-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BC0913                                                                  | CUSIP: 3140EVAP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83997 | PA      | $80631.59      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BW8486                                                                    | CUSIP: 3140N1NC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1334131 | PA      | $1230192.15    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#BH0832                                                                  | CUSIP: 3140GN4S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3372 | PA      | $3047.93       | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2035#BP8943                                                                    | CUSIP: 3140KG5D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1584850 | PA      | $1445045.13    | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041                                                    | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6153655.75    | 0.01%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19987000 | PA      | $19333372.73   | 0.03%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#MA4656                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24088 | PA      | $22815.03      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2029#AV9274                                                                  | CUSIP: 3138XMJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35150 | PA      | $34628.50      | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2040#AD6360                                                                  | CUSIP: 31418UB60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6112 | PA      | $6141.86       | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AE6390                                                                           | CUSIP: 31419HC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14528 | PA      | $13864.59      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2027#ZS6585                                                                    | CUSIP: 3132A7J69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32866 | PA      | $32331.15      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.55% 03/01/2048                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3741000 | PA      | $3025788.77    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 02/20/2046#784115                                                                      | CUSIP: 3622A2SC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     178646 | PA      | $158117.69     | 0.00%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    8303000 | PA      | $9815849.11    | 0.02%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.05% 01/21/2027                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16433000 | PA      | $15861449.58   | 0.03%             | 2027-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1741886.06    | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4751240.10    | 0.01%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2040#AH1166                                                                  | CUSIP: 3138A2JL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1703 | PA      | $1675.03       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/48#FM1626                                                                         | CUSIP: 3140X4YY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26061 | PA      | $24264.38      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.95% 01/22/2027                                                               | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4735894.25    | 0.01%             | 2027-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5350000 | PA      | $5398156.31    | 0.01%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 8/40 #004770                                                                        | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102314 | PA      | $98125.03      | 0.00%             | 2040-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 4/41 #Q00114                                                                           | CUSIP: 3132GDDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131061 | PA      | $128683.05     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AT9319                                                                  | CUSIP: 3138WXK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26925 | PA      | $26204.66      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 12/01/2040#MA4203                                                                  | CUSIP: 31418DU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42834 | PA      | $37724.37      | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.576% 01/25/2049                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7398000 | PA      | $6787835.52    | 0.01%             | 2049-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#ZS8716                                                                  | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     580748 | PA      | $564689.25     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BC2301                                                                  | CUSIP: 3140EWRX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12410 | PA      | $11923.42      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2041#AH4823                                                                    | CUSIP: 3138A6LD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4561 | PA      | $4582.62       | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 09/15/2043#AE7788                                                                  | CUSIP: 36181BUM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22784 | PA      | $21342.11      | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2049#CA3084                                                                    | CUSIP: 3140QANA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140181 | PA      | $130256.23     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2044#FM7604                                                                    | CUSIP: 3140XBNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1847647 | PA      | $1654550.21    | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    5896000 | PA      | $4605065.91    | 0.01%             | 2065-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2047#G08766                                                                  | CUSIP: 3128MJZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1039707 | PA      | $940999.06     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2043#Q14869                                                                    | CUSIP: 3132HRMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8652 | PA      | $7812.12       | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 04/15/2042#779106                                                                  | CUSIP: 36176XKT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92694 | PA      | $86090.27      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 11/27 #AL2683                                                                     | CUSIP: 3138EJ6V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5010 | PA      | $4981.45       | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/48#CA2206                                                                       | CUSIP: 3140Q9NY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2050 | PA      | $1961.83       | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 3.625% 05/01/2030                                                                    | CUSIP: 369604BW2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    9492000 | PA      | $9073173.76    | 0.01%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                               | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   14972000 | PA      | $13203207.92   | 0.02%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2028#AV2431                                                                  | CUSIP: 3138XDVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        202 | PA      | $199.51        | 0.00%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2042#Q11233                                                                    | CUSIP: 3132HMLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180261 | PA      | $162332.55     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH6394                                                                           | CUSIP: 3138A8C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5930 | PA      | $5827.86       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AH3925                                                                      | CUSIP: 3138A5LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        787 | PA      | $783.10        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2048#BN1074                                                                  | CUSIP: 3140JHFQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126941 | PA      | $114103.32     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 7/25 #MA0458                                                                      | CUSIP: 31417YQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $6.55          | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD5537                                                                    | CUSIP: 3140FDEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316598 | PA      | $277030.11     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.65% 09/17/2034                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2442673.96    | 0.00%             | 2034-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.625% 09/10/2028                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9596000 | PA      | $9426914.74    | 0.02%             | 2028-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 6.176% 10/01/2054 144A                                  | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2111269.28    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2049#MA3691                                                                    | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     550127 | PA      | $475699.48     | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5% 04/01/2032                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4247489.03    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 03/01/2045#AY6668                                                                  | CUSIP: 3138YLMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24813 | PA      | $23730.50      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 02/20/2053#MA8646                                                                    | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     691255 | PA      | $657320.06     | 0.00%             | 2053-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/20/2046#MA3667                                                                    | CUSIP: 36179SCC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85235 | PA      | $87521.05      | 0.00%             | 2046-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2033#BJ2705                                                                  | CUSIP: 3140H4AF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5325 | PA      | $5177.47       | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#G08848                                                                  | CUSIP: 3128MJ5J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69528 | PA      | $66612.56      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#BO5606                                                                    | CUSIP: 3140K1GQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133376 | PA      | $115206.27     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#BC6026                                                                  | CUSIP: 3140F1VU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500316 | PA      | $453782.55     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7138                                                                    | CUSIP: 3133KN4X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10092075 | PA      | $7925390.47    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6% 08/03/2055                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7853188.30    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 08/01/2025#ZK2470                                                                    | CUSIP: 3131X5W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        231 | PA      | $230.23        | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AV0087                                                                  | CUSIP: 3138XBCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109061 | PA      | $99959.40      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 7.2%/VAR 06/27/2054                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1674000 | PA      | $1681704.22    | 0.00%             | 2054-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2038#                                                                        | CUSIP: 312929JK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9784 | PA      | $10085.77      | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2046#Q42624                                                                    | CUSIP: 3132WF4J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22022 | PA      | $20599.56      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2048                                                              | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    5426000 | PA      | $4138690.94    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.9% 07/15/2026                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5974000 | PA      | $5923850.18    | 0.01%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BW8710                                                                    | CUSIP: 3140N1VC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2506607 | PA      | $2301923.14    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 5.5% 10/15/2033#604674                                                                  | CUSIP: 36200MXB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        348 | PA      | $353.34        | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#AS7106                                                                  | CUSIP: 3138WG3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529100 | PA      | $479889.11     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.6% 04/01/2036                                                                 | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    8489000 | PA      | $8765856.43    | 0.01%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9908000 | PA      | $9021321.59    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2036#889776                                                                  | CUSIP: 31410KQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217355 | PA      | $223275.31     | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AR5407                                                                  | CUSIP: 3138W3AH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94738 | PA      | $87038.15      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $11189761.23   | 0.02%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2041#AI3574                                                                  | CUSIP: 3138AG6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152644 | PA      | $153419.17     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                             | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    5792000 | PA      | $6412786.56    | 0.01%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1337293.00    | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT7850                                                                  | CUSIP: 3138WVWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25944 | PA      | $25249.58      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.5% 01/01/2055#QX7901                                                                  | CUSIP: 31426DX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1156462 | PA      | $1092524.05    | 0.00%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  281250000 | PA      | $252740477.81  | 0.40%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.50% 7/38 #004194                                                                        | CUSIP: 36202EUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131075 | PA      | $134474.94     | 0.00%             | 2038-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AV9574                                                                  | CUSIP: 3138XMT83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62888 | PA      | $61096.32      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   15291000 | PA      | $15134509.31   | 0.02%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC 6% 12/01/2039                                                                 | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    4131000 | PA      | $4224381.96    | 0.01%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.95% 08/15/2035                                                            | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4368136.87    | 0.01%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4% 05/10/2028                                                                           | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3303951.59    | 0.01%             | 2028-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#CB5993                                                                    | CUSIP: 3140QRUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194264 | PA      | $196861.95     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BX5931                                                                    | CUSIP: 3140NASV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     984076 | PA      | $997235.99     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2036                                                       | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20270200 | PA      | $20518034.82   | 0.03%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2025#AE8939                                                                  | CUSIP: 31419K4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22358 | PA      | $22237.49      | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                         | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $18094543.53   | 0.03%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                        | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    5310000 | PA      | $5250758.93    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031                                                  | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6669796 | PA      | $5824560.10    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2049#BO8124                                                                  | CUSIP: 3140K4A26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2194269 | PA      | $1814713.93    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                  | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42761816 | PA      | $35044351.57   | 0.06%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BK1153                                                                  | CUSIP: 3140HEH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6760 | PA      | $6476.74       | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2043#AQ4964                                                                  | CUSIP: 3138MLQS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122371 | PA      | $106752.04     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 08/21/2054                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $8721420.60    | 0.01%             | 2054-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2047#Q48009                                                                  | CUSIP: 3132WM3T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53817 | PA      | $51745.15      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO8947                                                                    | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39524 | PA      | $34152.36      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2030                                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41700000 | PA      | $41250421.88   | 0.07%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 03/20/2053#MA8725                                                                      | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2307213 | PA      | $2249572.00    | 0.00%             | 2053-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2046#G60732                                                                    | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6242 | PA      | $5948.58       | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AS2516                                                                  | CUSIP: 3138WBYN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164469 | PA      | $159783.58     | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.75% 03/15/2045                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5028000 | PA      | $4420635.35    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2030#AS4946                                                                  | CUSIP: 3138WEP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8650 | PA      | $8357.57       | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#BH9969                                                                  | CUSIP: 3140H0CF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30231 | PA      | $27324.50      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2050#SD8072                                                                    | CUSIP: 3132DV6H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8118 | PA      | $7981.66       | 0.00%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 1/38 #676678                                                                           | CUSIP: 36295PXF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14645 | PA      | $15155.85      | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/38 #995049                                                                           | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24650 | PA      | $25328.71      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2044#Q25772                                                                  | CUSIP: 3132M6CH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     487022 | PA      | $473755.45     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.875% 09/01/2029                                                              | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4664959.09    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 1.65% 03/15/2026                                                       | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9759975.00    | 0.02%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2054#RJ1927                                                                    | CUSIP: 3142GSD96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     488588 | PA      | $473377.09     | 0.00%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153460000 | PA      | $149269822.27  | 0.24%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#AS8154                                                                  | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2117 | PA      | $2034.91       | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.95% 09/01/2026                                                                 | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3661584.22    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $8813075.90    | 0.01%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2035#MA4013                                                                  | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1089262 | PA      | $1015905.16    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2049#ZA6685                                                                  | CUSIP: 31329QNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     445743 | PA      | $426357.45     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2050#CA6835                                                                    | CUSIP: 3140QESZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     477633 | PA      | $411073.06     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                | WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053                                                | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |   12719011 | PA      | $11570069.67   | 0.02%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 1.65% 03/25/2026                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9109000 | PA      | $8886812.54    | 0.01%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#Q20461                                                                  | CUSIP: 3132JMQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        776 | PA      | $699.31        | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.4% 01/15/2038                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7411000 | PA      | $6252654.55    | 0.01%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AS6431                                                                  | CUSIP: 3138WGED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293118 | PA      | $281786.49     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2046#G08744                                                                  | CUSIP: 3128MJZJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8172 | PA      | $7864.75       | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8715                                                                    | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17409066 | PA      | $17589655.29   | 0.03%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AY1709                                                                    | CUSIP: 3138YE3T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10876 | PA      | $10580.82      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#AS6726                                                                    | CUSIP: 3138WGPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107086 | PA      | $103943.17     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2045#AY3875                                                                  | CUSIP: 3138YHJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7087 | PA      | $6873.79       | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#AS9990                                                                  | CUSIP: 3138WLC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410197 | PA      | $393383.01     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#BN6042                                                                  | CUSIP: 3140JNWC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24082 | PA      | $23034.65      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#190405                                                                    | CUSIP: 31368HNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63921 | PA      | $61080.90      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2050#BK1183                                                                    | CUSIP: 3140HEJ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21851 | PA      | $21202.79      | 0.00%             | 2050-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 07/20/2041#783591                                                                    | CUSIP: 36241L7C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3225652 | PA      | $3171200.02    | 0.01%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 3.5% 12/15/2027                                                     | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1951118.66    | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2031#BM4536                                                                    | CUSIP: 3140J9BE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3782 | PA      | $3706.87       | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.75% 01/19/2028                                                           | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   29894000 | PA      | $29033958.29   | 0.05%             | 2028-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.95% 02/15/2035                                                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2179547.92    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2045#AS4901                                                                    | CUSIP: 3138WENT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38851 | PA      | $36570.54      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053                                                     | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2123679.98    | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#CA1565                                                                  | CUSIP: 3140Q8W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28633 | PA      | $27423.52      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#FM5663                                                                  | CUSIP: 3140X9JH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6691198 | PA      | $6068858.31    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 6.875% 01/10/2039                                                                    | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     119000 | PA      | $136549.62     | 0.00%             | 2039-01-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.839%/VAR 02/01/2034                                                              | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11638303.68   | 0.02%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2045#G61180                                                                    | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     645343 | PA      | $615587.21     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2053#                                                                          | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879114 | PA      | $890320.74     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2048#BK7611                                                                  | CUSIP: 3140HMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54928 | PA      | $52573.28      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BA7576                                                                  | CUSIP: 3140ECM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5547 | PA      | $5327.14       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 2.25% 05/28/2031                                                          | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    7008000 | PA      | $6183041.02    | 0.01%             | 2031-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#CB7456                                                                  | CUSIP: 3140QTJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45372 | PA      | $45143.89      | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2047#AS9738                                                                    | CUSIP: 3138WKZC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142589 | PA      | $124545.21     | 0.00%             | 2047-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#BK7421                                                                  | CUSIP: 3140HMG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48259 | PA      | $46924.40      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 05/01/2029#G30459                                                                  | CUSIP: 3128CUQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.46          | 0.00%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AO3020                                                                      | CUSIP: 3138LTLA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4240 | PA      | $4177.50       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 02/01/2029#AS1988                                                                  | CUSIP: 3138WBF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     605689 | PA      | $592525.58     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2043#AL4499                                                                  | CUSIP: 3138EL7M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7112 | PA      | $6955.83       | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BH0853                                                                  | CUSIP: 3140GN5P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5099 | PA      | $4608.39       | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2030#AZ8831                                                                  | CUSIP: 3140E1Y56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30822 | PA      | $30312.38      | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#MA3686                                                                  | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25410 | PA      | $22816.65      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BC2848                                                                    | CUSIP: 3140EXEW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15207 | PA      | $13306.18      | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/37 #256895                                                                           | CUSIP: 31371NKG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23371 | PA      | $24036.66      | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2050#BQ2884                                                                  | CUSIP: 3140KNF29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44288 | PA      | $42319.95      | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.9% 09/12/2027                                                                         | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11161000 | PA      | $10888969.49   | 0.02%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2033#J38464                                                                    | CUSIP: 31307VMM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110284 | PA      | $106167.42     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7515058.95    | 0.01%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6474911.68    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/46#MA3663                                                                         | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2968785 | PA      | $2688568.57    | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 01/01/2040#SB1456                                                                  | CUSIP: 3132CXTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20626261 | PA      | $20918999.41   | 0.03%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BA4785                                                                  | CUSIP: 3140E9J72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96238 | PA      | $92515.89      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2048#MA3425                                                                    | CUSIP: 31418CYX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3903369 | PA      | $3397235.17    | 0.01%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2041#AL0935                                                                    | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112402 | PA      | $107192.92     | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2042#AB4937                                                                  | CUSIP: 31417BPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254652 | PA      | $236376.79     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2046#BD1599                                                                  | CUSIP: 3140F8X51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1021293 | PA      | $926303.42     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP3313                                                                           | CUSIP: 3138M6VF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1800055 | PA      | $1664932.75    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AS2278                                                                  | CUSIP: 3138WBQ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253946 | PA      | $246711.19     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2030#AY7545                                                                  | CUSIP: 3138YML31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5483 | PA      | $5347.36       | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2037#SB8181                                                                  | CUSIP: 3132D6CS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41498 | PA      | $38313.97      | 0.00%             | 2037-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032                                                        | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8781490.34    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DA6057                                                                  | CUSIP: 3140A6WT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66110 | PA      | $65530.10      | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2048#MA5397                                                                    | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3440716 | PA      | $3101977.25    | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                     | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5400000 | PA      | $5513728.81    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 5.25% 12/15/2032                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2996018.79    | 0.00%             | 2032-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.75% 09/09/2034                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3425395.43    | 0.01%             | 2034-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 6% 09/15/2041                                                                              | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3192000 | PA      | $3125375.71    | 0.00%             | 2041-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 11/01/2042#Q13121                                                                  | CUSIP: 3132HPPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15582 | PA      | $14814.22      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#QI4868                                                                  | CUSIP: 3133WBMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     428373 | PA      | $425251.64     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031                                                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   15176000 | PA      | $13679056.36   | 0.02%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2% 04/24/2026                                                              | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    5004000 | PA      | $4907283.69    | 0.01%             | 2026-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA9719                                                                           | CUSIP: 31416TYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16087 | PA      | $15835.75      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.25% 06/01/2031                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4286820.74    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2037#SB0627                                                                  | CUSIP: 3132CWVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     512795 | PA      | $475536.64     | 0.00%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#BN7664                                                                    | CUSIP: 3140JQQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36829 | PA      | $34198.23      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.55% 08/20/2060                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $2910835.38    | 0.00%             | 2060-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.5% 04/15/2050                                                                  | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11522000 | PA      | $9295905.47    | 0.01%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2029#AS2993                                                                  | CUSIP: 3138WCKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24731 | PA      | $24361.50      | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#G06229                                                                    | CUSIP: 3128M8HE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     782201 | PA      | $747447.75     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $1944794.55    | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0329                                                                  | CUSIP: 3140JGLK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1241722 | PA      | $1188106.59    | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BA2186                                                                    | CUSIP: 3140E6NC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39349 | PA      | $38253.44      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2031#BM3795                                                                    | CUSIP: 3140J8GD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20096 | PA      | $19283.38      | 0.00%             | 2031-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.125% 09/18/2033                                                        | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   10400000 | PA      | $10579589.38   | 0.02%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2049#BN6701                                                                  | CUSIP: 3140JPNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86880 | PA      | $87855.59      | 0.00%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 4.75% 03/21/2028                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5330050.81    | 0.01%             | 2028-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 03/20/2053#MA8724                                                                    | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     858286 | PA      | $814541.84     | 0.00%             | 2053-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BQ6881                                                                  | CUSIP: 3140KSUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3619462 | PA      | $3190086.82    | 0.01%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 02/01/2029#AS1621                                                                  | CUSIP: 3138WAYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1038580 | PA      | $1016014.77    | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA7638                                                                  | CUSIP: 3140ECPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1004326 | PA      | $912484.16     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2037#CB4987                                                                    | CUSIP: 3140QQRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399525 | PA      | $388307.89     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BD9357                                                                  | CUSIP: 3140FHMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93887 | PA      | $89804.53      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2026#AL4190                                                                  | CUSIP: 3138ELUQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70071 | PA      | $69694.60      | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2054#CB9204                                                                    | CUSIP: 3140QVGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3129382 | PA      | $3031954.22    | 0.00%             | 2054-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C52                                                | WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052                                                | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25720280 | PA      | $23722089.45   | 0.04%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.5% 11/15/2048                                                                    | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3000698.90    | 0.00%             | 2048-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QJ0902                                                                  | CUSIP: 3133CRAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     863613 | PA      | $856039.24     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 12/05/2043                                                                   | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3056558.48    | 0.00%             | 2043-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#CA0385                                                                  | CUSIP: 3140Q7NB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14286 | PA      | $12913.00      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 7/40 #004923                                                                        | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     313618 | PA      | $308450.42     | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2032#J38039                                                                    | CUSIP: 31307U4Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161324 | PA      | $155726.31     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2043#Q19606                                                                  | CUSIP: 3132JBDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60865 | PA      | $57775.98      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2035#SB8032                                                                    | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     942406 | PA      | $896872.70     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11406000 | PA      | $11045344.56   | 0.02%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5% 10/15/2034                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4128462.05    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 03/01/2032#J36515                                                                  | CUSIP: 31307TGY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84849 | PA      | $82913.30      | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.242%/VAR 04/19/2029                                                  | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   17500000 | PA      | $17812942.35   | 0.03%             | 2029-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2030#AY7661                                                                  | CUSIP: 3138YMQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2145 | PA      | $2091.48       | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.5% 01/01/2055#QX8578                                                                  | CUSIP: 31426FQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1257008 | PA      | $1186332.21    | 0.00%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2043#Q20647                                                                    | CUSIP: 3132JMWG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31919 | PA      | $28487.85      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#MA4564                                                                    | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15126004 | PA      | $12909424.28   | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 12/01/2040#G06197                                                                  | CUSIP: 3128M8GE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17431 | PA      | $16644.60      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.5% 01/01/2055#QX7754                                                                  | CUSIP: 31426DTL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1187666 | PA      | $1120889.46    | 0.00%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5% 09/15/2034                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4421829.88    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2035#SB8061                                                                    | CUSIP: 3132D55W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13706 | PA      | $12470.82      | 0.00%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 1.95% 05/01/2030                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   17158000 | PA      | $15214475.25   | 0.02%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.65% 06/01/2044                                                                     | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6251000 | PA      | $5275696.16    | 0.01%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2035#BP6586                                                                    | CUSIP: 3140KEJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4940637 | PA      | $4495543.57    | 0.01%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#ZN3949                                                                  | CUSIP: 3131YAL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108528 | PA      | $97484.12      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2049#MA5816                                                                    | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21591648 | PA      | $19432213.48   | 0.03%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW2965                                                                  | CUSIP: 3138XSJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35097 | PA      | $33090.51      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.5% 09/13/2025                                                                     | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3979282.11    | 0.01%             | 2025-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.125% 11/07/2049                                                              | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   11116000 | PA      | $7210114.83    | 0.01%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5% 03/01/2026                                                                           | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2386509.94    | 0.00%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2048#Q57635                                                                    | CUSIP: 3132Y1PV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     334488 | PA      | $311840.98     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2033#BJ4328                                                                  | CUSIP: 3140H5Y21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32060 | PA      | $31213.77      | 0.00%             | 2033-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/32 #888672                                                                          | CUSIP: 31410GJR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     546877 | PA      | $565199.00     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2050#MA6476                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3010195 | PA      | $2790478.71    | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.25% 08/22/2057                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7208000 | PA      | $5761632.12    | 0.01%             | 2057-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/44#AS3402                                                                    | CUSIP: 3138WCX81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118082 | PA      | $111666.89     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/38 #AB0534                                                                          | CUSIP: 31416VSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552398 | PA      | $567516.63     | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2030#AZ3162                                                                  | CUSIP: 3138YUQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23696 | PA      | $23053.22      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2028#MA1382                                                                    | CUSIP: 31418ARC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5592 | PA      | $5491.41       | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2055#SD8505                                                                    | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63434 | PA      | $61434.44      | 0.00%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#MA2551                                                                  | CUSIP: 31418BZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2602 | PA      | $2500.35       | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.375% 09/08/2028                                                         | CUSIP: 3130AWTR1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    5990000 | PA      | $6077632.56    | 0.01%             | 2028-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2042#AO9375                                                                  | CUSIP: 3138M1MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64082 | PA      | $59401.75      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/34#BN5479                                                                       | CUSIP: 3140JNCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109855 | PA      | $106473.82     | 0.00%             | 2034-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2034#SB8016                                                                    | CUSIP: 3132D53Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46117 | PA      | $43889.10      | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP5677                                                                           | CUSIP: 3138M9JX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226797 | PA      | $209041.90     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2026#AH6606                                                                    | CUSIP: 3138A8KU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39286 | PA      | $39084.69      | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#MA3188                                                                    | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403107 | PA      | $1353978.24    | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2348                                                                    | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50227534 | PA      | $39663845.10   | 0.06%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2034#MA3798                                                                    | CUSIP: 31418DGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18069 | PA      | $17229.71      | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL COOPERATION AGENCY                                          | JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031                                                   | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    7910000 | PA      | $6803550.78    | 0.01%             | 2031-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 2/36 #745275                                                                           | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3139 | PA      | $3157.84       | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4% 11/02/2032                                                                          | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1434250.69    | 0.00%             | 2032-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2034#ZT1872                                                                  | CUSIP: 3132AECH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108474 | PA      | $104966.19     | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8579                                                                    | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2439311 | PA      | $2134449.82    | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2033#BK3200                                                                    | CUSIP: 3140HGRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46312 | PA      | $44676.34      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA PUC WATER                                                      | SAN FRANCISCO CALIF CITY and CNTY PUB UTILS COMMN WTR REV BUILD AMERICA BONDS-SER DE              | CUSIP: 79765RTK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5015000 | PA      | $5142532.45    | 0.01%             | 2040-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AD7510                                                                      | CUSIP: 31418VKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        310 | PA      | $307.94        | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 2.65% 08/15/2052                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5707000 | PA      | $3412191.62    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 12/15/2041#709063                                                                  | CUSIP: 36297DWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37143 | PA      | $35665.68      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW2620                                                                  | CUSIP: 3138XR4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2796 | PA      | $2644.07       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2042#Q12544                                                                    | CUSIP: 3132HNZH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1045065 | PA      | $938909.04     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2041#                                                                        | CUSIP: 3132GESV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80360 | PA      | $78945.59      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.625% 04/15/2030                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10085674.50   | 0.02%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ9826                                                                  | CUSIP: 3138MR4L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18451 | PA      | $18034.47      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#MA3938                                                                    | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210569 | PA      | $195266.27     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AZ8792                                                                    | CUSIP: 3140E1XW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53423 | PA      | $50008.40      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.00% 8/30 #MA0494                                                                      | CUSIP: 31417YRQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5654 | PA      | $5694.89       | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2% 03/24/2028                                                         | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1867542.30    | 0.00%             | 2028-03-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2030#AZ5972                                                                    | CUSIP: 3138YXT62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55089 | PA      | $53556.47      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#MA2539                                                                    | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102736 | PA      | $96104.64      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2033#MA3340                                                                  | CUSIP: 31418CWA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6379 | PA      | $6210.62       | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE8695                                                                    | CUSIP: 3133BJUU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1588068 | PA      | $1542620.94    | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BD5047                                                                    | CUSIP: 3140FCTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1840358 | PA      | $1607477.05    | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2025#AE7345                                                                  | CUSIP: 31419JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        145 | PA      | $144.26        | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 2.25% 06/01/2030                                                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7198000 | PA      | $6269801.78    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#G07479                                                                    | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137028 | PA      | $130681.80     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 06/01/2044#AW4999                                                                  | CUSIP: 3138XURV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16411 | PA      | $15488.30      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.436%/VAR 02/24/2043                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $3742691.92    | 0.01%             | 2043-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.7% 04/01/2028                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6471000 | PA      | $6607801.60    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.3% 05/15/2035                                                                      | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2004114.40    | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2029#AS3748                                                                    | CUSIP: 3138WDEW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2796 | PA      | $2726.74       | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AX8241                                                                  | CUSIP: 3138YAEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4283 | PA      | $4152.82       | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2045#MA3104                                                                    | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96639 | PA      | $85534.18      | 0.00%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2050#CA7850                                                                    | CUSIP: 3140QFWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     532985 | PA      | $524385.93     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.995% 05/11/2027                                                                | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4949000 | PA      | $4762252.21    | 0.01%             | 2027-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/41 #AH8858                                                                           | CUSIP: 3138AAZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257150 | PA      | $258461.94     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2031#ZT1205                                                                  | CUSIP: 3132ADKS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57044 | PA      | $55087.65      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2051#MA7766                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13593295 | PA      | $10925946.43   | 0.02%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.0% 12/01/2038#995279                                                                  | CUSIP: 31416BUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3004 | PA      | $3146.84       | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2044#AS1626                                                                  | CUSIP: 3138WAYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     514106 | PA      | $502630.82     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2042#AJ7547                                                                    | CUSIP: 3138E0L56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     731516 | PA      | $694725.73     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.15% 01/15/2027                                                              | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9603301.10    | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AS0018                                                                  | CUSIP: 3138W9AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     207664 | PA      | $185278.49     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.8% 11/30/2028                                                                   | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $6840309.19    | 0.01%             | 2028-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2044#AL5160                                                                  | CUSIP: 3138EMWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2178469 | PA      | $2189184.14    | 0.00%             | 2042-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2055#MA5647                                                                    | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8768957 | PA      | $8859166.46    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2030#AZ9399                                                                  | CUSIP: 3140E2NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2817 | PA      | $2766.75       | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 04/01/2040#MA5683                                                                    | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3953583 | PA      | $3956407.50    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.7% 04/15/2050                                                                             | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $2550363.07    | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#AZ0538                                                                  | CUSIP: 3138YRS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4570 | PA      | $4444.22       | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AE7262                                                                      | CUSIP: 31419JB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1661 | PA      | $1653.39       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2043#Q17853                                                                  | CUSIP: 3132J9E38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     712439 | PA      | $638744.14     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 3.65% 06/15/2026                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   12542000 | PA      | $12426532.95   | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2031#J35369                                                                  | CUSIP: 31307R6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49724 | PA      | $47677.27      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT6995                                                                  | CUSIP: 3138WUXZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214824 | PA      | $192159.15     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/39 #AC1578                                                                           | CUSIP: 31417KXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175821 | PA      | $168284.77     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.625% 03/15/2032                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1814631.64    | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 4/1/43 #AB9017                                                                     | CUSIP: 31417GAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79167 | PA      | $71300.79      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC1050                                                                  | CUSIP: 3140EVEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288862 | PA      | $261995.14     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2050#QA7260                                                                  | CUSIP: 3133A2B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     368863 | PA      | $304597.97     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2049#FM1582                                                                  | CUSIP: 3140X4XL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139602 | PA      | $133530.50     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6.5% 05/01/2053#BW5305                                                             | CUSIP: 3140MW3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24490 | PA      | $25171.90      | 0.00%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.25% 07/01/2026                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   10737000 | PA      | $10608614.04   | 0.02%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                  | NEW YORK and PRESBYTERIAN HOSP 4.063% 08/01/2056                                                  | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    2089000 | PA      | $1560776.71    | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 5.502%/VAR 09/06/2035                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4125017.90    | 0.01%             | 2035-09-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2053#SD8288                                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1710883 | PA      | $1662563.30    | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160513 | PA      | $159807.76     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2041#G60243                                                                  | CUSIP: 31335AHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203597 | PA      | $209360.70     | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#FS3237                                                                    | CUSIP: 3140XJS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3812997 | PA      | $3559724.77    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2043#AL4338                                                                  | CUSIP: 3138ELZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142399 | PA      | $134600.16     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.272%/VAR 01/15/2031                                                | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10108301.30   | 0.02%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2044#BM4681                                                                  | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123378 | PA      | $126825.33     | 0.00%             | 2044-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2049#BN9750                                                                  | CUSIP: 3140JSZQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7885 | PA      | $7082.84       | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2036#BT3001                                                                    | CUSIP: 3140LRKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127694 | PA      | $115631.37     | 0.00%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#CA3503                                                                    | CUSIP: 3140QA3M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78913 | PA      | $73276.52      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAM MARSH RICE UNIV                                                         | WILLIAM MARSH RICE UNIV 3.774% 05/15/2055                                                         | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1097076.31    | 0.00%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051                                                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3499000 | PA      | $2256548.38    | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BA0847                                                                    | CUSIP: 3140E45H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4101 | PA      | $3865.80       | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/34 #889041                                                                           | CUSIP: 31410GWA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55817 | PA      | $56127.16      | 0.00%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9958000 | PA      | $6725898.38    | 0.01%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.65% 06/15/2046                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $1663786.85    | 0.00%             | 2046-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2048#ZT1322                                                                    | CUSIP: 3132ADPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     391587 | PA      | $386493.27     | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#Q51743                                                                  | CUSIP: 3132XT5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143819 | PA      | $138059.09     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH0635                                                                      | CUSIP: 3138A1V57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        120 | PA      | $118.83        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/01/2027#BM4533                                                                    | CUSIP: 3140J9BB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45493 | PA      | $45284.07      | 0.00%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 07/01/2034#FM1101                                                                    | CUSIP: 3140X4GK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7353 | PA      | $7211.31       | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE2829                                                                    | CUSIP: 3140FNEB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     977543 | PA      | $855370.94     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM1540                                                                    | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112179 | PA      | $104166.66     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#BC0092                                                                  | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42258 | PA      | $38354.05      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2034#SB8015                                                                  | CUSIP: 3132D53Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     286641 | PA      | $267963.63     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 12/01/2041#Q05017                                                                  | CUSIP: 3132GLG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19440 | PA      | $18488.96      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 4.1% 03/04/2049                                                                 | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3796197.58    | 0.01%             | 2049-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/15/2035                                                                   | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5068115.31    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 1/38 #929079                                                                           | CUSIP: 31412MFU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42173 | PA      | $42392.43      | 0.00%             | 2038-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 01/15/2043#AD1621                                                                  | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5672 | PA      | $5279.27       | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#MA1488                                                                  | CUSIP: 31418AUN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315602 | PA      | $307797.81     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#CB2609                                                                    | CUSIP: 3140QM3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1818560 | PA      | $1418469.32    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3% 07/30/2029                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8603000 | PA      | $8064790.56    | 0.01%             | 2029-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/49#BO1169                                                                       | CUSIP: 3140JVJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     786390 | PA      | $706121.96     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2043#AU4721                                                                  | CUSIP: 3138X4G79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51393 | PA      | $47414.72      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2558                                                                  | CUSIP: 3140QMZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2240840 | PA      | $1849027.54    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/39 #AC1006                                                                          | CUSIP: 31417KDL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72163 | PA      | $69441.00      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 4.6% 06/01/2032                                                                   | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10844336.88   | 0.02%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2049#MA3804                                                                    | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1009550 | PA      | $936813.61     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.776% 07/13/2033                                                    | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5600000 | PA      | $5802409.31    | 0.01%             | 2033-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 5/39 #701898                                                                           | CUSIP: 36296UX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129870 | PA      | $130474.26     | 0.00%             | 2039-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.55% 08/09/2029                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17190000 | PA      | $17227329.12   | 0.03%             | 2029-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033                                                       | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5745712.12    | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2050#RA2970                                                                  | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103396 | PA      | $85091.21      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#ZA6392                                                                  | CUSIP: 31329QC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15842 | PA      | $14250.11      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.05% 10/01/2048                                                              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1724725.94    | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#BA3280                                                                    | CUSIP: 3140E7UE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43951 | PA      | $41141.29      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BH8532                                                                  | CUSIP: 3140GXPS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27304 | PA      | $26000.08      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4534000 | PA      | $3808699.92    | 0.01%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2049#ZT2086                                                                  | CUSIP: 3132AEJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10680286 | PA      | $9590136.73    | 0.02%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2048#MA3307                                                                  | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     558479 | PA      | $535063.18     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                          | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $8477914.81    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#Q52321                                                                  | CUSIP: 3132XUSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58502 | PA      | $56158.93      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2044#AS3957                                                                  | CUSIP: 3138WDMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44507 | PA      | $41972.83      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/28/2027                                                                       | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  143363000 | PA      | $136575657.97  | 0.22%             | 2027-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2041#AI9851                                                                  | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     951457 | PA      | $933331.39     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#G08790                                                                  | CUSIP: 3128MJ2Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     602384 | PA      | $578257.19     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2048#BK0916                                                                    | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     814530 | PA      | $805715.77     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#MA3073                                                                  | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233247 | PA      | $223977.89     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2027#AK8742                                                                  | CUSIP: 3138EDWC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21001 | PA      | $20622.41      | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#FS8288                                                                    | CUSIP: 3140XQF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4196148 | PA      | $3272977.49    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AW7362                                                                  | CUSIP: 3138XXFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254852 | PA      | $246760.84     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#BM5680                                                                    | CUSIP: 3140JAJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33405 | PA      | $32970.52      | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 9/25 #AD4739                                                                      | CUSIP: 31418SHR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        508 | PA      | $506.12        | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2034#                                                                          | CUSIP: 3132D53K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1693387 | PA      | $1614744.36    | 0.00%             | 2034-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.45% 11/16/2038                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   12715000 | PA      | $11472695.29   | 0.02%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.5% 10/15/2040                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4528000 | PA      | $4506192.34    | 0.01%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/41 #552550                                                                          | CUSIP: 36213EZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282812 | PA      | $270775.61     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/37 #946811                                                                           | CUSIP: 31413JKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        933 | PA      | $979.17        | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 11/30/2026                                                                       | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45784800 | PA      | $44218101.38   | 0.07%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2044#AV7725                                                                  | CUSIP: 3138XKSP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92590 | PA      | $87486.65      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5% 01/15/2035                                                                   | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6142866.08    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2048#Q55491                                                                    | CUSIP: 3132XYC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1234040 | PA      | $1151643.05    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 02/15/2028                                                                        | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $38850.00      | 0.00%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN2000                                                                  | CUSIP: 3140JJGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257197 | PA      | $246091.68     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#CA2643                                                                  | CUSIP: 3140Q95D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464240 | PA      | $444484.71     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2046#MA3519                                                                    | CUSIP: 36179R4C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90685 | PA      | $78830.48      | 0.00%             | 2046-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2030#G15284                                                                    | CUSIP: 3128MECV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77438 | PA      | $75707.22      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #783281                                                                           | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23787 | PA      | $23379.09      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2032#AS9878                                                                  | CUSIP: 3138WK6Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157864 | PA      | $150728.78     | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 11/15/2040                                                      | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     644300 | PA      | $605893.68     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/40 #AL2617                                                                          | CUSIP: 3138EJ4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3867 | PA      | $4054.35       | 0.00%             | 2040-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#MA1984                                                                  | CUSIP: 31418BF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12035 | PA      | $11750.28      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6737000 | PA      | $5450012.36    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.4% 06/15/2033                                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15433662.90   | 0.02%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2046#Q42001                                                                    | CUSIP: 3132WFGK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6319 | PA      | $5911.19       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.625% 10/30/2042                                                               | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10385000 | PA      | $8040586.25    | 0.01%             | 2042-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4.35% 04/01/2047                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   10263000 | PA      | $8523220.65    | 0.01%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.25% 10/26/2049                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9631000 | PA      | $7586851.07    | 0.01%             | 2049-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2026                                                                        | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  287350000 | PA      | $286182640.63  | 0.46%             | 2026-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 12/41 #778690                                                                          | CUSIP: 36176W2X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16037 | PA      | $14912.71      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT9925                                                                  | CUSIP: 3138WYA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12345 | PA      | $12039.14      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT8671                                                                  | CUSIP: 3138WWT58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45434 | PA      | $40297.16      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31190000 | PA      | $20494336.12   | 0.03%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.017% 01/16/2027                                                      | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7396073.51    | 0.01%             | 2027-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2037#QO0457                                                                  | CUSIP: 3133WJQJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162560 | PA      | $155920.75     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2050#QA8163                                                                  | CUSIP: 3133A3B80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229660 | PA      | $219528.40     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033                                                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    7914000 | PA      | $8395318.00    | 0.01%             | 2033-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 10/01/2026#G30477                                                                  | CUSIP: 3128CUQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        106 | PA      | $106.24        | 0.00%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.95% 02/14/2049                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8261000 | PA      | $8036432.48    | 0.01%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#G08540                                                                  | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112821 | PA      | $101016.84     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5% 06/15/2045                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   13220000 | PA      | $10665753.62   | 0.02%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.00% 6/40 #783069                                                                        | CUSIP: 36241LMS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9449 | PA      | $9515.10       | 0.00%             | 2040-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 05/31/2028                                                                        | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78200900 | PA      | $72454966.88   | 0.12%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BC4207                                                                    | CUSIP: 3140EYU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     303211 | PA      | $265695.22     | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.65% 01/13/2031                                                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12615000 | PA      | $11493426.46   | 0.02%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AH0376                                                                     | CUSIP: 3138A1M24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        184 | PA      | $183.02        | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT8768                                                                  | CUSIP: 3138WWW62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8693 | PA      | $8482.32       | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FEDERAL HOM 15YR 2.5% 01/01/2032#J36195                                                           | CUSIP: 31307S3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13734 | PA      | $13123.13      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#A95936                                                                    | CUSIP: 312944SZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26731 | PA      | $25528.76      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 03/01/2040#SB8371                                                                    | CUSIP: 3132D6JQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8877646 | PA      | $8883987.13    | 0.01%             | 2040-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2050#BP3065                                                                  | CUSIP: 3140KAMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92747 | PA      | $76587.98      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BH3457                                                                  | CUSIP: 3140GRZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25844 | PA      | $23359.43      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.0% 04/01/2040#AL0013                                                                  | CUSIP: 3138EGAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112240 | PA      | $117690.87     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AL7216                                                                    | CUSIP: 3138EQAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69666 | PA      | $68334.15      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2046#AS6856                                                                  | CUSIP: 3138WGTN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11634 | PA      | $11223.00      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CB9677                                                                    | CUSIP: 3140QVXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20085897 | PA      | $20442387.19   | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.25% 03/15/2049                                                        | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2514897.94    | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2048#ZT0714                                                                    | CUSIP: 3132ACYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105124 | PA      | $103756.88     | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2810503.41    | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AS2284                                                                  | CUSIP: 3138WBRE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11407 | PA      | $11081.88      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 11/20/2044#MA2372                                                                    | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537248 | PA      | $1458418.47    | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   23465000 | PA      | $22837316.41   | 0.04%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2047#BJ1939                                                                    | CUSIP: 3140H3EM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411463 | PA      | $358110.33     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10047742 | PA      | $10051616.66   | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/34 #725589                                                                           | CUSIP: 31402DC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1589113 | PA      | $1597900.96    | 0.00%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 5.15% 05/15/2046                                                           | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1258321.94    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   10633000 | PA      | $6688944.48    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#MA3587                                                                    | CUSIP: 31418C6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75457 | PA      | $72188.67      | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2027#ZA2753                                                                  | CUSIP: 31329LBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21975 | PA      | $21618.00      | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #733801                                                                           | CUSIP: 3620AMGJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     115875 | PA      | $116394.54     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 6/40 #AD6432                                                                           | CUSIP: 31418UEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5911 | PA      | $5815.12       | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2046#BC4522                                                                  | CUSIP: 3140F0AY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13920 | PA      | $13427.57      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2050#                                                                        | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21583814 | PA      | $17762656.66   | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 4.75% 03/15/2042                                                                      | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3455791.21    | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2042#BM4320                                                                    | CUSIP: 3140J8YS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7651723 | PA      | $7289268.81    | 0.01%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2035#BK2717                                                                    | CUSIP: 3140HGAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2088071 | PA      | $1903875.11    | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2047#MA3049                                                                    | CUSIP: 31418CL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227653 | PA      | $198845.86     | 0.00%             | 2047-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2049#ZT1953                                                                  | CUSIP: 3132AEE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1439158 | PA      | $1376567.45    | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2050#MA6657                                                                    | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     799631 | PA      | $718908.30     | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2029#MA2038                                                                  | CUSIP: 31418BHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55653 | PA      | $54305.92      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2042#AL8552                                                                  | CUSIP: 3138ETQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96767 | PA      | $99512.61      | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4.5% 02/01/2031#C91359                                                                  | CUSIP: 3128P7QL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19032 | PA      | $18979.67      | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2051#MA7198                                                                      | CUSIP: 36179V7K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23090 | PA      | $22994.67      | 0.00%             | 2051-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 06/01/2055 #TBA                                                                      | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -72625000 | PA      | $-56451746.58  | -0.09%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 4% 11/15/2047                                                                   | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3972000 | PA      | $2837637.23    | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 11/26 #AJ6392                                                                     | CUSIP: 3138AYC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49681 | PA      | $49050.24      | 0.00%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2061313.13    | 0.00%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2047#CA0679                                                                    | CUSIP: 3140Q7XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236891 | PA      | $206544.21     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 4.1% 10/15/2028                                                             | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1981288.82    | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.33%/VAR 03/15/2050                                                  | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10398000 | PA      | $8399099.09    | 0.01%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% #MA2642                                                                            | CUSIP: 31418B5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1825224 | PA      | $1655462.74    | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/45#Q32443                                                                    | CUSIP: 3132QNWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29930 | PA      | $26346.35      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                  | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3495073.22    | 0.01%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2042#Z40054                                                                    | CUSIP: 3132FCBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     184927 | PA      | $176668.70     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2037#889140                                                                  | CUSIP: 31410GZD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     824542 | PA      | $847773.17     | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.2% 05/15/2045                                                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8383000 | PA      | $6632634.46    | 0.01%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2050#QA8779                                                                  | CUSIP: 3133A3XG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1405992 | PA      | $1343965.68    | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2028#AB7707                                                                    | CUSIP: 31417ER52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25716 | PA      | $25044.90      | 0.00%             | 2028-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AR7441                                                                  | CUSIP: 3138W5HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410994 | PA      | $368122.87     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2032#J36552                                                                    | CUSIP: 31307TH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48927 | PA      | $47432.87      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2053#                                                                        | CUSIP: 3140NP4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209423 | PA      | $215301.10     | 0.00%             | 2053-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2031#BD6142                                                                    | CUSIP: 3140FDZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136958 | PA      | $132625.99     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2045#Q35686                                                                    | CUSIP: 3132QSJ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15710 | PA      | $14724.86      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.5% 05/14/2035                                                                        | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9508941.20    | 0.02%             | 2035-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2031#AS6538                                                                    | CUSIP: 3138WGHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     723098 | PA      | $702125.83     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2029#AS3742                                                                  | CUSIP: 3138WDEQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126546 | PA      | $123221.88     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#MA3957                                                                  | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73752 | PA      | $71159.76      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#BM3364                                                                  | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1862977 | PA      | $1796395.81    | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#BR1258                                                                    | CUSIP: 3140KYMG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10970986 | PA      | $8588179.14    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 3.75% 02/18/2026                                                                 | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   10723000 | PA      | $10649689.42   | 0.02%             | 2026-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.1% 04/15/2033                                                                       | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7074384.89    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AS4177                                                                  | CUSIP: 3138WDUB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23210 | PA      | $22505.00      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 10/38 #700804                                                                          | CUSIP: 36296TRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11437 | PA      | $11660.34      | 0.00%             | 2038-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDS NV                                                          | LYONDELLBASELL INDS NV 4.625% 02/26/2055                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    2970000 | PA      | $2244226.95    | 0.00%             | 2055-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#AS6392                                                                  | CUSIP: 3138WGC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     350756 | PA      | $318352.06     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2028                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  414100000 | PA      | $410250161.99  | 0.65%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2051#MA7371                                                                    | CUSIP: 36179WFL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2505128 | PA      | $2407785.13    | 0.00%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2036#CB0341                                                                  | CUSIP: 3140QKLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398726 | PA      | $369132.44     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/46#AL9111                                                                       | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2772933 | PA      | $2693929.51    | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2042#ZS4485                                                                    | CUSIP: 3132A46W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2185 | PA      | $2074.56       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2048#MA5528                                                                      | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7651483 | PA      | $7112125.45    | 0.01%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.55% 03/10/2051                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   14983000 | PA      | $10068576.00   | 0.02%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2043#AV0681                                                                    | CUSIP: 3138XBXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408671 | PA      | $385433.65     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                          | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   11116000 | PA      | $6967066.94    | 0.01%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2043#Q18454                                                                  | CUSIP: 3132J9ZU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     207290 | PA      | $186611.36     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2046#BC1012                                                                    | CUSIP: 3140EVDS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1271474 | PA      | $1115746.20    | 0.00%             | 2046-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 11/20/2052#MA8425                                                                    | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7029457 | PA      | $6277547.35    | 0.01%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.6% 03/25/2040                                                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1699304.80    | 0.00%             | 2040-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LO 30YR 4.5% 09/01/2054#QJ4651                                                       | CUSIP: 3133CVEY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1090708 | PA      | $1030490.42    | 0.00%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2052#QD5095                                                                  | CUSIP: 3133B2UU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61108 | PA      | $54240.32      | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2045#AU2449                                                                  | CUSIP: 3138X1WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3763 | PA      | $3431.55       | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.95% 06/15/2028                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $7540966.83    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#FM1933                                                                    | CUSIP: 3140X5EF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222447 | PA      | $206906.23     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AB2079                                                                           | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12347 | PA      | $11780.94      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/32 #545762                                                                           | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58562 | PA      | $60824.33      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2051#MA7141                                                                      | CUSIP: 36179V5A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28608 | PA      | $28400.38      | 0.00%             | 2051-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 3.25% 04/06/2026                                                               | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    5243000 | PA      | $5189626.26    | 0.01%             | 2026-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 03/26#AS6860                                                                         | CUSIP: 3138WGTS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        787 | PA      | $781.25        | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2049#MA3885                                                                    | CUSIP: 31418DJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     679464 | PA      | $668714.36     | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 06/34#FM1084                                                                         | CUSIP: 3140X4F27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     524457 | PA      | $514321.24     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2044#G60886                                                                    | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3671 | PA      | $3493.80       | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/47#MA3143                                                                         | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15448 | PA      | $13468.86      | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BD0837                                                                  | CUSIP: 3140F74X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67733 | PA      | $65082.14      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 6/35 #003722                                                                        | CUSIP: 36202ED30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3430 | PA      | $3389.68       | 0.00%             | 2035-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.15% 10/15/2028                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14973000 | PA      | $14874381.38   | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.041% 03/17/2062                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3278000 | PA      | $2069574.18    | 0.00%             | 2062-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AJ9386                                                                     | CUSIP: 3138E2NC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8628 | PA      | $8518.78       | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 6/38 #677176                                                                           | CUSIP: 36295QJV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5719 | PA      | $5831.05       | 0.00%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV6336                                                                  | CUSIP: 3138XJBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136938 | PA      | $133940.91     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2046#BA4485                                                                    | CUSIP: 3140E86X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70099 | PA      | $61512.97      | 0.00%             | 2046-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2044#Q29946                                                                  | CUSIP: 3132MAWF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31614 | PA      | $30693.45      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.3% 01/27/2045                                                                    | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1318854.79    | 0.00%             | 2045-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BA6893                                                                  | CUSIP: 3140EBUT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9159 | PA      | $8804.64       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2031#G18587                                                                    | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4740 | PA      | $4605.73       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 4.25% 04/15/2027                                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    7547000 | PA      | $7487462.40    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 3/27 #AK7740                                                                      | CUSIP: 3138ECS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62261 | PA      | $61388.40      | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#QH6120                                                                    | CUSIP: 3133CJYR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195831 | PA      | $189856.42     | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 06/01/2055 #TBA                                                                        | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -53700000 | PA      | $-54221577.36  | -0.09%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11027327.91   | 0.02%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 6.45%/VAR 09/01/2054                                                         | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3535656.53    | 0.01%             | 2054-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BC5312                                                                    | CUSIP: 3140F03W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30812 | PA      | $27037.85      | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2043#AR2887                                                                  | CUSIP: 3138W0F53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33962 | PA      | $29559.44      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FG 30YR 4% 11/01/2040#C03613                                                                      | CUSIP: 31292LAN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62818 | PA      | $60018.18      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                               | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                 | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7451449 | PA      | $7458717.42    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#BE7519                                                                  | CUSIP: 3140FTK91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109694 | PA      | $104827.12     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2041#AI3095                                                                    | CUSIP: 3138AGNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1639 | PA      | $1646.53       | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                         | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                           | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $5414179.62    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2049#MA6038                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8808261 | PA      | $7738298.11    | 0.01%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.043% 03/01/2026                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6618000 | PA      | $6552700.86    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#Q52079                                                                  | CUSIP: 3132XUJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23637 | PA      | $21392.65      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#AS7904                                                                    | CUSIP: 3138WHYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353480 | PA      | $309302.75     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2042#MA0219                                                                    | CUSIP: 36179MG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1467922 | PA      | $1330384.80    | 0.00%             | 2042-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6231442 | PA      | $5632390.64    | 0.01%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #AE4645                                                                          | CUSIP: 31419FET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131517 | PA      | $125970.44     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 5.4% 03/15/2053                                                           | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3212695.29    | 0.01%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2035#BQ6299                                                                  | CUSIP: 3140KR7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1969535 | PA      | $1831972.07    | 0.00%             | 2035-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BX1202                                                                    | CUSIP: 3140N5KQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     712914 | PA      | $654699.10     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.675% 06/01/2060                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    5334000 | PA      | $3081994.00    | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2043#Q19866                                                                  | CUSIP: 3132JBMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58203 | PA      | $53382.48      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2033#ZS8705                                                                  | CUSIP: 3132A9U62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1496202 | PA      | $1454829.39    | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.68% 10/30/2030                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2283905.72    | 0.00%             | 2030-10-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 11/01/2053#MA5193                                                                    | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78337971 | PA      | $81896058.28   | 0.13%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.25% 04/01/2046                                                                   | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2130147.92    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AS4718                                                                  | CUSIP: 3138WEG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275686 | PA      | $252054.18     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#BM2000                                                                  | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4570 | PA      | $4138.86       | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2049#ZT1865                                                                  | CUSIP: 3132AECA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     767449 | PA      | $734071.72     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 1.85% 08/01/2031                                                                 | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $12320831.11   | 0.02%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#AL8629                                                                    | CUSIP: 3138ETST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     753331 | PA      | $730850.28     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.875% 08/08/2054                                                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5450000 | PA      | $5142075.00    | 0.01%             | 2054-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113880000 | PA      | $112758993.75  | 0.18%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2040#AE4342                                                                  | CUSIP: 31419EZG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79917 | PA      | $78664.41      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2046#Q40580                                                                    | CUSIP: 3132WDUE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163241 | PA      | $152800.12     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 9/39 #G05651                                                                           | CUSIP: 3128M7TG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     525648 | PA      | $529115.68     | 0.00%             | 2039-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 12/38 #995442                                                                          | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172084 | PA      | $180396.22     | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2050#MA4004                                                                    | CUSIP: 31418DNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84801 | PA      | $83432.54      | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 1/39 #G05181                                                                           | CUSIP: 3128M7CS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24137 | PA      | $24868.08      | 0.00%             | 2039-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2051#MA7256                                                                      | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4569359 | PA      | $3992887.58    | 0.01%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042                                                          | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $1625547.95    | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                            | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3373860.60    | 0.01%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2042#AL5788                                                                  | CUSIP: 3138ENNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24123 | PA      | $24246.37      | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AS2801                                                                  | CUSIP: 3138WCDF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130326 | PA      | $127173.09     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT8023                                                                  | CUSIP: 3138WV4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337724 | PA      | $329738.11     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/38 #G04176                                                                           | CUSIP: 3128M56M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8090 | PA      | $8339.74       | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 5/27 #AO4073                                                                      | CUSIP: 3138LUQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28486 | PA      | $27956.41      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.05% 06/01/2054                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6271504.54    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.00% 4/42 #AO0752                                                                           | CUSIP: 3138LQZS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4490687 | PA      | $4048286.63    | 0.01%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.6% 09/15/2042                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1227698.50    | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54073271 | PA      | $43462727.16   | 0.07%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#BH0824                                                                    | CUSIP: 3140GN4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168648 | PA      | $157308.38     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2028#AS0504                                                                  | CUSIP: 3138W9R28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1211381 | PA      | $1195240.93    | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2046#MA4067                                                                    | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     558471 | PA      | $480270.51     | 0.00%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2048#MA5650                                                                    | CUSIP: 36179UH39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99244 | PA      | $89473.00      | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2049#BO4176                                                                  | CUSIP: 3140JYUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91514 | PA      | $82173.12      | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2049#MA5878                                                                      | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     164557 | PA      | $162233.10     | 0.00%             | 2049-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.252%/VAR 03/28/2033                                                                | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7800000 | PA      | $7398767.84    | 0.01%             | 2033-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2029#AS2450                                                                  | CUSIP: 3138WBWL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72223 | PA      | $70150.95      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5723997.27    | 0.01%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2047#Q50234                                                                    | CUSIP: 3132XSHL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148025 | PA      | $129232.67     | 0.00%             | 2047-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2034#FM1842                                                                  | CUSIP: 3140X5BL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120027 | PA      | $115883.29     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AL2292                                                                      | CUSIP: 3138EJRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15519 | PA      | $15295.52      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 3.5% 08/01/2051                                                               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2074450.33    | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#CA6563                                                                  | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14179046 | PA      | $13201995.26   | 0.02%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14674000 | PA      | $12989436.39   | 0.02%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2044#AW8506                                                                  | CUSIP: 3138XYNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132696 | PA      | $122909.26     | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 12/25 #AD7493                                                                     | CUSIP: 31418VKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10823 | PA      | $10770.08      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AZ7362                                                                    | CUSIP: 3140E0FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7415 | PA      | $6940.64       | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/37 #897550                                                                           | CUSIP: 31410UEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        404 | PA      | $408.05        | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2029#AS1758                                                                  | CUSIP: 3138WA5U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2279 | PA      | $2245.96       | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 8/47#G08773                                                                          | CUSIP: 3128MJ2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86136 | PA      | $75200.95      | 0.00%             | 2047-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2030#AZ1061                                                                  | CUSIP: 3138YSFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19260 | PA      | $18945.01      | 0.00%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2049#MA5983                                                                    | CUSIP: 36179UUG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127420 | PA      | $109749.98     | 0.00%             | 2049-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4631400 | PA      | $3581555.68    | 0.01%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                       | BENCHMARK 2020-B19 A5 1.85% 09/15/2053                                                            | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13581251 | PA      | $11608132.90   | 0.02%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/01/2031#BA2290                                                                  | CUSIP: 3140E6RL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29590 | PA      | $28739.88      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU1760                                                                  | CUSIP: 3138X05W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11309 | PA      | $11017.61      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW2591                                                                  | CUSIP: 3138XR2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8119 | PA      | $7930.00       | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2046#AS7960                                                                  | CUSIP: 3138WHZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94331 | PA      | $90670.73      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025                                                       | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9658421.28    | 0.02%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2030#AS5156                                                                  | CUSIP: 3138WEWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67895 | PA      | $66096.59      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#G08863                                                                  | CUSIP: 3128MJ5Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51449 | PA      | $49291.74      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#FM8955                                                                    | CUSIP: 3140XC5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49842 | PA      | $45009.36      | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 6/36 #782394                                                                           | CUSIP: 36241KUT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     481873 | PA      | $496877.24     | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 0.95% 08/15/2025                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   10826000 | PA      | $10742044.37   | 0.02%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL OHARE INTL ARPT REV                                                  | CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS                                                  | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7250000 | PA      | $7870811.70    | 0.01%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2036#RC2251                                                                    | CUSIP: 3133L8QC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1193720 | PA      | $1080210.88    | 0.00%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AY5297                                                                    | CUSIP: 3138YJ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21699 | PA      | $20339.25      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/33 #555880                                                                          | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40855 | PA      | $41801.35      | 0.00%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AT2008                                                                  | CUSIP: 3138WPGS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492100 | PA      | $427720.33     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2040#V81897                                                                    | CUSIP: 3132L7DA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92746 | PA      | $86930.05      | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.25% 01/14/2035                                                         | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    3300000 | PA      | $3382824.79    | 0.01%             | 2035-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#CB4276                                                                    | CUSIP: 3140QPXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3738702 | PA      | $3434576.62    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#G08864                                                                    | CUSIP: 3128MJ6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1896594 | PA      | $1874342.05    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.625% 01/12/2027                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    5164000 | PA      | $5052933.26    | 0.01%             | 2027-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/34 #770175                                                                           | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        449 | PA      | $451.07        | 0.00%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #AE4113                                                                          | CUSIP: 31419ESB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102740 | PA      | $98177.77      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 6/35 #735855                                                                           | CUSIP: 31402RQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77882 | PA      | $81483.85      | 0.00%             | 2035-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 12/31/2026                                                                        | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125150000 | PA      | $125624200.86  | 0.20%             | 2026-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2049#RA1316                                                                  | CUSIP: 3133KGN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63084 | PA      | $60399.64      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC3412                                                                  | CUSIP: 3140AQYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1204109 | PA      | $1136407.08    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.3% 05/20/2045                                                            | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    5092000 | PA      | $4114638.62    | 0.01%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BJ4590                                                                  | CUSIP: 3140H6C49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86457 | PA      | $78037.35      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#AL9603                                                                  | CUSIP: 3138ERU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16043 | PA      | $14545.93      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2050#RA2959                                                                  | CUSIP: 3133KJJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     169532 | PA      | $139889.17     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 5% 02/15/2033                                                           | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3781605.04    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2051#MA7136                                                                    | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18531706 | PA      | $15549687.69   | 0.02%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2045#MA2520                                                                    | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     713442 | PA      | $638894.52     | 0.00%             | 2045-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2031#890776                                                                  | CUSIP: 31410LT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2427 | PA      | $2391.54       | 0.00%             | 2031-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 4.1% 06/15/2048                                                           | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1519669.36    | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2050#FM4459                                                                    | CUSIP: 3140X75V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1634101 | PA      | $1519941.37    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.35% 06/17/2054                                                      | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2810000 | PA      | $2752064.23    | 0.00%             | 2054-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/15/2026                                                                       | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29250000 | PA      | $29407675.64   | 0.05%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 01/01/2028#J22134                                                                  | CUSIP: 31307ALP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2582 | PA      | $2538.19       | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#Q37992                                                                    | CUSIP: 3132QU3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326750 | PA      | $306055.94     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 10/26 #AJ4401                                                                     | CUSIP: 3138AV3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        774 | PA      | $765.20        | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2041#A96912                                                                  | CUSIP: 312945VD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     399993 | PA      | $382278.41     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/38 #995018                                                                           | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56539 | PA      | $58138.98      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 6/41 #Q01393                                                                           | CUSIP: 3132GERN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146856 | PA      | $144701.93     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.272% 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19285000 | PA      | $17558833.01   | 0.03%             | 2036-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 6/35 #888353                                                                           | CUSIP: 31410F5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268450 | PA      | $277439.94     | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.75% 03/12/2054                                                                  | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3700000 | PA      | $3280864.00    | 0.01%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2036#QN5018                                                                    | CUSIP: 3133GBSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507425 | PA      | $462346.68     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2031#J35277                                                                  | CUSIP: 31307R2J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4178 | PA      | $4090.41       | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026                                                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1396945.09    | 0.00%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028                                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4060000 | PA      | $4074976.53    | 0.01%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.6% 01/13/2051                                                                    | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5404000 | PA      | $3880550.04    | 0.01%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/37 #944721                                                                           | CUSIP: 31413GAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7642 | PA      | $7864.19       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1996063.80    | 0.00%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2032#G16257                                                                  | CUSIP: 3128MFE61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31995 | PA      | $30567.71      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 11/30/2036                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3498144.54    | 0.01%             | 2036-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#BK3288                                                                  | CUSIP: 3140HGUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19386 | PA      | $18560.87      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 5/39 #716211                                                                           | CUSIP: 3620A1VC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117199 | PA      | $119553.86     | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.45% 06/01/2029                                                              | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4640628.09    | 0.01%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/42 #AK9701                                                                           | CUSIP: 3138EEX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65935 | PA      | $62617.41      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#BO7516                                                                    | CUSIP: 3140K3K68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306488 | PA      | $284214.10     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2030                                                                       | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119300000 | PA      | $117496519.23  | 0.19%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026                                                       | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9995951.60    | 0.02%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2030#MA2474                                                                  | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32971 | PA      | $32035.81      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2053#MA5108                                                                    | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1848512 | PA      | $1872077.67    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2052#SD8278                                                                    | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19931143 | PA      | $20247515.89   | 0.03%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 09/01/2060                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7409000 | PA      | $3962364.32    | 0.01%             | 2060-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 4.15% 08/15/2044                                                                 | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3694000 | PA      | $2979215.73    | 0.00%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                          | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $6556574.10    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 3.3% 05/15/2026                                                                       | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5959546.20    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2044#Q26140                                                                    | CUSIP: 3132M6PZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4704 | PA      | $4448.84       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.1% 03/15/2055                                                       | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4745828.15    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC1845                                                                    | CUSIP: 3140EWBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5128 | PA      | $4493.22       | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#CB1771                                                                  | CUSIP: 3140QL6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     267031 | PA      | $197343.14     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2045#AS5587                                                                  | CUSIP: 3138WFF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     931675 | PA      | $846185.59     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.00% 10/42 #MA0461                                                                       | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4236 | PA      | $3836.06       | 0.00%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TA CA 6.263% 4/1/49                                                                      | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3855948.00    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.2% 01/15/2027                                                                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6863000 | PA      | $6611619.98    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AJ4047                                                                          | CUSIP: 3138AVP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1917680 | PA      | $1826195.59    | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2046#MA3874                                                                    | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2685862 | PA      | $2432350.30    | 0.00%             | 2046-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#Q21083                                                                  | CUSIP: 3132JNFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     259742 | PA      | $232034.90     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 4/1/43 #AT1744                                                                     | CUSIP: 3138WN5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57452 | PA      | $52763.11      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2053#                                                                          | CUSIP: 3133BXLE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381230 | PA      | $369748.26     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/39 #995654                                                                           | CUSIP: 31416CBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12035 | PA      | $12625.71      | 0.00%             | 2039-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                  | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75652659 | PA      | $62566594.62   | 0.10%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FGCI 15YR 2.5% 09/31#J35199                                                                       | CUSIP: 31307RX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61591 | PA      | $59030.70      | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    8400000 | PA      | $9024909.60    | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.85% 03/27/2030                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4462407.01    | 0.01%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2044#AS3417                                                                  | CUSIP: 3138WCYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20262 | PA      | $20220.24      | 0.00%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#Q53751                                                                  | CUSIP: 3132XWEZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46242 | PA      | $41793.68      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#SD8171                                                                  | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58668297 | PA      | $43357531.63   | 0.07%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 11/42 #AQ0198                                                                          | CUSIP: 3138MFGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100898 | PA      | $93275.45      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 5.203% 02/15/2056                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4998121.00    | 0.01%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2043#AR2462                                                                  | CUSIP: 3138NYWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1314770 | PA      | $1181435.87    | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 10/01/2039#RB5011                                                                    | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270417 | PA      | $246169.63     | 0.00%             | 2039-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2054#QJ7065                                                                  | CUSIP: 3133CXZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1338336 | PA      | $1266541.92    | 0.00%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.9% 05/15/2050                                                            | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6273000 | PA      | $3771213.87    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC1849                                                                    | CUSIP: 3140EWBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98925 | PA      | $86684.93      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#CA3096                                                                  | CUSIP: 3140QANN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     445271 | PA      | $426045.17     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.0% 09/01/2040#A93742                                                                  | CUSIP: 312942EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2567 | PA      | $2454.72       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 8/37 #995084                                                                           | CUSIP: 31416BM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18704 | PA      | $19202.86      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2049#MA3851                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1014283 | PA      | $969853.53     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#MA3384                                                                    | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2501832 | PA      | $2329397.93    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.625% 04/01/2040                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1672795.98    | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK9909                                                                    | CUSIP: 3140HQAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19934 | PA      | $18492.00      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 05/01/2033#RC1400                                                                    | CUSIP: 3133L7RV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15838 | PA      | $14785.77      | 0.00%             | 2033-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/2041#AE6383                                                                  | CUSIP: 31419HCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8736 | PA      | $8780.07       | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.449%/VAR 06/11/2035                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12625300.04   | 0.02%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050                                                  | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4543000 | PA      | $3671683.22    | 0.01%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12470000 | PA      | $11654959.55   | 0.02%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2032#ZT2011                                                                  | CUSIP: 3132AEGU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     559395 | PA      | $549336.77     | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 4/39 #704488                                                                           | CUSIP: 36296XUM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207118 | PA      | $211257.01     | 0.00%             | 2039-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3564                                                                  | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     250666 | PA      | $239842.76     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 07/01/2039#RB5001                                                                  | CUSIP: 3133KYRW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323024 | PA      | $302064.93     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#                                                                        | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6501261 | PA      | $6136740.95    | 0.01%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   89875000 | PA      | $89258601.30   | 0.14%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2036#                                                                        | CUSIP: 3128MJDR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3803 | PA      | $3913.71       | 0.00%             | 2036-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.35% 03/26/2030                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7992000 | PA      | $7642277.27    | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048                                                   | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    7808000 | PA      | $6722752.88    | 0.01%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#MA4568                                                                  | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10769788 | PA      | $9946888.68    | 0.02%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040                                                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3204868.29    | 0.01%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.625% 07/15/2035                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6899493.75    | 0.01%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 10/41 #774529                                                                          | CUSIP: 36176SHE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47553 | PA      | $46621.42      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2052#SD8267                                                                    | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25821578 | PA      | $25132653.55   | 0.04%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2046#MA3801                                                                    | CUSIP: 36179SGJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273312 | PA      | $235916.35     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ9947                                                                  | CUSIP: 3138MSBR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9613 | PA      | $8909.06       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2047#MA3148                                                                  | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     709835 | PA      | $641595.90     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2054#MA9781                                                                    | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22167978 | PA      | $22643033.50   | 0.04%             | 2054-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.8% 10/01/2029                                                                      | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2707000 | PA      | $2542929.89    | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8518                                                                  | CUSIP: 3133GFPB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51818109 | PA      | $45509015.72   | 0.07%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2032#AS9532                                                                    | CUSIP: 3138WKSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10937 | PA      | $10569.81      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3769000 | PA      | $3269983.23    | 0.01%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#MA4785                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1575645 | PA      | $1528520.88    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2034#757037                                                                  | CUSIP: 31403TBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25674 | PA      | $26235.12      | 0.00%             | 2034-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2048#MA5190                                                                      | CUSIP: 36179TXT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     107491 | PA      | $94702.08      | 0.00%             | 2048-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043                                                        | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1444285.27    | 0.00%             | 2043-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   10390000 | PA      | $9685566.10    | 0.02%             | 2043-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2032#G18658                                                                  | CUSIP: 3128MMWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157441 | PA      | $150288.75     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 12/38 #G05132                                                                          | CUSIP: 3128M7A97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     370025 | PA      | $372472.81     | 0.00%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 12/41#783523                                                                         | CUSIP: 36241L4G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120061 | PA      | $123281.52     | 0.00%             | 2041-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV2367                                                                  | CUSIP: 3138XDTZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2550 | PA      | $2493.81       | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1132249.06    | 0.00%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 4/42 #AK9941                                                                           | CUSIP: 3138EFBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65642 | PA      | $60584.85      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2051#QC2293                                                                    | CUSIP: 3133ALRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     696059 | PA      | $599278.46     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2027#AL2740                                                                    | CUSIP: 3138EKBJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        443 | PA      | $437.27        | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BN0509                                                                    | CUSIP: 3140JGR72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143914 | PA      | $133859.90     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2037#FS3271                                                                    | CUSIP: 3140XJT52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3490632 | PA      | $3294709.00    | 0.01%             | 2037-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                             | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3821487.11    | 0.01%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2028#ZK5842                                                                    | CUSIP: 3131X9P32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32222 | PA      | $31598.88      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/32 #995673                                                                           | CUSIP: 31416CCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63472 | PA      | $65952.11      | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 03/20/2044#MA1763                                                                    | CUSIP: 36179N5Y0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     258147 | PA      | $259940.06     | 0.00%             | 2044-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1791417.60    | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2034#FM1570                                                                    | CUSIP: 3140X4W85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     778431 | PA      | $761197.73     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 06/01/2028#J24428                                                                  | CUSIP: 31307C4M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104820 | PA      | $102971.58     | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 01/01/2055#FA0445                                                             | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25274990 | PA      | $25039424.64   | 0.04%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.65% 02/23/2046                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   14788000 | PA      | $13275952.14   | 0.02%             | 2046-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AY0857                                                                    | CUSIP: 3138YD5T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21318 | PA      | $20970.25      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2049#SD8011                                                                  | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185163 | PA      | $166263.09     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2030#AY1646                                                                  | CUSIP: 3138YEZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29067 | PA      | $28120.30      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM3662                                                                    | CUSIP: 3140X7B81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28097 | PA      | $24234.39      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2049#FM1914                                                                    | CUSIP: 3140X5DU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29183 | PA      | $27098.38      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 6/40 #AL0152                                                                           | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139001 | PA      | $145855.84     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027                                            | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11745814 | PA      | $11744215.01   | 0.02%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 06/01/2026#AB3137                                                                    | CUSIP: 31416YPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21292 | PA      | $21166.33      | 0.00%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2048#BK7097                                                                    | CUSIP: 3140HL3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6402 | PA      | $6332.58       | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/34 #763703                                                                           | CUSIP: 31404BNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393602 | PA      | $403342.97     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 2.979% 12/15/2055                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $1866015.91    | 0.00%             | 2055-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 12/40 #AH0851                                                                          | CUSIP: 3138A15M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17003 | PA      | $16180.06      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 5/40 #711509                                                                           | CUSIP: 36297GN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     271307 | PA      | $265971.81     | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/43#MA0784                                                                           | CUSIP: 36179M2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2779 | PA      | $2653.30       | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2034#MA3657                                                                    | CUSIP: 31418DB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     359877 | PA      | $343726.34     | 0.00%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.75% 04/12/2027                                                              | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   10154000 | PA      | $9903703.90    | 0.02%             | 2027-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2041#AI5063                                                                  | CUSIP: 3138AJTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105379 | PA      | $103638.17     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.6% 04/13/2032                                                                    | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1893014.84    | 0.00%             | 2032-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.1% 04/01/2033                                                             | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7469745.07    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AO8250                                                                           | CUSIP: 3138M0EY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1021955 | PA      | $949119.09     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028                                                | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $7735478.18    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2047#G08754                                                                  | CUSIP: 3128MJZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44794 | PA      | $43069.99      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2054#QJ8699                                                                  | CUSIP: 3133D0UY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1182550 | PA      | $1117262.09    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#MA4470                                                                    | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15052719 | PA      | $13602565.85   | 0.02%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX2252                                                                  | CUSIP: 3138Y3QE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114008 | PA      | $110249.12     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/37 #888890                                                                          | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     554736 | PA      | $585771.28     | 0.00%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 03/01/2040#DD4155                                                                    | CUSIP: 3140B4TM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6836821 | PA      | $6841704.65    | 0.01%             | 2040-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#BA7469                                                                    | CUSIP: 3140ECJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41952 | PA      | $39244.06      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH5064                                                                    | CUSIP: 3140GTTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65426 | PA      | $63082.74      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 3.144% 11/1/2045                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1850000 | PA      | $1347431.96    | 0.00%             | 2045-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5.594% 01/11/2033                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2753306.15    | 0.00%             | 2033-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC1417                                                                           | CUSIP: 31417KSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     705013 | PA      | $693913.12     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2049#FM3083                                                                  | CUSIP: 3140X6M99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134928 | PA      | $129186.24     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#QO0952                                                                    | CUSIP: 3133WKBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392998 | PA      | $381964.60     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FREDDIE MAC POOL 20YR 2% 03/01/2040#RB0168                                                        | CUSIP: 3133KTFH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69419 | PA      | $59593.81      | 0.00%             | 2040-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU2807                                                                  | CUSIP: 3138X2DM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82477 | PA      | $74287.07      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT3526                                                                  | CUSIP: 3138WQ4L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93400 | PA      | $83602.60      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 10/01/2028#J25939                                                                  | CUSIP: 31307ES47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12296 | PA      | $12109.60      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#BA3545                                                                    | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2813 | PA      | $2731.82       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030                                                 | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   13146000 | PA      | $11116651.98   | 0.02%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q19517                                                                  | CUSIP: 3132JBAT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     410784 | PA      | $368874.24     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 02/15/2041                                                      | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4764800 | PA      | $4737811.89    | 0.01%             | 2041-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.00% 10/40 #783232                                                                       | CUSIP: 36241LSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4451 | PA      | $4481.94       | 0.00%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.625% 09/01/2053                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6767804.23    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2029#AX6170                                                                  | CUSIP: 3138Y72C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75820 | PA      | $74795.12      | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/45#BA3523                                                                      | CUSIP: 3140E74H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11345 | PA      | $10612.82      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2049#ZA6282                                                                    | CUSIP: 31329P6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     586030 | PA      | $544540.50     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.25% 03/14/2044                                                                | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3946000 | PA      | $3660373.84    | 0.01%             | 2044-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.2% 03/15/2035                                                                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $6996027.81    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/51#MA7368                                                                           | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8482534 | PA      | $7404423.73    | 0.01%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#Q54325                                                                  | CUSIP: 3132XWYX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30562 | PA      | $27622.44      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                                                   | MA WTR 2.823% 8/1/2041                                                                            | CUSIP: 576051ZT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4445000 | PA      | $3459767.97    | 0.01%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#QG6041                                                                    | CUSIP: 3133C6WA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1266916 | PA      | $1287422.11    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZA5675                                                                    | CUSIP: 31329PJU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100426 | PA      | $93504.46      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.6% 07/15/2041                                                             | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2283000 | PA      | $2047949.28    | 0.00%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 06/15/2053                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3018442.45    | 0.00%             | 2053-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.455% 02/19/2029                                                                  | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   16952000 | PA      | $16474502.34   | 0.03%             | 2029-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 8/39 #711450                                                                           | CUSIP: 36297GL73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      63584 | PA      | $61054.39      | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#AS6309                                                                  | CUSIP: 3138WGAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213274 | PA      | $193770.64     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#AS7631                                                                    | CUSIP: 3138WHPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353109 | PA      | $342620.70     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.85% 03/01/2026                                                       | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     538000 | PA      | $535246.54     | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2029#AL6204                                                                    | CUSIP: 3138EN3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7855 | PA      | $7806.03       | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2030#AS5926                                                                  | CUSIP: 3138WFSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17895 | PA      | $17238.80      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2050#MA3907                                                                    | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232451 | PA      | $215558.18     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 6/26 #AI4871                                                                      | CUSIP: 3138AJMV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24747 | PA      | $24595.19      | 0.00%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.7% 07/15/2041                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8391121.44    | 0.01%             | 2041-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/39 #AO3519                                                                           | CUSIP: 3138LT4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62256 | PA      | $59644.09      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/37 #995050                                                                           | CUSIP: 31416BL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156122 | PA      | $163230.46     | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/2044#AS1594                                                                  | CUSIP: 3138WAXY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66081 | PA      | $66233.16      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AY1360                                                                  | CUSIP: 3138YEQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63568 | PA      | $58025.91      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AR0004                                                                  | CUSIP: 3138NWAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67675 | PA      | $62175.27      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2041#AL0244                                                                  | CUSIP: 3138EGHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266803 | PA      | $268161.52     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.45% 08/04/2026                                                                        | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   16363000 | PA      | $16052493.42   | 0.03%             | 2026-08-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/46#MA4130                                                                           | CUSIP: 36179SST5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31892 | PA      | $32114.15      | 0.00%             | 2046-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/28#AT7732                                                                       | CUSIP: 3138WVSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25400 | PA      | $24771.97      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2046#MA3453                                                                      | CUSIP: 36179RZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23206189 | PA      | $20539560.95   | 0.03%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#MA3149                                                                    | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85522 | PA      | $79787.88      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 3.8% 06/15/2047                                                           | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3678000 | PA      | $2666240.68    | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 08/20/2052#MA8202                                                                      | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     637781 | PA      | $621249.26     | 0.00%             | 2052-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2047#G08778                                                                    | CUSIP: 3128MJ2L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32629 | PA      | $28486.78      | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2048#ZT1323                                                                    | CUSIP: 3132ADPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     588967 | PA      | $511861.90     | 0.00%             | 2048-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#BN4426                                                                  | CUSIP: 3140JL4L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223815 | PA      | $214151.24     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 8/42 #776802                                                                           | CUSIP: 36176UX75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8444 | PA      | $7826.19       | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2050#MA4157                                                                  | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130847 | PA      | $97067.88      | 0.00%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.65% 10/15/2025                                                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9730000 | PA      | $9722067.13    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#BJ8566                                                                    | CUSIP: 3140HAQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     795149 | PA      | $692044.97     | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AB9747                                                                  | CUSIP: 31417GZM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233638 | PA      | $208864.79     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH9253                                                                           | CUSIP: 3138ABH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13903 | PA      | $13630.49      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 4.4% 03/15/2048                                                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7713000 | PA      | $6326954.69    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#BC4943                                                                    | CUSIP: 3140F0P57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16143 | PA      | $15693.75      | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   14660000 | PA      | $14673006.65   | 0.02%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 4.3% 11/15/2046                                                          | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $5174751.00    | 0.01%             | 2046-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#SD8315                                                                    | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5132383 | PA      | $4984223.28    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#CA5019                                                                    | CUSIP: 3140QCSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53751 | PA      | $46361.51      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 4/27 #AO0794                                                                      | CUSIP: 3138LQ3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1380049 | PA      | $1355163.59    | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.1% 05/17/2027                                                                 | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4679000 | PA      | $4596747.72    | 0.01%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2046#G08723                                                                    | CUSIP: 3128MJYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45008 | PA      | $42101.25      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BV0951                                                                    | CUSIP: 3140MEBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394876 | PA      | $362631.00     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#CA5173                                                                    | CUSIP: 3140QCXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294290 | PA      | $272903.07     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.3% 01/19/2034                                | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2050000 | PA      | $2025087.17    | 0.00%             | 2034-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2027#AK6782                                                                    | CUSIP: 3138EBRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3492 | PA      | $3443.04       | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZN1973                                                                  | CUSIP: 3131Y8FN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17964 | PA      | $17199.25      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD8246                                                                    | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31382121 | PA      | $30461482.46   | 0.05%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 4.4% 06/01/2032                                                                  | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9739623.50    | 0.02%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 1/41 #AH2689                                                                           | CUSIP: 3138A37B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157697 | PA      | $155048.31     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.375% 07/15/2033                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $6017401.43    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 11/15/2043                                                          | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4259180.80    | 0.01%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2048#ZM7612                                                                  | CUSIP: 3131Y2N53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     885266 | PA      | $797395.60     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2027#AO4075                                                                    | CUSIP: 3138LUQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38223 | PA      | $37673.65      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#Q59057                                                                    | CUSIP: 3132Y3B37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66346 | PA      | $61791.55      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#CA2978                                                                  | CUSIP: 3140QAJY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604595 | PA      | $613273.90     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2042#G07162                                                                    | CUSIP: 3128M9JF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     615884 | PA      | $552996.39     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2054#QJ9176                                                                  | CUSIP: 3133D1FR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1325859 | PA      | $1251415.77    | 0.00%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   14451000 | PA      | $13389665.67   | 0.02%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.6% 02/15/2028                                                             | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10118311.70   | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2046#Q44614                                                                  | CUSIP: 3132WJDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2384 | PA      | $2294.11       | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2053#QG2357                                                                  | CUSIP: 3133C2TN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163584 | PA      | $162251.45     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AB9349                                                                  | CUSIP: 31417GL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354933 | PA      | $317792.99     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.7% 03/08/2033                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3480000 | PA      | $3549307.68    | 0.01%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3936                                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6276283 | PA      | $5551151.47    | 0.01%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 06/01/2040#BP9117                                                                  | CUSIP: 3140KHDX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216635 | PA      | $191295.43     | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2045#Q32808                                                                    | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20684 | PA      | $18416.76      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2046#G08704                                                                  | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31020 | PA      | $29913.04      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 6/42 #795664                                                                           | CUSIP: 36177QJJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66225 | PA      | $61220.74      | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#BC0247                                                                    | CUSIP: 3140EUHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4425584 | PA      | $4139919.74    | 0.01%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/47#G08771                                                                         | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5209946 | PA      | $4866961.51    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.65% 09/15/2064                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2455963.26    | 0.00%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2049#FM1991                                                                  | CUSIP: 3140X5F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11709 | PA      | $11158.23      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2033#BK0931                                                                    | CUSIP: 3140HEA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319165 | PA      | $306961.83     | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3471751.40    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2048#ZN1299                                                                  | CUSIP: 3131Y7NQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170089 | PA      | $152993.47     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 2.5% 12/21/2040                                                                        | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1346227.30    | 0.00%             | 2040-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2047#BE7698                                                                  | CUSIP: 3140FTRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100243 | PA      | $90606.42      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5363826.13    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5385                                                                          | CUSIP: 3138AW6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212981 | PA      | $202603.13     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 3.4% 04/01/2032                                                          | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8839469.43    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC2344                                                                    | CUSIP: 3140EWTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     264136 | PA      | $231455.06     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.15% 05/15/2033                                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2925114.29    | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 12/40 #AE8843                                                                          | CUSIP: 31419KZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47745 | PA      | $46899.07      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 11/15/2027                                                                        | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36348700 | PA      | $34970005.08   | 0.06%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.5% 05/15/2035                                                                      | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     970000 | PA      | $942112.51     | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5846                                                                          | CUSIP: 3138AXP88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22495 | PA      | $21332.41      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2042#AB4295                                                                  | CUSIP: 31417AXZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8860 | PA      | $8208.73       | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.4% 01/15/2049                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5171000 | PA      | $4694892.22    | 0.01%             | 2049-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 05/39#MA3660                                                                       | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     422585 | PA      | $395166.22     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.50% 2/38 #782282                                                                           | CUSIP: 36241KRB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45847 | PA      | $47773.04      | 0.00%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2054#MB0091                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13666243 | PA      | $13266099.45   | 0.02%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AU4279                                                                  | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3058620 | PA      | $2734236.20    | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2043#Q15942                                                                    | CUSIP: 3132J7BL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     673654 | PA      | $637561.32     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2036#BT4367                                                                  | CUSIP: 3140LSZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413034 | PA      | $382378.13     | 0.00%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#BJ7666                                                                  | CUSIP: 3140H9QU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317756 | PA      | $304035.32     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.7% 02/01/2027                                                                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6297000 | PA      | $6097868.33    | 0.01%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.1% 04/01/2035                                                                  | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8773920.38    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2032#G16066                                                                  | CUSIP: 3128ME6B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52949 | PA      | $50702.99      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/44#Q28495                                                                    | CUSIP: 3132M9C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125771 | PA      | $118533.90     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.1% 05/12/2031                                                                    | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7251000 | PA      | $6388364.92    | 0.01%             | 2031-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 08/20/2053#MA9107                                                                      | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138084 | PA      | $140231.73     | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 6.593% 10/15/2037                                                             | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5173000 | PA      | $5669078.03    | 0.01%             | 2037-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.375% 02/14/2042                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3016083.28    | 0.00%             | 2042-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2053#SD8350                                                                    | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4125645 | PA      | $4178239.51    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                  | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42415666 | PA      | $42441323.15   | 0.07%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT6466                                                                  | CUSIP: 3138WUFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4698 | PA      | $4167.24       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 04/20/2045#MA2757                                                                    | CUSIP: 36179RB24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4379 | PA      | $4409.46       | 0.00%             | 2045-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 11/01/2030#AZ7574                                                                  | CUSIP: 3140E0MY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137240 | PA      | $133346.43     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  138800000 | PA      | $139119890.97  | 0.22%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#FM3664                                                                    | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15017683 | PA      | $13982614.97   | 0.02%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FM9788                                                                    | CUSIP: 3140XD2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879662 | PA      | $749518.28     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 4.227% 03/19/2040                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $18310524.28   | 0.03%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2037#BV2463                                                                  | CUSIP: 3140MFWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     748163 | PA      | $717421.95     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2039#BC4574                                                                    | CUSIP: 3140F0CL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268475 | PA      | $269880.89     | 0.00%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2051#                                                                        | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200813 | PA      | $164884.77     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2033#MA3311                                                                  | CUSIP: 31418CVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32876 | PA      | $31262.31      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#QA3637                                                                    | CUSIP: 31339UBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670478 | PA      | $579140.11     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2029#AX1318                                                                  | CUSIP: 3138Y2PC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91512 | PA      | $90069.55      | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 10/40 #004834                                                                       | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27516 | PA      | $27067.69      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11231000 | PA      | $10953207.95   | 0.02%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8869065.65    | 0.01%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.5% 09/15/2029                                                              | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2008318.20    | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA8682                                                                           | CUSIP: 31416SUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7516 | PA      | $7402.49       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#MA3416                                                                  | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405229 | PA      | $387984.62     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2029#AX2882                                                                  | CUSIP: 3138Y4FY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80836 | PA      | $78232.47      | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#MA4305                                                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     632215 | PA      | $494508.23     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU2804                                                                  | CUSIP: 3138X2DJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68831 | PA      | $61212.36      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 10/01/2034#G08014                                                                  | CUSIP: 3128MJAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        436 | PA      | $438.72        | 0.00%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.875% 02/10/2028                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10262763.91   | 0.02%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BT9443                                                                  | CUSIP: 3140LYP56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18281351 | PA      | $16089789.53   | 0.03%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2041#A96970                                                                  | CUSIP: 312945W79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30992 | PA      | $29570.94      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2030#AZ6345                                                                  | CUSIP: 3138YYBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6364 | PA      | $6139.64       | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4% 05/10/2046                                                                | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2473409.00    | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2046#AL8208                                                                  | CUSIP: 3138ETDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2749 | PA      | $2648.63       | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 8.125% 07/15/2039                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $7825441.35    | 0.01%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2027#ZK3836                                                                    | CUSIP: 3131X7HM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44094 | PA      | $43514.27      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/45#MA3173                                                                         | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2939777 | PA      | $2666891.93    | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2042#Q12612                                                                    | CUSIP: 3132HN3V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218410 | PA      | $195362.96     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 07/01/2038#SB8242                                                                  | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125890 | PA      | $124354.25     | 0.00%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2041#Q04661                                                                  | CUSIP: 3132GKZ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1254949 | PA      | $1234232.25    | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 11/01/2033#ZT1345                                                                  | CUSIP: 3132ADP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     655015 | PA      | $635879.73     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $5317671.24    | 0.01%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.85% 08/15/2042                                                        | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1760637.30    | 0.00%             | 2042-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#Q57796                                                                    | CUSIP: 3132Y1UW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20890 | PA      | $19475.86      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#ZN4497                                                                  | CUSIP: 3131YA7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73950 | PA      | $66470.84      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AE9338                                                                           | CUSIP: 31419LLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23840 | PA      | $22765.30      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/37 #889563                                                                          | CUSIP: 31410KJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21031 | PA      | $21628.08      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2036#FM6619                                                                    | CUSIP: 3140XAK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44362 | PA      | $40629.15      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/43 #MA1012                                                                        | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5504812 | PA      | $5053477.51    | 0.01%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2048#MA5466                                                                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1861430 | PA      | $1730217.00    | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BK9696                                                                  | CUSIP: 3140HPX28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22611 | PA      | $21648.35      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/34 #725598                                                                           | CUSIP: 31402DDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1084060 | PA      | $1111260.86    | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 2/38 #G03854                                                                           | CUSIP: 3128M5TK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96563 | PA      | $97200.58      | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  186500000 | PA      | $186179453.13  | 0.30%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#MA3438                                                                  | CUSIP: 31418CZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     525597 | PA      | $511063.76     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#BX9892                                                                    | CUSIP: 3140NE7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28713 | PA      | $27890.39      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU4165                                                                  | CUSIP: 3138X3TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9837 | PA      | $9010.66       | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2049#MA6285                                                                      | CUSIP: 36179U6W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     785042 | PA      | $727250.38     | 0.00%             | 2049-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9750742.89    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.78% 12/17/2029                                         | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3435000 | PA      | $3465487.34    | 0.01%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8495974.20    | 0.01%             | 2034-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2035#MA4053                                                                  | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14242657 | PA      | $13261222.13   | 0.02%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 3.25% 07/20/2028                                                      | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    7150000 | PA      | $6965446.99    | 0.01%             | 2028-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2051#MA7419                                                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22066120 | PA      | $19261567.21   | 0.03%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN1172                                                                  | CUSIP: 3140JHJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35237 | PA      | $33715.57      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK5328                                                                    | CUSIP: 3140HJ4N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281474 | PA      | $262074.02     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#                                                                        | CUSIP: 3133B1QG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     389361 | PA      | $321524.51     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#BO1040                                                                    | CUSIP: 3140JVEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     530848 | PA      | $458531.70     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4% 11/20/2045                                                                   | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4162000 | PA      | $3377493.51    | 0.01%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT7621                                                                  | CUSIP: 3138WVPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39254 | PA      | $35138.44      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2027#AB5320                                                                  | CUSIP: 31417B4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31708 | PA      | $31084.13      | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 10/41 #AL0933                                                                          | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319114 | PA      | $320704.37     | 0.00%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#AS9332                                                                    | CUSIP: 3138WKLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12512 | PA      | $12099.13      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.461% 07/12/2049                                                                  | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    5181000 | PA      | $3543800.43    | 0.01%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  188570400 | PA      | $116670569.44  | 0.19%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#AS8678                                                                  | CUSIP: 3138WJUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379279 | PA      | $362783.31     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2037#QO0734                                                                  | CUSIP: 3133WJY78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68049 | PA      | $65444.74      | 0.00%             | 2037-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2040#AE3951                                                                  | CUSIP: 31419EL98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13753 | PA      | $13098.35      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.6% 07/01/2030                                                                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5684000 | PA      | $5454964.13    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                 | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5505049.35    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 04/20/2055#MB0309                                                                      | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     474016 | PA      | $479278.56     | 0.00%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2037#SB0729                                                                  | CUSIP: 3132CWY24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     297285 | PA      | $285255.62     | 0.00%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048                                                    | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   14894000 | PA      | $12916428.89   | 0.02%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.9% 03/15/2030                                                      | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1267202.97    | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2050#MA6409                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40211768 | PA      | $35201473.93   | 0.06%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AU2619                                                                  | CUSIP: 3138X14D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18824 | PA      | $18338.96      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2050#                                                                        | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87498066 | PA      | $72007574.76   | 0.11%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7972183.99    | 0.01%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2054#SD8395                                                                  | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118671 | PA      | $117741.67     | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.125% 12/15/2049                                                                  | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5317000 | PA      | $3479348.83    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 3% 10/31#AS8216                                                                    | CUSIP: 3138WJDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1578772 | PA      | $1528460.99    | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 2.25% 03/15/2031                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1746183.34    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13533000 | PA      | $11481805.36   | 0.02%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 6/33 #003401                                                                        | CUSIP: 36202DX63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        731 | PA      | $724.30        | 0.00%             | 2033-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 07/01/2037#310068                                                                  | CUSIP: 31374CMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15517 | PA      | $15606.53      | 0.00%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.2% 04/01/2030                                                                     | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4485606.23    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#                                                                        | CUSIP: 3133B4MU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203494 | PA      | $167722.00     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.75% 10/08/2027                                                                       | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   16844000 | PA      | $15664937.18   | 0.03%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.2% 03/01/2048                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3868000 | PA      | $3080157.95    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#BE7004                                                                    | CUSIP: 3140FSYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43667 | PA      | $42239.12      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU7446                                                                  | CUSIP: 3140M9HY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1044048 | PA      | $920192.85     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  172262300 | PA      | $104649347.25  | 0.17%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7% 12/14/2036                                                               | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     302000 | PA      | $310381.24     | 0.00%             | 2036-12-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.15% 06/15/2030                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4119983.56    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#AS8966                                                                    | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5187 | PA      | $4842.38       | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 03/20/2045#MA2682                                                                    | CUSIP: 36179Q6T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57137 | PA      | $58639.28      | 0.00%             | 2045-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.375% 03/15/2042                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9373000 | PA      | $7820400.32    | 0.01%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8483                                                                    | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8715653 | PA      | $7626383.89    | 0.01%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#BV0919                                                                    | CUSIP: 3140MEAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75653 | PA      | $64567.03      | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#Q38188                                                                    | CUSIP: 3132QVC25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23162 | PA      | $21738.31      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 06/01/2038#MA5042                                                                  | CUSIP: 31418ES84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45607 | PA      | $45051.01      | 0.00%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2876                                                                  | CUSIP: 3140QNFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     758716 | PA      | $622260.70     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2041#AH3225                                                                  | CUSIP: 3138A4SP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337043 | PA      | $346505.55     | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2038#934275                                                                  | CUSIP: 31412TMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        301 | PA      | $309.49        | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.256% 5/15/2060                                                                  | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10635000 | PA      | $6515110.54    | 0.01%             | 2060-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2051#MA4481                                                                    | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221011 | PA      | $204137.50     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.3% 05/15/2031                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2309995.46    | 0.00%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#SD8016                                                                    | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13211638 | PA      | $11411836.74   | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/30#J30802                                                                         | CUSIP: 31307L3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102365 | PA      | $99932.39      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 4.00% 9/40 #A93748                                                                           | CUSIP: 312942EV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13487 | PA      | $12912.03      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2043#G08541                                                                  | CUSIP: 3128MJS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     274970 | PA      | $253595.00     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#AS3467                                                                    | CUSIP: 3138WCZ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23056 | PA      | $21757.65      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2047#BE3774                                                                    | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1349516 | PA      | $1259033.10    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BA0923                                                                    | CUSIP: 3140E5AZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4032 | PA      | $3906.46       | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 07/15/2042#AA8233                                                                  | CUSIP: 36178GEE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47427 | PA      | $44061.01      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.9% 11/19/2029                                                                        | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1906159.34    | 0.00%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 4/40 #727851                                                                           | CUSIP: 3620AETG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31053 | PA      | $29813.20      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 8/38 #G04587                                                                           | CUSIP: 3128M6NC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8788 | PA      | $9043.62       | 0.00%             | 2038-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $8665607.08    | 0.01%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2051#CB0738                                                                    | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72351 | PA      | $61703.02      | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#Q54362                                                                  | CUSIP: 3132XWZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60261 | PA      | $54464.41      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   14074000 | PA      | $11376870.18   | 0.02%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#Q51774                                                                  | CUSIP: 3132XT6L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218739 | PA      | $197972.44     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.1% 02/20/2035                                                                | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3375986.94    | 0.01%             | 2035-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.35% 02/11/2049                                                            | CUSIP: 455780CJ3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   13600000 | PA      | $12896200.00   | 0.02%             | 2049-02-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 7/1/43 #AU2691                                                                     | CUSIP: 3138X17D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     940184 | PA      | $840972.04     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/35 #735676                                                                           | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     628565 | PA      | $632088.02     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10319000 | PA      | $10307984.67   | 0.02%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 1/35 #357686                                                                           | CUSIP: 31376KJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2478 | PA      | $2575.18       | 0.00%             | 2035-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/52#QF0904                                                                         | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380714 | PA      | $370080.79     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 1/39 #G05249                                                                           | CUSIP: 3128M7EW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2143 | PA      | $2157.65       | 0.00%             | 2039-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AO8632                                                                           | CUSIP: 3138M0SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4775 | PA      | $4423.00       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST GO 7.6% 11/01/40                                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10305000 | PA      | $12233629.18   | 0.02%             | 2040-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2047#G08785                                                                    | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1248294 | PA      | $1166115.08    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#MA2653                                                                    | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21285 | PA      | $19897.84      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.2% 03/15/2048                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4398000 | PA      | $3542287.03    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.95% 03/15/2028                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14918755.40   | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 07/01/2036#A50765                                                                  | CUSIP: 3128KCZ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2651 | PA      | $2668.98       | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#MA5191                                                                    | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12331107 | PA      | $12476746.94   | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 01/01/2037#G06870                                                                  | CUSIP: 3128M86F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9354 | PA      | $9421.45       | 0.00%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 5.45% 10/01/2043                                                        | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4588000 | PA      | $4219023.73    | 0.01%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.95% 06/15/2025                                                                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   15612000 | PA      | $15605695.41   | 0.02%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.125% 05/15/2050                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $4278490.25    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 09/20/2051#MA7587                                                                    | CUSIP: 36179WNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     247841 | PA      | $190426.61     | 0.00%             | 2051-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2033#G18676                                                                  | CUSIP: 3128MMXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1802221 | PA      | $1717454.35    | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5% 07/15/2035                                                                | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $968352.33     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/29#J26920                                                                         | CUSIP: 31307FVM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1867 | PA      | $1827.87       | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.375% 08/15/2025                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10882000 | PA      | $10880479.68   | 0.02%             | 2025-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 3.875% 01/15/2035                                                  | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1919989.44    | 0.00%             | 2035-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 12/01/2043#AS1254                                                                  | CUSIP: 3138WAMC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132087 | PA      | $132385.32     | 0.00%             | 2043-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 08/15/2027                                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337064100 | PA      | $325464355.84  | 0.52%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/37 #889072                                                                          | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52602 | PA      | $55613.12      | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/34 #255498                                                                          | CUSIP: 31371LX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9433 | PA      | $9678.80       | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2048#MA3383                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     923918 | PA      | $833077.52     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2032#AS8722                                                                    | CUSIP: 3138WJVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9268 | PA      | $8964.44       | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3% 10/15/2027                                                                         | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   14466000 | PA      | $14091086.27   | 0.02%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AE9743                                                                     | CUSIP: 31419LZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10589 | PA      | $10536.86      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                             | MEMORIAL SLOAN KTTRNG CNCR CTR 4.2% 07/01/2055                                                    | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1866695.88    | 0.00%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2027#AB6373                                                                  | CUSIP: 31417DCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57981 | PA      | $57031.64      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5700000 | PA      | $5073516.99    | 0.01%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 3/38 #962074                                                                           | CUSIP: 31414CJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59720 | PA      | $62597.00      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2049#QA5031                                                                    | CUSIP: 31346YSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226051 | PA      | $196386.51     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 09/01/2035#MA4122                                                                  | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620809 | PA      | $549878.29     | 0.00%             | 2035-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AX7675                                                                    | CUSIP: 3138Y9Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18442 | PA      | $17971.39      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/35 #735580                                                                           | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42285 | PA      | $42520.94      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AS4414                                                                  | CUSIP: 3138WD3Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26846 | PA      | $24504.02      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#AL8109                                                                    | CUSIP: 3138ETAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176622 | PA      | $171771.36     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/48#BK4769                                                                         | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4494898 | PA      | $4446259.52    | 0.01%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR3898                                                                  | CUSIP: 3138W1KL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     748811 | PA      | $690772.16     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2046#AS7736                                                                    | CUSIP: 3138WHS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72139 | PA      | $63213.48      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2027#AP0462                                                                  | CUSIP: 3138M3QQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9332 | PA      | $9232.29       | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#BU0522                                                                    | CUSIP: 3140M1SL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205596 | PA      | $185789.10     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#Q35784                                                                    | CUSIP: 3132QSNA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     459944 | PA      | $431101.91     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2037#BW1354                                                                  | CUSIP: 3140MSQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1591557 | PA      | $1523674.59    | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2052#BW3435                                                                    | CUSIP: 3140MUY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25002 | PA      | $22967.78      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2050#MA4145                                                                    | CUSIP: 31418DTB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129698 | PA      | $120110.72     | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 04/01/2030#FM7132                                                                  | CUSIP: 3140XA4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375704 | PA      | $365379.40     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#CA5423                                                                    | CUSIP: 3140QDAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275588 | PA      | $237269.90     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.8% 05/20/2045                                                                      | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1781595.30    | 0.00%             | 2045-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2237901.34    | 0.00%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2045#Q34885                                                                  | CUSIP: 3132QRNB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     214224 | PA      | $188366.88     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.489% 09/25/2034                                                  | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7346955 | PA      | $7203529.21    | 0.01%             | 2034-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN1171                                                                  | CUSIP: 3140JHJR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6725 | PA      | $6434.73       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.25% 08/17/2045                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4602000 | PA      | $4310051.79    | 0.01%             | 2045-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2045#AL6306                                                                  | CUSIP: 3138EPAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4945 | PA      | $4840.70       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW3914                                                                  | CUSIP: 3138XTK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16746 | PA      | $16345.39      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2031#G18590                                                                  | CUSIP: 3128MMUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87817 | PA      | $84435.76      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.50% 7/25 #AD7539                                                                      | CUSIP: 31418VLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        427 | PA      | $425.62        | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2028#AB8871                                                                  | CUSIP: 31417F2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8722 | PA      | $8515.54       | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2045#G08676                                                                  | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5086 | PA      | $4622.01       | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.1% 05/12/2051                                                                    | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5251000 | PA      | $3477903.97    | 0.01%             | 2051-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.3% 08/01/2054                                                    | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2668710.77    | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 10/01/2028#J26124                                                                  | CUSIP: 31307EYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     727214 | PA      | $712705.08     | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AX8453                                                                  | CUSIP: 3138YAMB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1498 | PA      | $1428.70       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2029#AX5113                                                                    | CUSIP: 3138Y6VF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4993 | PA      | $4865.70       | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2050#MA6865                                                                    | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50035049 | PA      | $41983688.74   | 0.07%             | 2050-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BE0509                                                                  | CUSIP: 3140FKR77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500190 | PA      | $478438.01     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AR3758                                                                  | CUSIP: 3138W1E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5096 | PA      | $4969.62       | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.907% 01/01/2042                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $893710.72     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2041#AH4763                                                                    | CUSIP: 3138A6JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64477 | PA      | $61362.66      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#MA3521                                                                    | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     680642 | PA      | $633091.80     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    9923000 | PA      | $9986714.89    | 0.02%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #AC2841                                                                           | CUSIP: 31417MEP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66877 | PA      | $65812.92      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT2721                                                                  | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1773575 | PA      | $1594553.18    | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.5% 07/42 #AO8019                                                                           | CUSIP: 3138LY4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287121 | PA      | $265940.65     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2035#SB0264                                                                  | CUSIP: 3132CWJH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25143 | PA      | $23504.39      | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2032#BM1423                                                                  | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113960 | PA      | $109148.55     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/46#AS6520                                                                       | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24811 | PA      | $22519.20      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AX2501                                                                  | CUSIP: 3138Y3X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21596 | PA      | $20364.72      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 4.625% 08/01/2027                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001278.64    | 0.00%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.482% 03/19/2030                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   19333000 | PA      | $18667779.31   | 0.03%             | 2030-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 4/42 #AK4827                                                                           | CUSIP: 3138E9LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191506 | PA      | $177794.58     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#AS6985                                                                  | CUSIP: 3138WGXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16240 | PA      | $14729.14      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.3% 02/15/2051                                                                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11928000 | PA      | $7755989.00    | 0.01%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.798% 11/07/2028                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10510000 | PA      | $10734295.80   | 0.02%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                  | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13091 | PA      | $12477.28      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2034#QN1024                                                                  | CUSIP: 3133G7D59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9211 | PA      | $8610.92       | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $5963277.31    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2051#MA4428                                                                    | CUSIP: 31418D4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147440 | PA      | $136184.10     | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 02/20/2045#MA2600                                                                    | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5279755 | PA      | $4726512.47    | 0.01%             | 2045-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#AX6639                                                                    | CUSIP: 3138Y8LV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7772 | PA      | $7332.08       | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 02/01/2031#                                                                        | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     901705 | PA      | $882534.09     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 9/40 #004801                                                                        | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12128 | PA      | $11930.14      | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 5.35% 10/15/2054                                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2553558.59    | 0.00%             | 2054-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.081% 06/01/2043                                                      | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $955719.13     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 3/37 #889506                                                                           | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20393 | PA      | $21303.10      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 3.55% 09/30/2049                                                                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $2194993.07    | 0.00%             | 2049-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 4.25% 06/01/2044                                                            | CUSIP: 976656CG1<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $2970754.42    | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 2/41 #740764                                                                           | CUSIP: 3620AU5Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1183 | PA      | $1107.85       | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#MA2617                                                                    | CUSIP: 31418B4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3539 | PA      | $3432.78       | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 09/01/2038#SB8256                                                                  | CUSIP: 3132D6E55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     828391 | PA      | $818284.27     | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#QI6052                                                                  | CUSIP: 3133WCWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     981492 | PA      | $972628.15     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $9451166.89    | 0.02%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 10/27 #AP4931                                                                     | CUSIP: 3138M8PR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10461 | PA      | $10297.71      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/33 #AE5679                                                                           | CUSIP: 31419GJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151273 | PA      | $149795.69     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2050#SD8077                                                                  | CUSIP: 3132DV6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258619 | PA      | $247129.29     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2032#AS9336                                                                    | CUSIP: 3138WKLS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79130 | PA      | $76493.78      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 4/42 #793999                                                                           | CUSIP: 36177NNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21932 | PA      | $20274.43      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#AS8227                                                                  | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127757 | PA      | $122310.38     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2050#QA9337                                                                    | CUSIP: 3133A4LS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     634560 | PA      | $546132.07     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AQ3971                                                                  | CUSIP: 3138MKMV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40146 | PA      | $39112.30      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2028#J38855                                                                  | CUSIP: 31307VZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116797 | PA      | $115327.33     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.875% 04/15/2030                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6689000 | PA      | $6449983.37    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 3.375% 04/01/2030                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   20308000 | PA      | $19057138.89   | 0.03%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2047#BE9210                                                                    | CUSIP: 3140FVGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216994 | PA      | $189535.13     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#AS8157                                                                  | CUSIP: 3138WJB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108491 | PA      | $104280.94     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2028                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152800000 | PA      | $151845000.00  | 0.24%             | 2028-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2033#BK5741                                                                  | CUSIP: 3140HKLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57545 | PA      | $55953.40      | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2027#AL1862                                                                    | CUSIP: 3138EJB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8728 | PA      | $8605.92       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2029#G15145                                                                  | CUSIP: 3128MD5E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     434405 | PA      | $424875.40     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2049#MA5875                                                                    | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4398108 | PA      | $3958242.46    | 0.01%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AX0206                                                                  | CUSIP: 3138Y1GQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164417 | PA      | $159194.47     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AP3217                                                                      | CUSIP: 3138M6SF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15756 | PA      | $15485.30      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/46#MA4195                                                                           | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5812397 | PA      | $5140860.78    | 0.01%             | 2047-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2030                                                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004650.81    | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 8/25 #AA4720                                                                      | CUSIP: 31416NG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $22.63         | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8483                                                                  | CUSIP: 3133GFM85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     353357 | PA      | $310996.97     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.25% 01/15/2030                                                            | CUSIP: 455780DZ6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    5000000 | PA      | $5145000.00    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                  | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                   | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4060000 | PA      | $4081023.90    | 0.01%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2020628.92    | 0.00%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#CA0785                                                                    | CUSIP: 3140Q72T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114755 | PA      | $110706.91     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#AZ4286                                                                  | CUSIP: 3138YVXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62233 | PA      | $56483.99      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2029#AX0296                                                                  | CUSIP: 3138Y1KJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105590 | PA      | $102240.39     | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/41 #738422                                                                           | CUSIP: 3620ASLB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14565 | PA      | $14301.03      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2030#AS4768                                                                    | CUSIP: 3138WEJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14052 | PA      | $13684.67      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2037#QO1051                                                                  | CUSIP: 3133WKEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     861283 | PA      | $795205.06     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#QB9896                                                                    | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226726 | PA      | $177341.27     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2051#SD8166                                                                    | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29055186 | PA      | $22690162.15   | 0.04%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2033                                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115200000 | PA      | $109705500.29  | 0.18%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5800000 | PA      | $5475003.32    | 0.01%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#FS6478                                                                  | CUSIP: 3140XNFU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3507236 | PA      | $2890705.76    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 4.916%/VAR 07/28/2033                                                       | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4660935.55    | 0.01%             | 2033-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.668%/VAR 07/24/2028                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32410000 | PA      | $31688616.92   | 0.05%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 08/15/2029                                       | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10510000 | PA      | $10565687.24   | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 25YR 5.50% 7/35 #G05815                                                                      | CUSIP: 3128M7YL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     358330 | PA      | $367371.60     | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#G08544                                                                  | CUSIP: 3128MJTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     967509 | PA      | $864906.62     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2041#AL0761                                                                  | CUSIP: 3138EGZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74713 | PA      | $75086.31      | 0.00%             | 2041-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6557                                                                  | CUSIP: 3140HLJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367551 | PA      | $351910.42     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 2.727%/VAR 04/01/2032                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7404000 | PA      | $6549408.55    | 0.01%             | 2032-04-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AB9768                                                                  | CUSIP: 31417G2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3983 | PA      | $3666.22       | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 04/01/2028#J23088                                                                  | CUSIP: 31307BND8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21247 | PA      | $20859.91      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 01/01/2040#RB5027                                                                    | CUSIP: 3133KYSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     827542 | PA      | $753339.43     | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2050#FM2200                                                                    | CUSIP: 3140X5NS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     507398 | PA      | $470523.93     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#BV9195                                                                  | CUSIP: 3140MPGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920312 | PA      | $816883.57     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2041#AJ8083                                                                    | CUSIP: 3138E06V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826960 | PA      | $786351.51     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#RA5561                                                                    | CUSIP: 3133KMFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40968518 | PA      | $32185719.57   | 0.05%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#CA3180                                                                    | CUSIP: 3140QARA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409802 | PA      | $377613.05     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ7434                                                                  | CUSIP: 3138MPHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6403 | PA      | $6261.83       | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 11/01/2028#G30432                                                                  | CUSIP: 3128CUPR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9542 | PA      | $9644.07       | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #890267                                                                          | CUSIP: 31410LCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113727 | PA      | $108579.37     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/40 #783121                                                                          | CUSIP: 36241LPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     592573 | PA      | $568907.13     | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.992%/VAR 06/13/2029                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2998520.12    | 0.00%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2047#BE7870                                                                    | CUSIP: 3140FTW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7400 | PA      | $7345.66       | 0.00%             | 2047-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AO7558                                                                      | CUSIP: 3138LYMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20515 | PA      | $20196.17      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2049#MA6089                                                                      | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     173499 | PA      | $151881.10     | 0.00%             | 2049-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2037#FS0427                                                                    | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12334473 | PA      | $11142336.72   | 0.02%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5288229 | PA      | $5264986.39    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVERSITY                                                    | GEORGE WASH UNIV 4.3% 09/15/2044                                                                  | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1315297.13    | 0.00%             | 2044-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.50% 10/38 #697656                                                                          | CUSIP: 36296QBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        520 | PA      | $543.05        | 0.00%             | 2038-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2049#CA3517                                                                  | CUSIP: 3140QA4B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323183 | PA      | $309127.50     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 11/01/2037#FS3282                                                                  | CUSIP: 3140XJUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1003845 | PA      | $993479.75     | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2054#DA5973                                                                    | CUSIP: 3140A6T71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5516690 | PA      | $5576674.59    | 0.01%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2050#MA7054                                                                    | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     305300 | PA      | $274288.72     | 0.00%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                 | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    6708000 | PA      | $7028339.40    | 0.01%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.875% 02/15/2044                                                                  | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2283000 | PA      | $2055385.27    | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AS6069                                                                    | CUSIP: 3138WFW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11711 | PA      | $10962.47      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZS4790                                                                    | CUSIP: 3132A5KB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50558 | PA      | $47073.00      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#BN5298                                                                    | CUSIP: 3140JM3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94229 | PA      | $90147.70      | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#QJ6652                                                                  | CUSIP: 3133CXL99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82522 | PA      | $81772.31      | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#AZ7355                                                                  | CUSIP: 3140E0E50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3318700 | PA      | $3012105.76    | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7160343.96    | 0.01%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT9127                                                                  | CUSIP: 3138WXD95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78763 | PA      | $70209.67      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2047#G08776                                                                  | CUSIP: 3128MJ2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3115706 | PA      | $2991887.39    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2042#AL2006                                                                    | CUSIP: 3138EJGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3793 | PA      | $3810.35       | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 6% 01/15/2040                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2055432.10    | 0.00%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 3.9% 06/09/2042                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5830917.26    | 0.01%             | 2042-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 02/01/2029#V60494                                                                  | CUSIP: 3132KERP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2011 | PA      | $1969.10       | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/35 #889068                                                                          | CUSIP: 31410GW58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176616 | PA      | $183379.37     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#SD8193                                                                    | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109607 | PA      | $85390.59      | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.332%/VAR 03/09/2044                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $5352088.56    | 0.01%             | 2044-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2053#MA5039                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     347415 | PA      | $344802.86     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2049#QA4453                                                                  | CUSIP: 31339U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87926 | PA      | $84074.28      | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 1/1/43 #AR0147                                                                       | CUSIP: 3138NWEV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226387 | PA      | $205169.23     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2043#Q21553                                                                  | CUSIP: 3132JNWN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     844746 | PA      | $780151.72     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.95% 10/15/2025                                                             | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9994240.90    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#BW2231                                                                  | CUSIP: 3140MTPR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52873 | PA      | $47079.33      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR9197                                                                  | CUSIP: 3138W7GF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26619 | PA      | $23860.26      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/36 #745875                                                                           | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62135 | PA      | $65548.67      | 0.00%             | 2036-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.2% 10/15/2049                                                                   | CUSIP: 166756AX4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $2707729.08    | 0.00%             | 2049-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.95% 01/15/2031                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1756984.61    | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2049#RA1824                                                                  | CUSIP: 3133KHAZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134670 | PA      | $120924.01     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 08/01/2028#J24794                                                                  | CUSIP: 31307DKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4855 | PA      | $4775.53       | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2047#BJ4481                                                                    | CUSIP: 3140H56T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141823 | PA      | $132181.05     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2046#MA4069                                                                    | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99724 | PA      | $90279.97      | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#QH2855                                                                  | CUSIP: 3133CFE47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7447119 | PA      | $7388788.88    | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2047#BE4558                                                                  | CUSIP: 3140FQB48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154755 | PA      | $130065.49     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2052#QF0617                                                                    | CUSIP: 3133BMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1090627 | PA      | $1001568.95    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2043#AU8880                                                                  | CUSIP: 3138X82N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1109021 | PA      | $1018322.30    | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST SVC AUTH REV                                                  | SOUTH CAROLINA ST PUB SVC AUTH REV 5.784% 12/1/2041                                               | CUSIP: 837151JB6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    8986000 | PA      | $8869040.02    | 0.01%             | 2041-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 10/01/2043#G07551                                                                  | CUSIP: 3128M9WL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40622 | PA      | $36371.02      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.95% 08/01/2025                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $18090680.85   | 0.03%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 07/29/2025                                                  | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3000749.16    | 0.00%             | 2025-07-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/2039#AA4159                                                                  | CUSIP: 31416MTR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55354 | PA      | $55640.67      | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.625% 10/01/2042                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $832581.74     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 4.50% 9/40 #A94047                                                                           | CUSIP: 312942P82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     698052 | PA      | $686222.37     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2048#ZM6996                                                                  | CUSIP: 3131Y1XZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21353 | PA      | $20444.80      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #769523                                                                           | CUSIP: 36176LVQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14407 | PA      | $13801.53      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.75% 03/01/2054                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3055278.66    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2047#BH1071                                                                  | CUSIP: 3140GPFM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45238 | PA      | $43384.12      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2028#AU7805                                                                  | CUSIP: 3138X7U76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4649 | PA      | $4582.06       | 0.00%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/2044#AV4103                                                                  | CUSIP: 3138XFRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141545 | PA      | $141760.69     | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2051#MA7649                                                                    | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8211094 | PA      | $6884679.20    | 0.01%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/30/2026                                                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $80271875.20   | 0.13%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2052#                                                                          | CUSIP: 3133BHGB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     838724 | PA      | $770235.38     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#AS8359                                                                    | CUSIP: 3138WJJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10438 | PA      | $9133.45       | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD5869                                                                    | CUSIP: 3140FDQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     966173 | PA      | $845422.53     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA5969                                                                  | CUSIP: 3140EAT37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224041 | PA      | $203342.93     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2041#AL3777                                                                  | CUSIP: 3138ELFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70471 | PA      | $69270.35      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#ZM5397                                                                  | CUSIP: 3131XY7J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12155 | PA      | $10971.07      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2048#MA5020                                                                      | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106254 | PA      | $98864.09      | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 3/42 #AK7441                                                                           | CUSIP: 3138ECHT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47431 | PA      | $45047.31      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/45#G08669                                                                       | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5821890 | PA      | $5456812.98    | 0.01%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                                 | LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027                                                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |   19438000 | PA      | $19036163.09   | 0.03%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 8/41 #748183                                                                           | CUSIP: 3620C4FY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20895 | PA      | $20118.02      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2041#G07794                                                                  | CUSIP: 3128M97F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     396897 | PA      | $408831.89     | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.45% 04/01/2030                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4850742.57    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 06/01/2042#AB5388                                                                  | CUSIP: 31417B7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63879 | PA      | $60511.58      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126050000 | PA      | $126404515.63  | 0.20%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 8/40 #004772                                                                        | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     183280 | PA      | $184554.52     | 0.00%             | 2040-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2049#MA5874                                                                      | CUSIP: 36179UQ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     943329 | PA      | $831098.96     | 0.00%             | 2049-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#BQ9019                                                                    | CUSIP: 3140KVAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6680784 | PA      | $5233948.33    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 04/01/2040#MA3987                                                                  | CUSIP: 31418DND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1946460 | PA      | $1724587.67    | 0.00%             | 2040-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   17076000 | PA      | $10910112.54   | 0.02%             | 2051-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BJ2004                                                                  | CUSIP: 3140H3GN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     929378 | PA      | $838871.79     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#QA1033                                                                    | CUSIP: 31334XEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9870 | PA      | $8535.06       | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 4/39 #698078                                                                           | CUSIP: 36296QQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73412 | PA      | $73764.95      | 0.00%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.35% 03/15/2053                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6438864.81    | 0.01%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2044#AS4168                                                                  | CUSIP: 3138WDT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74046 | PA      | $69743.96      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5% 05/17/2053                                                                    | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9845360.36    | 0.02%             | 2053-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                      | ABBVIE INC 4.05% 11/21/2039                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $7676087.86    | 0.01%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#CB7399                                                                  | CUSIP: 3140QTGH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3247493 | PA      | $3338647.58    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                  | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61998066 | PA      | $51235164.44   | 0.08%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2052#SD8275                                                                  | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18727051 | PA      | $17729711.55   | 0.03%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2052#QD5085                                                                  | CUSIP: 3133B2UJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1306409 | PA      | $1166530.39    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#ZT2220                                                                    | CUSIP: 3132AEPD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80239 | PA      | $74633.08      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034                                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1288494.90    | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2052#                                                                            | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138775 | PA      | $121050.43     | 0.00%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 5.4% 01/15/2054                                                         | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4472360.45    | 0.01%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42617700 | PA      | $26577796.01   | 0.04%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/40 #G06209                                                                           | CUSIP: 3128M8GS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9198 | PA      | $9481.25       | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.95% 04/23/2027                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27155000 | PA      | $26906206.98   | 0.04%             | 2027-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/46#G08698                                                                       | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12122 | PA      | $11017.05      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.55% 02/15/2050                                                   | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3462055.22    | 0.01%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2042#AQ6709                                                                  | CUSIP: 3138MNN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42299 | PA      | $39706.08      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC5443                                                                    | CUSIP: 3140F1BM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89032 | PA      | $78015.79      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP4813                                                                           | CUSIP: 3138M8K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     617570 | PA      | $576112.69     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 7.5% 07/27/2035                                                          | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $5416004.79    | 0.01%             | 2035-07-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 06/15/2042#779396                                                                  | CUSIP: 36176XUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374954 | PA      | $348346.44     | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2044#G07825                                                                    | CUSIP: 3128MAA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9394 | PA      | $8872.65       | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AT2604                                                                  | CUSIP: 3138WP3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22801 | PA      | $22213.64      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2046#Q41346                                                                    | CUSIP: 3132WEP89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51670 | PA      | $48333.31      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 03/01/2030#AS4538                                                                  | CUSIP: 3138WEBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74931 | PA      | $72973.14      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2049#RA1101                                                                    | CUSIP: 3133KGGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     208382 | PA      | $193498.72     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.5% 02/25/2026                                                                 | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9262000 | PA      | $9259099.42    | 0.01%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#BQ7451                                                                    | CUSIP: 3140KTH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73446 | PA      | $66324.31      | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                     | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1930327.08    | 0.00%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2054#DA7801                                                                  | CUSIP: 3140A8U34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55355 | PA      | $54920.99      | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 8/39 #723158                                                                           | CUSIP: 3620A9MF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100022 | PA      | $102028.19     | 0.00%             | 2039-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#RC2397                                                                  | CUSIP: 3133L8UW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     579519 | PA      | $508959.67     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#MA4469                                                                  | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38075653 | PA      | $33439766.95   | 0.05%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 5/42 #779242                                                                           | CUSIP: 36176XP37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12449 | PA      | $11565.47      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2047#BJ1742                                                                  | CUSIP: 3140H25C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172473 | PA      | $165349.52     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2043#Q20486                                                                    | CUSIP: 3132JMRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16945 | PA      | $15278.26      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.25% 05/01/2051                                                        | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    3867000 | PA      | $2460639.19    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.7% 09/21/2042                                                                 | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $1791684.95    | 0.00%             | 2042-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#MA4100                                                                    | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     517659 | PA      | $406198.36     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 3/33 #003358                                                                        | CUSIP: 36202DWT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3532 | PA      | $3497.77       | 0.00%             | 2033-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2047#BH5315                                                                    | CUSIP: 3140GT3Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8205 | PA      | $7654.57       | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 05/15/2030                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  293611700 | PA      | $249753452.31  | 0.40%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2033#J38928                                                                  | CUSIP: 31307V4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162336 | PA      | $154898.80     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 2/35 #510585                                                                           | CUSIP: 36211EF29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $827.86        | 0.00%             | 2035-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AB8612                                                                  | CUSIP: 31417FSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5932 | PA      | $5305.74       | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/38 #889996                                                                           | CUSIP: 31410KXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213014 | PA      | $219106.08     | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#BM1890                                                                  | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1961247 | PA      | $1886317.85    | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 4.125% 05/15/2044                                                   | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $2875513.03    | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2028#AS0765                                                                  | CUSIP: 3138W9Z78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2558 | PA      | $2522.94       | 0.00%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8469                                                                  | CUSIP: 3133GFMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     723920 | PA      | $638041.26     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BD2446                                                                    | CUSIP: 3140F9WG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2528036 | PA      | $2212085.44    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#AS9314                                                                    | CUSIP: 3138WKK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     993301 | PA      | $927322.99     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 01/01/2040#MA5590                                                                    | CUSIP: 31418FF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4951297 | PA      | $4954833.76    | 0.01%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/41 #775072                                                                           | CUSIP: 36176S2D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16096 | PA      | $15809.29      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 02/01/2030#SA0021                                                                  | CUSIP: 3132CJAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     807479 | PA      | $781845.11     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2055#MB0306                                                                    | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2470273 | PA      | $2332599.32    | 0.00%             | 2055-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033                                                     | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4516140.62    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 1/39 #004342                                                                        | CUSIP: 36202EZF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28849 | PA      | $29048.81      | 0.00%             | 2039-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.375% 10/06/2026                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5362000 | PA      | $5237710.13    | 0.01%             | 2026-10-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#MA3385                                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2144645 | PA      | $2053382.82    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#                                                                        | CUSIP: 3140A6V78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24716 | PA      | $24499.14      | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.55% 03/15/2031                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   12735000 | PA      | $11176024.09   | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 05/01/2026#MA2629                                                                    | CUSIP: 31418B4P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1420 | PA      | $1407.86       | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2046#AS8570                                                                  | CUSIP: 3138WJQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161039 | PA      | $135649.43     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2029#AX1333                                                                  | CUSIP: 3138Y2PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12406 | PA      | $12210.78      | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 9/25 #AE0401                                                                      | CUSIP: 31419ANT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         82 | PA      | $81.48         | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    4274000 | PA      | $4255655.39    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2045#AY6374                                                                  | CUSIP: 3138YLCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142401 | PA      | $126563.28     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#BC4754                                                                    | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1081398 | PA      | $1014975.01    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.296%/VAR 10/18/2028                                                              | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24891882.00   | 0.04%             | 2028-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2054#MB0088                                                                    | CUSIP: 3618N5C23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5179287 | PA      | $4609905.29    | 0.01%             | 2054-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2034                                                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252340000 | PA      | $243051692.64  | 0.39%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2033#BM5111                                                                    | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     970089 | PA      | $936994.17     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#Q59647                                                                    | CUSIP: 3132Y3WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6326 | PA      | $5892.20       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AH1419                                                                           | CUSIP: 3138A2SH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446568 | PA      | $426523.15     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2047#MA4454                                                                      | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148296 | PA      | $147684.83     | 0.00%             | 2047-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AW3848                                                                  | CUSIP: 3138XTH24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79587 | PA      | $77319.92      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT5457                                                                  | CUSIP: 3138WTB39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33002 | PA      | $29391.97      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $945694.93     | 0.00%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 4/27 #AB4806                                                                      | CUSIP: 31417BKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2785 | PA      | $2746.17       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2043#AS0784                                                                    | CUSIP: 3138W92S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25130 | PA      | $23783.49      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 12/01/2026#MA2829                                                                  | CUSIP: 31418CEB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42542 | PA      | $41928.42      | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#BY6917                                                                  | CUSIP: 3140NPVK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552954 | PA      | $548796.02     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2035#CA5039                                                                    | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12676880 | PA      | $12096078.19   | 0.02%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#BC1507                                                                  | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2949 | PA      | $2834.93       | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2040#AD6946                                                                  | CUSIP: 31418UWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127930 | PA      | $131673.02     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#670029                                                                    | CUSIP: 36295GLJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65300 | PA      | $57624.55      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2043#AU3752                                                                    | CUSIP: 3138X3E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10752 | PA      | $10168.09      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 4/35 #735502                                                                           | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     609516 | PA      | $634350.43     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.577% 04/05/2050                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   11213000 | PA      | $8030045.75    | 0.01%             | 2050-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#FM2377                                                                  | CUSIP: 3140X5UB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15265 | PA      | $14605.82      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18723000 | PA      | $17122103.74   | 0.03%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2028#J25240                                                                  | CUSIP: 31307DZD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     297454 | PA      | $293771.28     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2049#QA4552                                                                    | CUSIP: 31346YBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325981 | PA      | $320823.74     | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 01/01/2027#AL7548                                                                  | CUSIP: 3138EQL67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10170 | PA      | $10141.00      | 0.00%             | 2027-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    6667000 | PA      | $6399586.63    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.0% 06/01/2040#AL3347                                                                  | CUSIP: 3138EKWH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137221 | PA      | $143932.87     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.875% 06/01/2027                                                     | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    6038000 | PA      | $5890975.36    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM4685                                                                    | CUSIP: 3140X8F36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9184774 | PA      | $8357333.40    | 0.01%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2046#G08687                                                                  | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11896 | PA      | $10811.58      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4358500 | PA      | $3028135.95    | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.50% 12/37 #A69121                                                                          | CUSIP: 3128L1D23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9192 | PA      | $9754.17       | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2050#                                                                          | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3155435 | PA      | $2716700.17    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   10039000 | PA      | $9557347.05    | 0.02%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD7569                                                                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48128129 | PA      | $49253042.54   | 0.08%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2045#ZS9711                                                                    | CUSIP: 3132AAYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1901679 | PA      | $1807045.71    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD8362                                                                  | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4975187 | PA      | $4937772.90    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2047#Q47592                                                                  | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110302 | PA      | $100037.43     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.693% 09/15/2027                                                           | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10044351.50   | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2048#ZS4758                                                                    | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     206093 | PA      | $179369.84     | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#BC2666                                                                  | CUSIP: 3140EW6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34854 | PA      | $31633.72      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 3/42 #005334                                                                        | CUSIP: 36202F4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35260 | PA      | $35505.38      | 0.00%             | 2042-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 07/01/2041#AL0546                                                                  | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94451 | PA      | $94926.31      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.625% 02/01/2044                                                    | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4039224.83    | 0.01%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC7690                                                                    | CUSIP: 3140F3RL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     637834 | PA      | $558916.05     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 02/01/2040#RB5033                                                                    | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5305000 | PA      | $4821032.87    | 0.01%             | 2040-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.5% 01/15/2055                                                                 | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2895032.90    | 0.00%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2072096.44    | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2031#BD1988                                                                    | CUSIP: 3140F9F67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31840 | PA      | $30806.63      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#                                                                          | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39728866 | PA      | $33906957.96   | 0.05%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FS4276                                                                    | CUSIP: 3140XKXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13820911 | PA      | $13328872.39   | 0.02%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#MA4548                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2341436 | PA      | $1914473.84    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.9% 06/01/2031                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5131090.95    | 0.01%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.875% 05/15/2035                                                      | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    6050000 | PA      | $6086299.94    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2049#ZA6547                                                                    | CUSIP: 31329QHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3639 | PA      | $3592.12       | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 6/37 #939984                                                                           | CUSIP: 31413AXM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69605 | PA      | $73059.14      | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 4/45#AY3363                                                                          | CUSIP: 3138YGWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2828346 | PA      | $2509531.90    | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 04/20/2043#MA0933                                                                    | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2579540 | PA      | $2330971.58    | 0.00%             | 2043-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2042#ZL4046                                                                    | CUSIP: 3131XKP78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31937 | PA      | $30287.80      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2027#                                                                        | CUSIP: 3138MFPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83820 | PA      | $82072.91      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029                                                  | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40855884 | PA      | $38774701.61   | 0.06%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 11/01/2041#Q04590                                                                  | CUSIP: 3132GKXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21682 | PA      | $20635.03      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2031#MA2831                                                                    | CUSIP: 31418CED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17054 | PA      | $16510.75      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                  | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28583709 | PA      | $28458081.03   | 0.05%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/36 #894203                                                                          | CUSIP: 31410QNU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        298 | PA      | $308.89        | 0.00%             | 2036-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2035#SB0424                                                                    | CUSIP: 3132CWPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     375331 | PA      | $342221.74     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28276000 | PA      | $27466287.90   | 0.04%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.35% 05/15/2033                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6042175.32    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.15% 04/15/2050                                                            | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $4656669.33    | 0.01%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.2% 04/01/2028                                                    | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   14734000 | PA      | $14623712.47   | 0.02%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #745224                                                                           | CUSIP: 3620C04H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     390827 | PA      | $392629.49     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 07/15/2042#AA5073                                                                  | CUSIP: 36178CT60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35171 | PA      | $32531.77      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#BH5015                                                                    | CUSIP: 3140GTSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9234 | PA      | $8905.60       | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2% 04/29/2030                                                                  | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   11793000 | PA      | $10501268.72   | 0.02%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5.4% 05/15/2035                                                                    | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $6404147.08    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.6% 02/07/2030                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8830661.96    | 0.01%             | 2030-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AJ1696                                                                           | CUSIP: 3138AS3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42839 | PA      | $40705.89      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2046#MA3600                                                                      | CUSIP: 36179R7M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72514 | PA      | $73017.53      | 0.00%             | 2046-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 8/38 #677205                                                                           | CUSIP: 36295QKS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        756 | PA      | $770.44        | 0.00%             | 2038-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.156% 01/10/2028                                                           | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   22920000 | PA      | $23324013.82   | 0.04%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 12/01/2054#QX2195                                                                    | CUSIP: 31425WNM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2993018 | PA      | $3023457.89    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AW2445                                                                  | CUSIP: 3138XRWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4832 | PA      | $4694.06       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#BP6466                                                                    | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305147 | PA      | $262624.04     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.4% 03/15/2054                                                                        | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6152340.03    | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/48#MA4962                                                                         | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6768916 | PA      | $6102516.16    | 0.01%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 6/27 #MA1082                                                                      | CUSIP: 31418AFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138673 | PA      | $136618.18     | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.06% 06/17/2041                                                       | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $4864708.46    | 0.01%             | 2041-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/40 #AD7904                                                                           | CUSIP: 31418VYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9383 | PA      | $9220.23       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#BA0939                                                                    | CUSIP: 3140E5BH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6032 | PA      | $5852.83       | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029                                                      | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   12965000 | PA      | $12055294.70   | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 3/27 #AK6784                                                                      | CUSIP: 3138EBRE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156519 | PA      | $154325.63     | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81834880 | PA      | $67065680.83   | 0.11%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5568240.26    | 0.01%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2031#BM1021                                                                  | CUSIP: 3140J5D30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7258 | PA      | $7168.76       | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AT8713                                                                  | CUSIP: 3138WWVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92423 | PA      | $82623.43      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% #AL2088                                                                           | CUSIP: 3138EJKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24890 | PA      | $24749.42      | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#RA2236                                                                  | CUSIP: 3133KHPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     178200 | PA      | $170560.97     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2051#QC5631                                                                    | CUSIP: 3133AQHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5638393 | PA      | $4811256.42    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2044#AV4126                                                                  | CUSIP: 3138XFSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28588 | PA      | $27773.21      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BM5679                                                                  | CUSIP: 3140JAJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2187200 | PA      | $2021197.25    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2045#AZ8049                                                                  | CUSIP: 3140E05K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45643 | PA      | $40080.92      | 0.00%             | 2045-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133810000 | PA      | $133381390.51  | 0.21%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 02/15/2041                                                                   | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8779774.87    | 0.01%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#MA2163                                                                    | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1828867 | PA      | $1671931.52    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2043#G61529                                                                    | CUSIP: 31335BVW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1023607 | PA      | $920317.51     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.2% 01/15/2047                                                            | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2209832.94    | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#BO1002                                                                  | CUSIP: 3140JVDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14575 | PA      | $13936.13      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.978% 05/11/2040                                                                | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4949000 | PA      | $3704882.12    | 0.01%             | 2040-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AR5026                                                                  | CUSIP: 3138W2SQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276558 | PA      | $254006.75     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2048#MA5139                                                                      | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1262345 | PA      | $1252406.52    | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/33#MA3247                                                                         | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     944964 | PA      | $911611.35     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 11/21/2029                                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15370000 | PA      | $14579026.14   | 0.02%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2043#Q22848                                                                  | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        601 | PA      | $588.35        | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2051#BU7749                                                                  | CUSIP: 3140M9TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     737410 | PA      | $657533.17     | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.05% 02/19/2030                                                          | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3856186.08    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2047#BH8383                                                                  | CUSIP: 3140GXJ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45954 | PA      | $44084.66      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#CA0044                                                                  | CUSIP: 3140Q7BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1399601 | PA      | $1364398.93    | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#J38672                                                                  | CUSIP: 31307VT55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     217984 | PA      | $207912.93     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8548                                                                  | CUSIP: 3133GFP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     413642 | PA      | $362762.03     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AS3906                                                                  | CUSIP: 3138WDKU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     638403 | PA      | $601666.61     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2041#AJ4191                                                                  | CUSIP: 3138AVUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241050 | PA      | $228906.41     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 11/01/2030#BA2149                                                                  | CUSIP: 3140E6L75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153869 | PA      | $149353.41     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | DUKE UNIVERSITY 2.832% 10/01/2055                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $2230033.05    | 0.00%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 01/20/2053#MA8569                                                                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4867127 | PA      | $4745532.74    | 0.01%             | 2053-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.95% 01/15/2050                                                                        | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2133304.61    | 0.00%             | 2050-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#BK8753                                                                  | CUSIP: 3140HNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56880 | PA      | $54406.25      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH2430                                                                      | CUSIP: 3138A3VY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1049 | PA      | $1043.25       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 2.4% 08/01/2031                                                                | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $845119.15     | 0.00%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2043#AS0563                                                                  | CUSIP: 3138W9TV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79659 | PA      | $77912.16      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#BA7128                                                                    | CUSIP: 3140EB4N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4573 | PA      | $4277.82       | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 02/07/2035                                                                         | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4761654.07    | 0.01%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AT5798                                                                  | CUSIP: 3138WTNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7314 | PA      | $7122.40       | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 6.138%/VAR 09/14/2028                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2059916.74    | 0.00%             | 2028-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#Q43786                                                                  | CUSIP: 3132WHF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8247 | PA      | $7495.40       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 12/40 #C03565                                                                          | CUSIP: 31292K6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32724 | PA      | $31240.13      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2047#MA4589                                                                      | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26239 | PA      | $26130.42      | 0.00%             | 2047-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.45% 06/24/2050                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $2512616.80    | 0.00%             | 2050-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.525% 06/01/2050                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   32153000 | PA      | $19511912.04   | 0.03%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT5586                                                                  | CUSIP: 3138WTF43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3563 | PA      | $3474.68       | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2037#                                                                        | CUSIP: 3140QPVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1124438 | PA      | $1042387.02    | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5042552.60    | 0.01%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 3/37 #917180                                                                           | CUSIP: 31411W6R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10371 | PA      | $10973.60      | 0.00%             | 2037-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 2/39 #G05452                                                                           | CUSIP: 3128M7L95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13298 | PA      | $13704.13      | 0.00%             | 2039-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5% 05/20/2035                                                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3269149.49    | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2050#RA2606                                                                    | CUSIP: 3133KH3P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1706867 | PA      | $1679329.99    | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.248% 10/21/2027                                                     | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2906307.96    | 0.00%             | 2027-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/01/2031#G18581                                                                  | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     598399 | PA      | $575914.50     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2052#MA7881                                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8852741 | PA      | $7426823.83    | 0.01%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#FM9419                                                                    | CUSIP: 3140XDPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20143 | PA      | $17294.79      | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/36 #745885                                                                          | CUSIP: 31403DUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        941 | PA      | $983.65        | 0.00%             | 2036-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/37 #256598                                                                           | CUSIP: 31371M7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163656 | PA      | $171312.72     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 08/01/44#Q27794                                                                    | CUSIP: 3132M8KF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114734 | PA      | $108348.29     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVERSITY                                                    | GEORGE WASH UNIV 4.126% 09/15/2048                                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $4352645.01    | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 5.2% 06/01/2041                                                                  | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3058000 | PA      | $2824078.26    | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2028#J22901                                                                  | CUSIP: 31307BGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     735769 | PA      | $719582.99     | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8050000 | PA      | $8358083.24    | 0.01%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AT7265                                                                  | CUSIP: 3138WVCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312335 | PA      | $279458.77     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2049#ZA7141                                                                    | CUSIP: 31329Q5A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453556 | PA      | $392902.24     | 0.00%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BC5369                                                                    | CUSIP: 3140F06F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93409 | PA      | $87321.25      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2028#AV0766                                                                  | CUSIP: 3138XBZ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63105 | PA      | $61415.66      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2053#MA4868                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9783746 | PA      | $9507426.16    | 0.02%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18312000 | PA      | $17816276.21   | 0.03%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1% 09/15/2025                                                              | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $7365186.19    | 0.01%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 08/15/2042#AB2759                                                                  | CUSIP: 36178NB40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37659 | PA      | $34954.84      | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 2% 02/15/2031                                                                          | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    7383000 | PA      | $6238772.40    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 11/39 #004577                                                                       | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3762 | PA      | $3702.91       | 0.00%             | 2039-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#BE4716                                                                  | CUSIP: 3140FQG27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56376 | PA      | $54188.81      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT OF MORROW OR                                                               | TXBL-BONNEVILLE COOPERATION PR                                                                    | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4495000 | PA      | $3761173.27    | 0.01%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.9% 02/10/2063                                                                        | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1448275.42    | 0.00%             | 2063-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2041#AI0094                                                                  | CUSIP: 3138ADC86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66621 | PA      | $65502.50      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2039#970984                                                                  | CUSIP: 31414NFZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        830 | PA      | $853.48        | 0.00%             | 2039-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2032#BH0187                                                                  | CUSIP: 3140GNF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271784 | PA      | $259841.55     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#QA9049                                                                    | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2547152 | PA      | $2192993.17    | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2054#QI0008                                                                  | CUSIP: 3133W6AH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1256236 | PA      | $1185800.05    | 0.00%             | 2054-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/39 #AC3352                                                                           | CUSIP: 31417MWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142231 | PA      | $136175.56     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2030#AZ2279                                                                  | CUSIP: 3138YTQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     460873 | PA      | $448987.38     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2041#AH8912                                                                    | CUSIP: 3138AA3W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114589 | PA      | $115114.21     | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9415567.70    | 0.02%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2047#SI2051                                                                    | CUSIP: 3133USH46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10792148 | PA      | $10142748.70   | 0.02%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AS3214                                                                  | CUSIP: 3138WCSC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6203 | PA      | $6008.61       | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.8% 11/29/2032                                                       | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $9739035.18    | 0.02%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.8% 06/01/2050                                                                | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    8168000 | PA      | $5014040.83    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#CB6815                                                                    | CUSIP: 3140QSSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108478 | PA      | $105303.68     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#CA3107                                                                    | CUSIP: 3140QANZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8580 | PA      | $8468.25       | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2046#BC0875                                                                  | CUSIP: 3140EU6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61992 | PA      | $59702.81      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                              | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $14573594.02   | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#FM2214                                                                  | CUSIP: 3140X5N82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3967195 | PA      | $3795897.55    | 0.01%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2052#BV7521                                                                  | CUSIP: 3140MMLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13735201 | PA      | $11243455.70   | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                            | BBCMS MTG TR 2021-C9 2.299% 02/15/2054                                                            | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6080953.20    | 0.01%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.309%/VAR 07/20/2032                                                  | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8700000 | PA      | $7480455.14    | 0.01%             | 2032-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1264                                                                  | CUSIP: 3138X0MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     759211 | PA      | $677083.59     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#MA5470                                                                  | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357841 | PA      | $354590.79     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 3.5% 07/01/2029#SA0012                                                                  | CUSIP: 3132CJAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     740675 | PA      | $730667.72     | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM5428                                                                    | CUSIP: 3140X9A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23092 | PA      | $21083.52      | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2053#BY2702                                                                    | CUSIP: 3140NKAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2449425 | PA      | $2480421.30    | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 05/01/2039#SB8302                                                                  | CUSIP: 3132D6GK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2654196 | PA      | $2616006.24    | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2051#MA4414                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36102183 | PA      | $29552774.17   | 0.05%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2041#G07605                                                                  | CUSIP: 3128M9YA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47642 | PA      | $49111.58      | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 02/01/2028#J22249                                                                  | CUSIP: 31307AQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19594 | PA      | $19250.76      | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 9/38 #677316                                                                           | CUSIP: 36295QN97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18354 | PA      | $18707.12      | 0.00%             | 2038-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 4/42 #779091                                                                           | CUSIP: 36176XKC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7134 | PA      | $6628.02       | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2046#AL8460                                                                    | CUSIP: 3138ETMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77517 | PA      | $72465.25      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.7% 03/15/2037                                                                             | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1951091.78    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 3/20/41 #004984                                                                      | CUSIP: 36202FRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19207 | PA      | $19725.35      | 0.00%             | 2041-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2043#MA0698                                                                    | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87342 | PA      | $79018.75      | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AB9759                                                                  | CUSIP: 31417GZZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     856035 | PA      | $788422.73     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU0550                                                                  | CUSIP: 3138WZTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139508 | PA      | $124485.48     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                  | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12256958 | PA      | $10609347.06   | 0.02%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 7/27 #AO7827                                                                      | CUSIP: 3138LYVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162781 | PA      | $159575.58     | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.875% 01/30/2030                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2562165.87    | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#BK8922                                                                  | CUSIP: 3140HN4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     737175 | PA      | $705575.15     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 5.3% 09/15/2033                                                              | CUSIP: 29366MAE8<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5800617.44    | 0.01%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 06/36#SB8106                                                                       | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343571 | PA      | $302598.74     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 01/15/2031                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   13185000 | PA      | $12765664.52   | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2041#AH0648                                                                  | CUSIP: 3138A1WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1374839 | PA      | $1309592.84    | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 10/35 #891386                                                                          | CUSIP: 31410MJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10355 | PA      | $10631.06      | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2028#ZS7367                                                                    | CUSIP: 3132A8FG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98535 | PA      | $97074.95      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2052#CB5778                                                                    | CUSIP: 3140QRM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24248 | PA      | $24571.80      | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#QN8177                                                                    | CUSIP: 3133GFCN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1477088 | PA      | $1334788.24    | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2042#AQ0980                                                                  | CUSIP: 3138MGCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31790 | PA      | $29443.98      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 12/01/2040#Q01204                                                                  | CUSIP: 3132GEKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25558 | PA      | $24395.73      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AR4992                                                                  | CUSIP: 3138W2RN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24562 | PA      | $22955.95      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% #AL3192                                                                            | CUSIP: 3138EKRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27730 | PA      | $27869.13      | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU2288                                                                  | CUSIP: 3138X1RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98510 | PA      | $88046.39      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2042#AQ8684                                                                  | CUSIP: 3138MQUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28718 | PA      | $25787.27      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2049#ZA6538                                                                    | CUSIP: 31329QHP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190530 | PA      | $177040.72     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2046#BD5419                                                                  | CUSIP: 3140FDAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62865 | PA      | $52953.86      | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.5% 02/01/2055#QX8213                                                                  | CUSIP: 31426FDT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1268717 | PA      | $1197779.50    | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7733000 | PA      | $7561154.88    | 0.01%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5502874.18    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.421% 07/24/2039                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6630000 | PA      | $5873135.18    | 0.01%             | 2039-07-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    3722000 | PA      | $2408790.93    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.75% 06/25/2029                                                                   | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2030273.02    | 0.00%             | 2029-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.95% 03/15/2035                                                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7177052.11    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#AS9487                                                                    | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424075 | PA      | $392460.97     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 7/42 #AA8273                                                                           | CUSIP: 36178GFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     790027 | PA      | $732654.42     | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2048#MA5529                                                                    | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2294368 | PA      | $2207365.86    | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 11/01/2053#MA5192                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4578323 | PA      | $4703971.93    | 0.01%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2050#MA7057                                                                      | CUSIP: 36179VZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27459 | PA      | $27259.47      | 0.00%             | 2050-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2046#MA4003                                                                      | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2163875 | PA      | $1913871.68    | 0.00%             | 2046-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/35 #845328                                                                          | CUSIP: 31408AD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55417 | PA      | $56937.70      | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 4/31 #253794                                                                           | CUSIP: 31371J3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4261 | PA      | $4402.07       | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.05% 06/12/2034                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6747240.31    | 0.01%             | 2034-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 4.3% 07/15/2048                                                                  | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    4671000 | PA      | $3762952.56    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NEW YORK NY CTY MUN WTR FIN AU                                                  | NEW YORK NY CITY MUN WTR FIN AUTH WTR and SWR REV BUILD AMERICA BONDS                             | CUSIP: 64972FK88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7170000 | PA      | $7239873.08    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2044#AX5992                                                                    | CUSIP: 3138Y7US9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6541 | PA      | $6148.73       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/40 #AD4375                                                                           | CUSIP: 31418R2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5679 | PA      | $5708.41       | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2047#CA0717                                                                  | CUSIP: 3140Q7YP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29219 | PA      | $28012.59      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#MA3693                                                                    | CUSIP: 31418DC75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1738355 | PA      | $1614196.35    | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2047#Q50658                                                                  | CUSIP: 3132XSWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15724 | PA      | $15104.04      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2048#MA5077                                                                    | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     369897 | PA      | $333480.41     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2036#Q04319                                                                    | CUSIP: 3132GKPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     884010 | PA      | $853369.64     | 0.00%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD7528                                                                    | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4503673 | PA      | $3570549.23    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 09/20/2049#MA6153                                                                      | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4549380 | PA      | $3982537.56    | 0.01%             | 2049-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.1% 06/15/2045                                                                       | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     874000 | PA      | $770687.65     | 0.00%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176150000 | PA      | $177845109.07  | 0.28%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#CA6075                                                                  | CUSIP: 3140QDXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1246006 | PA      | $1030088.14    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   79775000 | PA      | $65013497.82   | 0.10%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20875000 | PA      | $21306707.53   | 0.03%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.35% 07/15/2046                                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    9542000 | PA      | $11811160.60   | 0.02%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2043#AU9914                                                                  | CUSIP: 3138XAAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8095 | PA      | $7545.87       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2047#BH2634                                                                    | CUSIP: 3140GQ4U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429871 | PA      | $426428.09     | 0.00%             | 2047-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2054#QX1630                                                                  | CUSIP: 31425VY49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     396572 | PA      | $374361.03     | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2035#QN3476                                                                    | CUSIP: 3133G92H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5945642 | PA      | $5410009.05    | 0.01%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#MA2644                                                                  | CUSIP: 31418B5E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35681 | PA      | $34236.09      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 9/25 #AE5183                                                                      | CUSIP: 31419FXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2290 | PA      | $2280.88       | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2054#MA9851                                                                    | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72231473 | PA      | $71809749.37   | 0.11%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ7441                                                                  | CUSIP: 3138MPHT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3890 | PA      | $3576.70       | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 06/15/2043#666369                                                                  | CUSIP: 36295CJN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239247 | PA      | $214906.28     | 0.00%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5% 07/15/2032                                                                     | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7486391.63    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB0929                                                                  | CUSIP: 3140AAA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1156464 | PA      | $1146683.33    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 5/30 #MA0427                                                                           | CUSIP: 31417YPM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4859 | PA      | $4800.00       | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 04/20/2026                                                               | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9329000 | PA      | $9183560.89    | 0.01%             | 2026-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2053#QG9022                                                                    | CUSIP: 3133CAAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386179 | PA      | $391572.74     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  167800000 | PA      | $115277289.48  | 0.18%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2043#Q17854                                                                  | CUSIP: 3132J9E46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18669 | PA      | $16802.37      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#MA2489                                                                  | CUSIP: 31418BXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88358 | PA      | $84982.84      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BD8951                                                                    | CUSIP: 3140FG5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6878358 | PA      | $6018710.72    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 2/42 #AJ9901                                                                           | CUSIP: 3138E3AB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83984 | PA      | $77742.23      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2048#G08841                                                                  | CUSIP: 3128MJ5B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16213 | PA      | $14608.27      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC6323                                                                    | CUSIP: 3140F2AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65468 | PA      | $57367.88      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2033#G18702                                                                  | CUSIP: 3128MMX81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26268 | PA      | $25570.57      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD7008                                                                    | CUSIP: 3140FEYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161915 | PA      | $141679.44     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#Q21646                                                                  | CUSIP: 3132JNZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67091 | PA      | $59592.20      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2033#BJ4573                                                                    | CUSIP: 3140H6CK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90194 | PA      | $87083.47      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2053#MA9019                                                                    | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16325206 | PA      | $16703111.79   | 0.03%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#CB3100                                                                    | CUSIP: 3140QNNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1902087 | PA      | $1508584.47    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2046#AS7252                                                                  | CUSIP: 3138WHBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6401 | PA      | $6164.22       | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047                                                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6522000 | PA      | $4746965.70    | 0.01%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2054#SD8454                                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32057997 | PA      | $32384033.67   | 0.05%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2050#SD8064                                                                    | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1814638 | PA      | $1682761.99    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2032#J37574                                                                    | CUSIP: 31307UMX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     595142 | PA      | $575076.77     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/44#AX7309                                                                       | CUSIP: 3138Y9DP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80034 | PA      | $77478.53      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/31#BD5882                                                                       | CUSIP: 3140FDRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46351 | PA      | $44336.68      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 01/20/2053#MA8568                                                                    | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159871 | PA      | $152122.44     | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 01/01/2040#MA3890                                                                    | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     647959 | PA      | $588846.74     | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 06/41#AZ7903                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     490847 | PA      | $467943.32     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #680498                                                                          | CUSIP: 36295T7K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45626 | PA      | $47358.81      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/32 #545879                                                                           | CUSIP: 31385JM47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7376 | PA      | $7660.90       | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2029                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31000000 | PA      | $31785898.36   | 0.05%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1889                                                                  | CUSIP: 36183XC24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58508 | PA      | $52140.02      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3965558.49    | 0.01%             | 2025-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.7% 04/06/2050                                                                       | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12681000 | PA      | $9240043.11    | 0.01%             | 2050-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2055#DD0050                                                                  | CUSIP: 3140B0BU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4626762 | PA      | $4583292.86    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#MA3334                                                                  | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496388 | PA      | $475420.14     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO8619                                                                    | CUSIP: 3140K4SH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284515 | PA      | $245399.90     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                  | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                      | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15529025 | PA      | $15304945.83   | 0.02%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2032#ZS8678                                                                  | CUSIP: 3132A9UB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1360073 | PA      | $1295224.60    | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#MA4158                                                                    | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9006780 | PA      | $7056211.66    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3576741.48    | 0.01%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                               | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028                                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15415489 | PA      | $15412270.68   | 0.02%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2029#AW2492                                                                  | CUSIP: 3138XRXW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11586 | PA      | $11412.89      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2032#MA3029                                                                    | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13723 | PA      | $13265.93      | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 8/40 #741372                                                                           | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21157 | PA      | $20790.95      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2043#MA1525                                                                    | CUSIP: 36179NVS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      46641 | PA      | $47770.63      | 0.00%             | 2043-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BA5942                                                                  | CUSIP: 3140EAS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8022 | PA      | $7715.15       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR0580                                                                  | CUSIP: 3138NWUE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102286 | PA      | $94358.89      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#MA2994                                                                  | CUSIP: 31418CKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309702 | PA      | $280509.60     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC6308                                                                  | CUSIP: 3140F2AJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40020 | PA      | $33709.96      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#SD7541                                                                         | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1471438 | PA      | $1166108.14    | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2053                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6173000 | PA      | $5635954.00    | 0.01%             | 2053-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#BT6823                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78534688 | PA      | $64202515.76   | 0.10%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.5% 08/15/2027                                                                | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $6735005.82    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 4.2% 11/03/2035                                                                    | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1655363.19    | 0.00%             | 2035-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2045#AY1377                                                                    | CUSIP: 3138YEQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190529 | PA      | $179371.82     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#CB8939                                                                  | CUSIP: 3140QU4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     820082 | PA      | $812890.22     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5% 10/01/2028                                                                   | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5463000 | PA      | $5467397.28    | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AL5082                                                                  | CUSIP: 3138EMUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122624 | PA      | $119130.72     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#BA4786                                                                    | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36210 | PA      | $35158.59      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP4091                                                                           | CUSIP: 3138M7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410043 | PA      | $379455.28     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BE0522                                                                  | CUSIP: 3140FKSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57360 | PA      | $54886.20      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 06/20/2043#MA1093                                                                    | CUSIP: 36179NGA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27831 | PA      | $28024.16      | 0.00%             | 2043-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2033#MA3517                                                                  | CUSIP: 31418C4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200095 | PA      | $194249.77     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.118% 07/13/2028                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2045825.86    | 0.00%             | 2028-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2053#                                                                          | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15677166 | PA      | $15214068.83   | 0.02%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#Q15105                                                                  | CUSIP: 3132J6DK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61222 | PA      | $56600.97      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.4% 09/15/2027                                                            | CUSIP: 776743AN6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6778296.44    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4% 06/01/2052                                                                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3515979.42    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 05/01/2032#G18643                                                                  | CUSIP: 3128MMWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13955 | PA      | $13357.06      | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                                   | COM FIN AUTH PA 4.144% 6/1/2038                                                                   | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6095000 | PA      | $5510869.22    | 0.01%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 2.65% 05/19/2026                                                                | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $5901337.24    | 0.01%             | 2026-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 03/01/2040#A91410                                                                  | CUSIP: 312939R78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4206 | PA      | $4019.42       | 0.00%             | 2040-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZA6139                                                                  | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136783 | PA      | $130876.74     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                               | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992350.07     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #929412                                                                           | CUSIP: 31412MR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16511 | PA      | $16995.11      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#QH2450                                                                  | CUSIP: 3133CEWK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113698 | PA      | $116818.03     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#QB8092                                                                  | CUSIP: 3133AE7D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2902270 | PA      | $2390271.54    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2044#                                                                        | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44647 | PA      | $43347.52      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#                                                                          | CUSIP: 312946C79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13450 | PA      | $12853.35      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.35% 03/15/2029                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1966821.40    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.75% 04/01/2032                                                                    | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   32063000 | PA      | $29838718.51   | 0.05%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 05/15/2038                                                       | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5410000 | PA      | $5388233.19    | 0.01%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AO8633                                                                           | CUSIP: 3138M0SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522190 | PA      | $484410.87     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2032#J37643                                                                  | CUSIP: 31307UP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161169 | PA      | $153788.08     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 6.1% 06/28/2063                                                                        | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4552998.63    | 0.01%             | 2063-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2027#AL8236                                                                  | CUSIP: 3138ETEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        343 | PA      | $339.71        | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2031#BD1996                                                                    | CUSIP: 3140F9GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165360 | PA      | $160239.60     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2050#SD8098                                                                    | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1156527 | PA      | $906061.97     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2035#SB8501                                                                    | CUSIP: 3132D6NS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17616 | PA      | $16061.76      | 0.00%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #682474                                                                           | CUSIP: 36295WFP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27615 | PA      | $27129.83      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/47#BH9019                                                                         | CUSIP: 3140GYAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3716 | PA      | $3466.96       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#MA2683                                                                    | CUSIP: 31418B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28896 | PA      | $27012.75      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#QD4504                                                                    | CUSIP: 3133B2AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68292 | PA      | $53203.79      | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2042#AP2133                                                                  | CUSIP: 3138M5LP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4337618 | PA      | $4017495.48    | 0.01%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2054#MA9422                                                                      | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3373794 | PA      | $3285026.66    | 0.01%             | 2054-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.35% 01/15/2027                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18905000 | PA      | $18313838.00   | 0.03%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 5.95% 03/15/2029                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2846872.41    | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#BK4953                                                                  | CUSIP: 3140HJQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30657 | PA      | $29809.75      | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AY2087                                                                  | CUSIP: 3138YFJ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188473 | PA      | $172415.47     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 09/01/2027#MA3132                                                                  | CUSIP: 31418CPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2935 | PA      | $2902.05       | 0.00%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 10/01/2033#ZT0717                                                                  | CUSIP: 3132ACYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271954 | PA      | $264008.90     | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AR9285                                                                  | CUSIP: 3138W7J70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109518 | PA      | $97335.90      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2050#CA7695                                                                  | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24547848 | PA      | $18156896.61   | 0.03%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2027#AP2972                                                                    | CUSIP: 3138M6JS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29145 | PA      | $28701.92      | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE3960                                                                    | CUSIP: 3140FPMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1315879 | PA      | $1151422.77    | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2052#MA4701                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34105776 | PA      | $32302739.80   | 0.05%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2050#MA6412                                                                    | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     610115 | PA      | $585645.04     | 0.00%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2036#SB8093                                                                    | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6560346 | PA      | $5940633.90    | 0.01%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 6.5% 03/15/2041                                                                  | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1178234.81    | 0.00%             | 2041-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2033#BK3788                                                                    | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     617920 | PA      | $591926.52     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/48#CA2652                                                                         | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13200 | PA      | $13028.65      | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 11/15/2039                                                     | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      79500 | PA      | $76537.38      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 6.5% 01/01/2043#MA4909                                                                  | CUSIP: 31418EN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50686 | PA      | $52216.09      | 0.00%             | 2043-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 10/36 #893830                                                                          | CUSIP: 31410QA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9248 | PA      | $9506.36       | 0.00%             | 2036-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.25% 01/15/2026                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6254000 | PA      | $6122266.87    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.75% 03/01/2045                                                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     795000 | PA      | $605625.07     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.125% 08/13/2042                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    6959000 | PA      | $5720291.81    | 0.01%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 3.8% 11/15/2025                                                                    | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     203000 | PA      | $201925.80     | 0.00%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.35% 01/30/2047                                                       | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $1834625.79    | 0.00%             | 2047-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2051#MA7367                                                                    | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   90748757 | PA      | $76145975.38   | 0.12%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    5607000 | PA      | $5606579.36    | 0.01%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB3997                                                                  | CUSIP: 3140ADNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42644 | PA      | $42309.92      | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2030#AS5584                                                                  | CUSIP: 3138WFF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30389 | PA      | $29303.53      | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 06/01/2030#AY5963                                                                    | CUSIP: 3138YKTV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23633 | PA      | $22617.42      | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2054#                                                                        | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1077306 | PA      | $1068868.16    | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105440000 | PA      | $98421650.00   | 0.16%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/44#AW2016                                                                         | CUSIP: 3138XRG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71728 | PA      | $71669.15      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14778702.30   | 0.02%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#V83497                                                                  | CUSIP: 3132L83E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271790 | PA      | $245987.02     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2047#MA4198                                                                    | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1703687 | PA      | $1650264.02    | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AS5978                                                                    | CUSIP: 3138WFUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90513 | PA      | $87945.42      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 08/01/2039#                                                                        | CUSIP: 3133KYRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569745 | PA      | $532778.27     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2037#AE0609                                                                  | CUSIP: 31419AVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4503 | PA      | $4611.62       | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2046#MA4007                                                                      | CUSIP: 36179SNY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70711 | PA      | $71202.53      | 0.00%             | 2046-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2046#AX5531                                                                  | CUSIP: 3138Y7ED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382761 | PA      | $320260.70     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% #AL5097                                                                            | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27002 | PA      | $26553.24      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2045#AS6386                                                                  | CUSIP: 3138WGCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     538354 | PA      | $472417.34     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.65% 06/10/2026                                                          | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3906229.44    | 0.01%             | 2026-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2051#CA8460                                                                  | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1675001 | PA      | $1379508.83    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 2/41 #AE0828                                                                           | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10294 | PA      | $9602.45       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/46#MA4071                                                                         | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54513 | PA      | $53414.79      | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BC9722                                                                    | CUSIP: 3140F5YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     780710 | PA      | $683137.88     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2049#ZN4119                                                                    | CUSIP: 3131YASG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235707 | PA      | $204186.37     | 0.00%             | 2049-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK7608                                                                    | CUSIP: 3140HMN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     644346 | PA      | $599935.09     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AZ4068                                                                  | CUSIP: 3138YVQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96816 | PA      | $93741.39      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2027#AL1795                                                                    | CUSIP: 3138EH7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86728 | PA      | $85517.28      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 02/15/2038                                                     | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20954900 | PA      | $20592281.95   | 0.03%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#BK5161                                                                    | CUSIP: 3140HJWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35923 | PA      | $34529.40      | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #AC4165                                                                           | CUSIP: 31417NTX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60107 | PA      | $57703.75      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#BJ0958                                                                  | CUSIP: 3140H2B49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193347 | PA      | $183968.40     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#BM1424                                                                  | CUSIP: 3140J5SN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106066 | PA      | $102013.48     | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/34 #745637                                                                          | CUSIP: 31403DLS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84767 | PA      | $88937.77      | 0.00%             | 2034-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2049#MA6337                                                                    | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     190193 | PA      | $160182.23     | 0.00%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 3% 01/01/2028#ZS7937                                                                    | CUSIP: 3132A8ZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48564 | PA      | $47806.95      | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q19349                                                                  | CUSIP: 3132JAZP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65827 | PA      | $58939.62      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   10730000 | PA      | $9402185.14    | 0.02%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 10/25 #AE4625                                                                     | CUSIP: 31419FD78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $90.10         | 0.00%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 6.2% 04/14/2034                                                     | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4850228.47    | 0.01%             | 2034-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.55% 10/15/2029                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4491896.63    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 6.25% 03/15/2033                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11680422.21   | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2050#MA6477                                                                    | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1264394 | PA      | $1213682.15    | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4392540.55    | 0.01%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/39 #932130                                                                          | CUSIP: 31412QST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209518 | PA      | $206770.33     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/46#AS7191                                                                         | CUSIP: 3138WG7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381966 | PA      | $357072.19     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#BD7101                                                                    | CUSIP: 3140FE3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1034775 | PA      | $1000282.08    | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9929389.50    | 0.02%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1948956.32    | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AZ8883                                                                    | CUSIP: 3140E12R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18557 | PA      | $18017.62      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5880000 | PA      | $6156561.45    | 0.01%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                               | UNITED AIRLINES 2015-1 CLASS A PASS THROUGH TRUST 3.45% 06/01/2029                                | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317431 | PA      | $305833.17     | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2027                                                                       | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  166928500 | PA      | $161118605.31  | 0.26%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC1816                                                                  | CUSIP: 3140EWAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50735 | PA      | $42735.64      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.95% 08/15/2027                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6140275.90    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $851597.33     | 0.00%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BC1224                                                                  | CUSIP: 3140EVLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79993 | PA      | $77172.79      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#BV0174                                                                    | CUSIP: 3140MDFQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1321336 | PA      | $1135345.46    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 08/01/2040#A93346                                                                  | CUSIP: 312941WF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14094 | PA      | $14184.16      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#BN6006                                                                  | CUSIP: 3140JNU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394778 | PA      | $377608.87     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#BN0750                                                                    | CUSIP: 3140JGZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5778 | PA      | $5735.57       | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ6932                                                                  | CUSIP: 3138MNV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18766 | PA      | $18363.91      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                               | JORDAN KINGDOM OF 3% 06/30/2025                                                                   | CUSIP: 418097AF8<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    2059000 | PA      | $2055816.21    | 0.00%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AX9367                                                                  | CUSIP: 3138YBMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9170 | PA      | $8645.17       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/20/2054#MA9668                                                                    | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     942711 | PA      | $938017.61     | 0.00%             | 2054-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2050#                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1541026 | PA      | $1274466.14    | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 10/01/2042#Q12520                                                                  | CUSIP: 3132HNYR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57265 | PA      | $51635.89      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 7/42 #MA0221                                                                        | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8132 | PA      | $7767.53       | 0.00%             | 2042-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#MA2608                                                                    | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118071 | PA      | $103462.28     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.7% 01/30/2026                                                                    | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13350141.82   | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2042#MA0623                                                                    | CUSIP: 36179MVQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32262 | PA      | $28444.97      | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2043#Q21684                                                                  | CUSIP: 3132JN2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245382 | PA      | $225530.54     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2033#CA2559                                                                    | CUSIP: 3140Q9ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367123 | PA      | $360142.91     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2028#AL3763                                                                  | CUSIP: 3138ELFD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4213 | PA      | $4166.16       | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 1.45% 09/15/2030                                                                 | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $12438182.94   | 0.02%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AZ9990                                                                    | CUSIP: 3140E3C49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55613 | PA      | $52023.70      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2053#FS4238                                                                    | CUSIP: 3140XKV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42673072 | PA      | $41387856.77   | 0.07%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 7/40 #004747                                                                        | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117640 | PA      | $118458.32     | 0.00%             | 2040-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BD8294                                                                    | CUSIP: 3140FGGC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154175 | PA      | $134906.75     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/51#MA7311                                                                           | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  199144715 | PA      | $160067483.80  | 0.26%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 09/27/2054                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2465611.30    | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                    | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5274904 | PA      | $5094641.97    | 0.01%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AW3937                                                                  | CUSIP: 3138XTLT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125409 | PA      | $121530.94     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/40 #AE6061                                                                          | CUSIP: 31419GWX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8685 | PA      | $8538.02       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/47#MA4719                                                                         | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     670051 | PA      | $605341.07     | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN7592                                                                    | CUSIP: 36186QNH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     164273 | PA      | $144963.52     | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.9% 03/07/2039                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   11666000 | PA      | $10016672.70   | 0.02%             | 2039-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2043#AC1676                                                                  | CUSIP: 36179A2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16679 | PA      | $15088.02      | 0.00%             | 2043-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#BC3863                                                                  | CUSIP: 3140EYJH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37924 | PA      | $34455.90      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2046#Q40716                                                                  | CUSIP: 3132WDYN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1951262 | PA      | $1776989.64    | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 02/15/2045#AK6887                                                                    | CUSIP: 36183QUL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58495 | PA      | $51919.95      | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46741200 | PA      | $28092191.30   | 0.04%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#BO2171                                                                  | CUSIP: 3140JWMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20713 | PA      | $19824.95      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2030#AZ2444                                                                    | CUSIP: 3138YTWE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33810 | PA      | $32914.64      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC0696                                                                  | CUSIP: 3140AMX22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1094816 | PA      | $1033345.07    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 03/01/2034#MA3611                                                                    | CUSIP: 31418DAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56057 | PA      | $54920.65      | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2047#CA0850                                                                    | CUSIP: 3140Q75L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1803556 | PA      | $1572513.99    | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 02/01/2039#ZA6289                                                                    | CUSIP: 31329P7A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30599 | PA      | $29187.85      | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/51#MA7705                                                                         | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23737634 | PA      | $19903070.50   | 0.03%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                      | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48578300 | PA      | $53500647.81   | 0.09%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#CA2855                                                                  | CUSIP: 3140QAE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330073 | PA      | $315820.65     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2047#MA4510                                                                    | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1869967 | PA      | $1690544.11    | 0.00%             | 2047-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 2.6% 11/15/2029                                                         | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    7675000 | PA      | $7109716.53    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AL3222                                                                  | CUSIP: 3138EKSL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90841 | PA      | $83903.24      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2043#Q19597                                                                  | CUSIP: 3132JBDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20722 | PA      | $19618.21      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 04/01/2055#QY0266                                                                    | CUSIP: 31426JJL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65562 | PA      | $66243.25      | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.7% 04/30/2030                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9568129.00    | 0.02%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2052#MA8349                                                                    | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     192737 | PA      | $192620.10     | 0.00%             | 2052-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #719248                                                                           | CUSIP: 3620A5BR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     336662 | PA      | $338240.90     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#Q20094                                                                  | CUSIP: 3132JMC72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483138 | PA      | $433193.74     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 11/01/2033#ZT1346                                                                    | CUSIP: 3132ADP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68742 | PA      | $67413.72      | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 2.625% 02/10/2030                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1799712.02    | 0.00%             | 2030-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2052#MA7827                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8140556 | PA      | $6825535.80    | 0.01%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2049#MA6341                                                                    | CUSIP: 36179VBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52395 | PA      | $50293.55      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6999285.65    | 0.01%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2044#AS2496                                                                    | CUSIP: 3138WBX26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107329 | PA      | $101326.31     | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2040#G05936                                                                  | CUSIP: 3128M74V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3577 | PA      | $3426.90       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.935% 12/07/2049                                                             | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $6347817.21    | 0.01%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP5377                                                                           | CUSIP: 3138M86P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30518 | PA      | $28258.30      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2034#003581                                                                    | CUSIP: 36202D6S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2167 | PA      | $2143.95       | 0.00%             | 2034-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#BD5535                                                                  | CUSIP: 3140FDEH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34747 | PA      | $33281.18      | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#CA4865                                                                    | CUSIP: 3140QCMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291812 | PA      | $251694.21     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.35% 01/08/2055                                                            | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5390000 | PA      | $5119910.12    | 0.01%             | 2055-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.375% 06/20/2027                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   13997000 | PA      | $13268287.63   | 0.02%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2044#AS3062                                                                  | CUSIP: 3138WCML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19518 | PA      | $18925.74      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2042 #MA0625                                                                   | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3429391 | PA      | $3166172.62    | 0.01%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #748220                                                                           | CUSIP: 3620C4G53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60906 | PA      | $58383.02      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                  | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25509724 | PA      | $26514743.82   | 0.04%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AB9491                                                                  | CUSIP: 31417GRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92208 | PA      | $89928.16      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.95% 05/17/2033                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   10160000 | PA      | $10081904.04   | 0.02%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5339773.15    | 0.01%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2028#AU0675                                                                  | CUSIP: 3138WZXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38147 | PA      | $37624.77      | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AL4290                                                                  | CUSIP: 3138ELXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22461 | PA      | $21955.39      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.6% 03/09/2026                                                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4761468.49    | 0.01%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM4601                                                                    | CUSIP: 3140X8DF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     558010 | PA      | $507739.62     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2030#AS5430                                                                    | CUSIP: 3138WFA89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14722 | PA      | $14342.03      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3% 02/14/2032                                                                      | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4360939.58    | 0.01%             | 2032-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2035#SB8057                                                                    | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10943 | PA      | $9977.34       | 0.00%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.25% 06/15/2027                                                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4846000 | PA      | $4718256.34    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #723820                                                                           | CUSIP: 3620AADZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14388 | PA      | $14136.40      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LO 30YR 6% 09/01/2054#QJ3870                                                         | CUSIP: 3133CUJP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9137681 | PA      | $9235609.73    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/30#AS5428                                                                         | CUSIP: 3138WFA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51379 | PA      | $50001.09      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2033#BK9379                                                                    | CUSIP: 3140HPM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103355 | PA      | $99007.62      | 0.00%             | 2033-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2045#AX9656                                                                  | CUSIP: 3138YBWS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10318 | PA      | $8736.43       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 04/20/2045#MA2758                                                                    | CUSIP: 36179RB32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     252686 | PA      | $259206.65     | 0.00%             | 2045-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 08/01/2039#MA3741                                                                    | CUSIP: 31418DEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294617 | PA      | $269028.22     | 0.00%             | 2039-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1632                                                                  | CUSIP: 3138X0Y69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746588 | PA      | $668085.86     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR9218                                                                  | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6818 | PA      | $6104.33       | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.85% 11/15/2031                                                       | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5430000 | PA      | $5452700.82    | 0.01%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AB5502                                                                           | CUSIP: 31417CDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291151 | PA      | $270602.77     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2033#MA3462                                                                  | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1351423 | PA      | $1314054.33    | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2044#G60383                                                                  | CUSIP: 31335AM88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     984911 | PA      | $909863.26     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 01/01/2028#J22029                                                                  | CUSIP: 31307AHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21607 | PA      | $21242.24      | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 6.125% 11/15/2041                                                               | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2418228.99    | 0.00%             | 2041-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AB3625                                                                          | CUSIP: 31417AA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     512885 | PA      | $489084.75     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC5574                                                                  | CUSIP: 3140F1FQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20365 | PA      | $18471.21      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2050#MA4026                                                                    | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52095 | PA      | $48308.86      | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2949                                                                           | CUSIP: 3138LTH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35742 | PA      | $33067.82      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    7760000 | PA      | $7625640.18    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#MA3962                                                                    | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176587 | PA      | $163753.49     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AX5260                                                                  | CUSIP: 3138Y6Z23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98264 | PA      | $95279.66      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2045#AS5709                                                                    | CUSIP: 3138WFKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10208915 | PA      | $8964923.15    | 0.01%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2034#MA3682                                                                  | CUSIP: 31418DCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90772 | PA      | $87836.47      | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2049#QA4166                                                                    | CUSIP: 31339UTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84152 | PA      | $72582.56      | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE3695                                                                          | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11576 | PA      | $11374.98      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#MA3276                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34018 | PA      | $30705.17      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                          | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    9616000 | PA      | $10465986.13   | 0.02%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#MA2907                                                                    | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88838 | PA      | $82936.80      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                                 | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $16969328.39   | 0.03%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056                                                      | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    4286000 | PA      | $4177574.49    | 0.01%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2031#J33684                                                                  | CUSIP: 31307QCV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105743 | PA      | $103890.11     | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2050#QA7927                                                                    | CUSIP: 3133A2YY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3963434 | PA      | $3432171.59    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.6% 10/15/2032                                                                 | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4876232.94    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2048#MA5018                                                                      | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     772553 | PA      | $680157.59     | 0.00%             | 2048-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BE3465                                                                    | CUSIP: 3140FNZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119813 | PA      | $111854.32     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/36 #870615                                                                           | CUSIP: 31409GGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4104 | PA      | $4219.15       | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.35% 02/15/2033                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $7679259.14    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3.375% 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $14764675.14   | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.165% 06/15/2030                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2722341.64    | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4369000 | PA      | $3775494.94    | 0.01%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                              | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1930830.20    | 0.00%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AO2652                                                                           | CUSIP: 3138LS5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219025 | PA      | $202366.62     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 2/26 #AH8521                                                                      | CUSIP: 3138AAPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        163 | PA      | $162.84        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#AS6833                                                                  | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16982 | PA      | $15412.96      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.8% 02/14/2032                                                                | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   11666000 | PA      | $10374495.29   | 0.02%             | 2032-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12615000 | PA      | $12591611.79   | 0.02%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2026#AB3378                                                                  | CUSIP: 31416YXG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1037 | PA      | $1028.83       | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.25% 10/01/2030                                                                     | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   14340000 | PA      | $12828075.29   | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 04/15/2042#766673                                                                  | CUSIP: 36176HQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1801 | PA      | $1665.08       | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -89875000 | PA      | $-89258601.30  | -0.14%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2042#AL6289                                                                  | CUSIP: 3138EN7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21157 | PA      | $21729.68      | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2030#AZ2405                                                                  | CUSIP: 3138YTU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56862 | PA      | $54829.61      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 11/37 #A68546                                                                          | CUSIP: 3128L0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45173 | PA      | $46483.02      | 0.00%             | 2037-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM ARM 5.85% 9/37 #1Q0743                                                                       | CUSIP: 3128S4ZG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41647 | PA      | $42988.34      | 0.00%             | 2037-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2050#FM4780                                                                  | CUSIP: 3140X8J24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     521005 | PA      | $428930.26     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/40 #AD8536                                                                           | CUSIP: 31418WPW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3714 | PA      | $3733.11       | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 1.375% 07/22/2030                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8235935.99    | 0.01%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#BP2129                                                                    | CUSIP: 3140K9LK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27065 | PA      | $23301.94      | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2048#BK7094                                                                    | CUSIP: 3140HL3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419918 | PA      | $415374.45     | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#BR9142                                                                    | CUSIP: 3140L8EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29607 | PA      | $26930.18      | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.159%/VAR 04/24/2031                                                  | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4600000 | PA      | $4663518.27    | 0.01%             | 2031-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2046#Q38559                                                                    | CUSIP: 3132QVQM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4026106 | PA      | $3771121.91    | 0.01%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245800000 | PA      | $220096617.80  | 0.35%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/44#AL5946                                                                    | CUSIP: 3138ENTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33764 | PA      | $33940.54      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/38 #970875                                                                          | CUSIP: 31414NCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        591 | PA      | $608.24        | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ5082                                                                    | CUSIP: 3140KQUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7848085 | PA      | $6148451.50    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/44#Q28991                                                                    | CUSIP: 3132M9UQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294453 | PA      | $277508.42     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2039#AC1466                                                                  | CUSIP: 31417KTY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11195 | PA      | $11498.92      | 0.00%             | 2039-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#BQ4965                                                                    | CUSIP: 3140KQQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376341 | PA      | $342436.88     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/39#AC6681                                                                       | CUSIP: 31417TM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128665 | PA      | $132383.88     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AT8757                                                                  | CUSIP: 3138WWWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1388311 | PA      | $1276732.94    | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 4/42 #AO1215                                                                           | CUSIP: 3138LRK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124378 | PA      | $114885.42     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.15% 05/15/2026                                                           | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3056620.98    | 0.00%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2042#Q09305                                                                    | CUSIP: 3132GUU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1305490 | PA      | $1176376.80    | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/37 #899622                                                                           | CUSIP: 31410WPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21734 | PA      | $22320.70      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2050#BP2366                                                                    | CUSIP: 3140K9TY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35470 | PA      | $32881.58      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 09/01/2038#BX4455                                                                  | CUSIP: 3140N85R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89053 | PA      | $87799.54      | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.4% 09/18/2029                                                             | CUSIP: 455780CK0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   12400000 | PA      | $11904000.00   | 0.02%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#Q56028                                                                  | CUSIP: 3132XYVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103280 | PA      | $93249.02      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.05% 01/15/2032                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1697857.62    | 0.00%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2030#AZ5291                                                                  | CUSIP: 3138YW2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61810 | PA      | $59661.25      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 03/20/2045#MA2679                                                                    | CUSIP: 36179Q6Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5270798 | PA      | $5001369.86    | 0.01%             | 2045-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 12/40 #G06231                                                                          | CUSIP: 3128M8HG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14695 | PA      | $14046.07      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.85% 06/01/2054                                                          | CUSIP: 29366WAE6<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3041189.11    | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.5% 02/01/2055#QX5838                                                                  | CUSIP: 31426BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1161507 | PA      | $1098015.51    | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0909                                                                    | CUSIP: 3140HEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237954 | PA      | $221552.99     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290200000 | PA      | $259502281.25  | 0.41%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 4% 06/15/2028                                                                     | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1871153.19    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/35 #809938                                                                           | CUSIP: 31406GZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5205 | PA      | $5147.79       | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/37 #888129                                                                           | CUSIP: 31410FVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183170 | PA      | $188272.27     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 1/33 #003333                                                                         | CUSIP: 36202DV24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     181286 | PA      | $184776.54     | 0.00%             | 2033-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2048#ZN4642                                                                  | CUSIP: 3131YBEP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     710570 | PA      | $641372.14     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 3/41 #004978                                                                        | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     929264 | PA      | $913888.26     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/40#AL0081                                                                    | CUSIP: 3138EGCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11572 | PA      | $11630.80      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2049#MA3685                                                                    | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     817834 | PA      | $708466.69     | 0.00%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4% 08/05/2029                                                                          | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1939295.98    | 0.00%             | 2029-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AR4341                                                                  | CUSIP: 3138W1ZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23316 | PA      | $21044.12      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 8/27 #AP0318                                                                      | CUSIP: 3138M3K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2831 | PA      | $2787.60       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6235                                                                    | CUSIP: 3133KM4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32004486 | PA      | $25013371.59   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA5042                                                                  | CUSIP: 3140E9S80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18405 | PA      | $17893.53      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 02/01/2038#A73952                                                                  | CUSIP: 3128L7L96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8732 | PA      | $8789.40       | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZS4785                                                                    | CUSIP: 3132A5J63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380715 | PA      | $354474.71     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.45% 06/15/2049                                                                | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    9306000 | PA      | $7424749.01    | 0.01%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#AS8971                                                                    | CUSIP: 3138WJ6H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87811 | PA      | $81978.71      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/15/2045#AN5721                                                                    | CUSIP: 36186NLA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149374 | PA      | $131815.72     | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#Q60864                                                                  | CUSIP: 3132VL6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71806 | PA      | $68795.22      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#RA4302                                                                    | CUSIP: 3133KKX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16557 | PA      | $12991.84      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2031#BE1274                                                                    | CUSIP: 3140FLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67132 | PA      | $64952.11      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/41 #890289                                                                           | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25133 | PA      | $24715.23      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#AS9668                                                                    | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21711 | PA      | $20269.15      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2042#Q14321                                                                    | CUSIP: 3132HQYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82463 | PA      | $74024.51      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2033#ZS8682                                                                    | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     430024 | PA      | $414721.91     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.05% 03/15/2034                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9930000 | PA      | $9958838.31    | 0.02%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AP6053                                                                  | CUSIP: 3138M9WP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65162 | PA      | $63551.43      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2041#AJ1964                                                                  | CUSIP: 3138ATFE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8022 | PA      | $7857.49       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/37#MA4515                                                                       | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8140356 | PA      | $7149229.85    | 0.01%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2050#FM8397                                                                  | CUSIP: 3140XCKK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11264 | PA      | $10774.10      | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2043#AU5890                                                                  | CUSIP: 3138X5RL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9188 | PA      | $8993.08       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2042#AP4782                                                                  | CUSIP: 3138M8J46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118887 | PA      | $107487.46     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 6/38 #690867                                                                           | CUSIP: 36296GQU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37321 | PA      | $38049.71      | 0.00%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.5% 03/11/2035                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961746.62    | 0.00%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3% 07/30/2046                                                            | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $2355262.20    | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2027#890472                                                                    | CUSIP: 31410LJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4848 | PA      | $4779.60       | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2030#J32164                                                                  | CUSIP: 31307NMM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92554 | PA      | $89596.34      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2029#ZS8514                                                                  | CUSIP: 3132A9N78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4809 | PA      | $4740.48       | 0.00%             | 2029-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 09/20/2043#MA1284                                                                    | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3071269 | PA      | $2769748.46    | 0.00%             | 2043-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 10/31/2027                                                                         | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  354566400 | PA      | $327156754.36  | 0.52%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BJ5878                                                                  | CUSIP: 3140H7Q83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160608 | PA      | $144967.54     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.344% 01/09/2048                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   11915000 | PA      | $9140820.30    | 0.01%             | 2048-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147526800 | PA      | $118845515.85  | 0.19%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4138000 | PA      | $3339402.46    | 0.01%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#AS8712                                                                  | CUSIP: 3138WJVE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273978 | PA      | $261945.40     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#MA3688                                                                  | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201373 | PA      | $192615.38     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2855463.55    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2049#QA1094                                                                  | CUSIP: 31334XGB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     204250 | PA      | $183402.31     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2044#AS3656                                                                  | CUSIP: 3138WDB26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81545 | PA      | $79069.01      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.7% 08/04/2026                                                               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3696629.18    | 0.01%             | 2026-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 03/31/2027                                                                         | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4874609.40    | 0.01%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/40 #AD3243                                                                           | CUSIP: 31418QS95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14240 | PA      | $14000.28      | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2053#SD8331                                                                  | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56586 | PA      | $56160.82      | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                  | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70621083 | PA      | $58118460.43   | 0.09%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#FM9315                                                                  | CUSIP: 3140XDK54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1828841 | PA      | $1609600.55    | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNMA II 4.5% 6/45#MA2894                                                                          | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1854996 | PA      | $1817872.90    | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2038#G05613                                                                  | CUSIP: 3128M7SA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9761 | PA      | $10045.63      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#MA1958                                                                  | CUSIP: 31418BE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87385 | PA      | $82439.88      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2053#MA9304                                                                      | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20668734 | PA      | $20131379.82   | 0.03%             | 2053-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP0412                                                                    | CUSIP: 3140K7N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19306 | PA      | $16621.30      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2050#RA3838                                                                    | CUSIP: 3133KKHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9314758 | PA      | $8028357.23    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#                                                                          | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45374593 | PA      | $41187616.27   | 0.07%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BD8756                                                                  | CUSIP: 3140FGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88549 | PA      | $84509.97      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2040#C03520                                                                  | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127896 | PA      | $122257.47     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                       | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64237900 | PA      | $58880559.35   | 0.09%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/35 #735227                                                                           | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219661 | PA      | $225382.98     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 1.35% 07/15/2025                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   21460000 | PA      | $21365732.87   | 0.03%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 12/40 #AA4778                                                                          | CUSIP: 31416NJY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7155 | PA      | $6662.15       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.1% 03/26/2030                                                               | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3163810.40    | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $4263730.17    | 0.01%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 11/25 #AE9358                                                                     | CUSIP: 31419LMG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        524 | PA      | $521.69        | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#MA4442                                                                    | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232949 | PA      | $210506.93     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050                                                      | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $1575617.75    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.9% 02/06/2033                                                                       | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14794520.55   | 0.02%             | 2033-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2047#BM1683                                                                  | CUSIP: 3140J52R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36190 | PA      | $32711.11      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3584638.35    | 0.01%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 11/37 #004049                                                                       | CUSIP: 36202EQA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     366319 | PA      | $380587.02     | 0.00%             | 2037-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BJ2751                                                                  | CUSIP: 3140H4BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1142099 | PA      | $1093498.33    | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                  | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9839067 | PA      | $8650339.10    | 0.01%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 03/01/2053#MA4943                                                                  | CUSIP: 31418EP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86841 | PA      | $89638.23      | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.2% 09/15/2048                                                                        | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6196000 | PA      | $4975113.64    | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2048#ZN4476                                                                  | CUSIP: 3131YA6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77061 | PA      | $69556.49      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#QB8515                                                                  | CUSIP: 3133AFN80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44207 | PA      | $36850.07      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999511.72    | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4458904.34    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 3/41 #783262                                                                           | CUSIP: 36241LTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     724792 | PA      | $712316.19     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 4.15% 10/01/2045                                                              | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2258105.35    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 9/39 #710869                                                                           | CUSIP: 36297FW65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     443578 | PA      | $452492.16     | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.875% 03/03/2033                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4128447.24    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 3.25% 01/15/2028                                                                      | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   12663000 | PA      | $12349343.57   | 0.02%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#BN2248                                                                  | CUSIP: 3140JJQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97764 | PA      | $93543.06      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR7183                                                                  | CUSIP: 3138W46V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47286 | PA      | $42474.23      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.95% 08/15/2052                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5110767.15    | 0.01%             | 2052-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $3290627.29    | 0.01%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/29#AX3728                                                                    | CUSIP: 3138Y5EA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30205 | PA      | $29196.45      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2043#G08542                                                                    | CUSIP: 3128MJS84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48143 | PA      | $45615.08      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 06/20/2044#MA1998                                                                    | CUSIP: 36179QGF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18383 | PA      | $18510.48      | 0.00%             | 2044-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2031#BM1231                                                                  | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5951 | PA      | $5863.71       | 0.00%             | 2031-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/47#MA3088                                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144999 | PA      | $135276.89     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.7% 06/01/2034                                                                   | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6889153.85    | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AS3634                                                                  | CUSIP: 3138WDBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40650 | PA      | $38345.72      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2052#FS1448                                                                    | CUSIP: 3140XGTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     215540 | PA      | $198545.29     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 5.625% 11/15/2043                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2802199.00    | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2042#Q13671                                                                  | CUSIP: 3132HQCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119506 | PA      | $110672.80     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2050#MA4211                                                                    | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136673 | PA      | $117626.85     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2029#BM1400                                                                  | CUSIP: 3140J5RW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     508771 | PA      | $501424.08     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #733783                                                                           | CUSIP: 3620AMFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     386550 | PA      | $388332.93     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20299000 | PA      | $17823572.88   | 0.03%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 11/01/2053#DA1076                                                                  | CUSIP: 3140A1FS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     482474 | PA      | $495707.75     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1676                                                                    | CUSIP: 3140X42J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220282 | PA      | $190479.63     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2027#890398                                                                  | CUSIP: 31410LGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21254 | PA      | $21049.72      | 0.00%             | 2027-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.5% 06/03/2050                                                                    | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $2989904.28    | 0.00%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#CA3528                                                                    | CUSIP: 3140QA4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4770 | PA      | $4699.27       | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2053#SD8309                                                                    | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19648 | PA      | $19910.52      | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 5.2% 09/20/2047                                                      | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    6673000 | PA      | $4660542.58    | 0.01%             | 2047-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 10/01/2039#A89732                                                                  | CUSIP: 312936Y50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7098 | PA      | $7144.68       | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#MA4077                                                                    | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1121991 | PA      | $880407.56     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM8096                                                                    | CUSIP: 3140XB7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5821742 | PA      | $5223372.65    | 0.01%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BO9347                                                                    | CUSIP: 3140K5L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66721787 | PA      | $57778331.88   | 0.09%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 2/41 #759184                                                                           | CUSIP: 36230UFZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20581 | PA      | $19736.48      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2031#V61273                                                                  | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235760 | PA      | $226264.30     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2041#AI4233                                                                  | CUSIP: 3138AHV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144497 | PA      | $145181.23     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   12510000 | PA      | $12691243.13   | 0.02%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#MA1468                                                                  | CUSIP: 31418AT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136141 | PA      | $132845.74     | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                               | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   18550000 | PA      | $18999008.32   | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 08/01/2031#D98743                                                                    | CUSIP: 3128E5WC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15946 | PA      | $15726.23      | 0.00%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH9959                                                                    | CUSIP: 3140H0B50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105176 | PA      | $101517.57     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 12/01/2037#MA4833                                                                    | CUSIP: 31418ELP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3230985 | PA      | $3136234.42    | 0.01%             | 2037-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5% 03/01/2035                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6720000 | PA      | $6666627.88    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 04/20/2051#MA7310                                                                    | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1882005 | PA      | $1446025.94    | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE1899                                                                    | CUSIP: 3140FMDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3593386 | PA      | $3144289.83    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2038#G60365                                                                    | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     527790 | PA      | $531461.85     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AX3211                                                                  | CUSIP: 3138Y4R92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306617 | PA      | $289036.49     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2047#BH4644                                                                    | CUSIP: 3140GTES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66705 | PA      | $66212.61      | 0.00%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BT9452                                                                  | CUSIP: 3140LYQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     554318 | PA      | $486827.39     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK6328                                                                  | CUSIP: 3140HLA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60295 | PA      | $57729.04      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 7.125% 07/15/2028                                                     | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    1589000 | PA      | $1715003.25    | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BD0421                                                                    | CUSIP: 3140F7PF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8022 | PA      | $7494.25       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.3% 06/15/2034                                                             | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9012000 | PA      | $9155072.08    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/44#AX6539                                                                         | CUSIP: 3138Y8HR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13743 | PA      | $12955.83      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/48#G08842                                                                         | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2101150 | PA      | $1958885.90    | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 05/01/2028#J23810                                                                  | CUSIP: 31307CGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44369 | PA      | $43575.73      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#MA3120                                                                  | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355241 | PA      | $321090.15     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.8% 08/15/2049                                                               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2919000 | PA      | $2095046.11    | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2037#BV6739                                                                  | CUSIP: 3140MLPZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346224 | PA      | $332755.56     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2048#CA1050                                                                    | CUSIP: 3140Q8EY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46993 | PA      | $40973.18      | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 3.8% 10/30/2026                                                                       | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2539963.66    | 0.00%             | 2026-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 8/40 #G05969                                                                           | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     428270 | PA      | $431086.25     | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.443%/VAR 01/20/2048                                                 | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12114000 | PA      | $10057569.03   | 0.02%             | 2048-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.85% 03/15/2044                                                        | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3483194.00    | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AV9450                                                                  | CUSIP: 3138XMQC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28014 | PA      | $27640.98      | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2045#AY1823                                                                    | CUSIP: 3138YFAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92733 | PA      | $82126.92      | 0.00%             | 2045-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 2.746% 6/1/2034                                                                   | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5025000 | PA      | $4227069.20    | 0.01%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#AS6430                                                                  | CUSIP: 3138WGEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11710 | PA      | $11262.66      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD7063                                                                  | CUSIP: 3133B4Z40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2309680 | PA      | $1888508.07    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                      | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11120000 | PA      | $10270801.30   | 0.02%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.7% 11/15/2054                                                              | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4918085.75    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.875% 10/15/2040                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     795000 | PA      | $731368.80     | 0.00%             | 2040-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.5% 01/15/2031                                                                | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    5413000 | PA      | $5021335.56    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2046#MA3938                                                                      | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     394999 | PA      | $369501.02     | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5920992.29    | 0.01%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AH0772                                                                     | CUSIP: 3138A12E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        376 | PA      | $373.59        | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2046#MA3935                                                                    | CUSIP: 36179SLQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     408908 | PA      | $351658.45     | 0.00%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                  | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6376832 | PA      | $5813277.96    | 0.01%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FM9305                                                                    | CUSIP: 3140XDKT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1275074 | PA      | $1137654.29    | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11977994.80   | 0.02%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027                                                    | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   22619000 | PA      | $21823026.08   | 0.03%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.75% 02/15/2045                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221150000 | PA      | $215863132.81  | 0.34%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/47#G08769                                                                         | CUSIP: 3128MJ2B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46510 | PA      | $40605.82      | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2043#MA0852                                                                    | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3557284 | PA      | $3281360.34    | 0.01%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AS2075                                                                  | CUSIP: 3138WBJV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3972 | PA      | $3892.34       | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2042#Q09258                                                                    | CUSIP: 3132GUTP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1578 | PA      | $1454.73       | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2028#AU7325                                                                  | CUSIP: 3138X7D75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20560 | PA      | $20324.22      | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2047#MA2896                                                                  | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216347 | PA      | $195954.74     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 4.2% 09/01/2048                                                                    | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2526000 | PA      | $1960505.06    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2048#BN1042                                                                  | CUSIP: 3140JHEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38897 | PA      | $37193.04      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.50% 4/37 #003975                                                                        | CUSIP: 36202EMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        924 | PA      | $948.15        | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#QE0848                                                                  | CUSIP: 3133B95H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     768630 | PA      | $633033.21     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 08/01/2054#MA5446                                                                  | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5698969 | PA      | $5851811.35    | 0.01%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BC2817                                                                    | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19377348 | PA      | $17016150.00   | 0.03%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2044#AX0153                                                                  | CUSIP: 3138Y1E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15071 | PA      | $14613.35      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/35 #735500                                                                           | CUSIP: 31402RDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1068876 | PA      | $1097050.16    | 0.00%             | 2035-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% #AL1095                                                                                | CUSIP: 3138EHGD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247851 | PA      | $259980.08     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2048#MA4960                                                                    | CUSIP: 36179TQM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47688 | PA      | $40566.00      | 0.00%             | 2048-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2043#AT2297                                                                  | CUSIP: 3138WPRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219736 | PA      | $192089.94     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2051#FM8354                                                                    | CUSIP: 3140XCH84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6767710 | PA      | $6666984.36    | 0.01%             | 2051-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2048#MA3508                                                                    | CUSIP: 31418C3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110883 | PA      | $96366.40      | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/051#MA7194                                                                          | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26480726 | PA      | $23139912.46   | 0.04%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   28182000 | PA      | $24916646.92   | 0.04%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.95% 07/16/2029                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7468179.38    | 0.01%             | 2029-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZT1952                                                                    | CUSIP: 3132AEEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154307 | PA      | $143382.24     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2047#MA4899                                                                      | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7303573 | PA      | $6430082.69    | 0.01%             | 2047-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2047#MA4381                                                                      | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1524582 | PA      | $1347486.10    | 0.00%             | 2047-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2032#MA3155                                                                    | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1305590 | PA      | $1260234.03    | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/45#Q35207                                                                    | CUSIP: 3132QRYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92529 | PA      | $84149.04      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.05% 08/22/2047                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15112000 | PA      | $12300392.60   | 0.02%             | 2047-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZT1778                                                                  | CUSIP: 3132AD6P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2475409 | PA      | $2368524.62    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2053#FS4840                                                                  | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6716000 | PA      | $6664445.51    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AX9419                                                                    | CUSIP: 3138YBPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75422 | PA      | $73512.91      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#G08852                                                                    | CUSIP: 3128MJ5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249486 | PA      | $232359.52     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 1/38 #925688                                                                           | CUSIP: 31412HND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        818 | PA      | $868.72        | 0.00%             | 2038-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#FM4535                                                                    | CUSIP: 3140X8BD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1053784 | PA      | $908911.22     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2032#MA2997                                                                    | CUSIP: 31418CKK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116891 | PA      | $112993.98     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2028#AL4180                                                                  | CUSIP: 3138ELUE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1973 | PA      | $1953.27       | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AR3368                                                                  | CUSIP: 3138W0W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20205 | PA      | $19737.95      | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.50% 7/25 #AD7728                                                                      | CUSIP: 31418VSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        182 | PA      | $181.09        | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#CA6073                                                                  | CUSIP: 3140QDXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34017 | PA      | $28122.18      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#CA2948                                                                    | CUSIP: 3140QAH29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85826 | PA      | $79910.88      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2050#MA6541                                                                      | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17352626 | PA      | $15158766.63   | 0.02%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.3% 01/15/2035                                                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   12850000 | PA      | $12890997.15   | 0.02%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                             | CUSIP: 455780CR5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   21266000 | PA      | $14992530.00   | 0.02%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2047#G08792                                                                  | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188684 | PA      | $170535.11     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #738882                                                                          | CUSIP: 3620AS2P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3008 | PA      | $2882.09       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#MA4841                                                                    | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21078747 | PA      | $20483426.54   | 0.03%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.125% 12/01/2030                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8834972.22    | 0.01%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.95% 10/01/2046                                                              | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   10740000 | PA      | $7986709.28    | 0.01%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 12/15/2043#AG4954                                                                  | CUSIP: 36181YQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12049 | PA      | $11089.34      | 0.00%             | 2043-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AV0225                                                                  | CUSIP: 3138XBHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3728 | PA      | $3640.14       | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2027#AK7036                                                                  | CUSIP: 3138EBZA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13295 | PA      | $13103.46      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 3.1% 05/15/2026                                                                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $6265220.43    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042                                                   | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $1727271.70    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 02/15/2049                                                                           | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6892000 | PA      | $6054549.57    | 0.01%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/33 #003470                                                                        | CUSIP: 36202D2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19066 | PA      | $18876.12      | 0.00%             | 2033-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#CA2038                                                                    | CUSIP: 3140Q9HQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75455 | PA      | $70254.47      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.5% 01/30/2026                                                        | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   14948000 | PA      | $14927252.92   | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 1.125% 12/29/2026                                                        | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    3300000 | PA      | $3136844.73    | 0.01%             | 2026-12-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 3/34 #725228                                                                           | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99794 | PA      | $103555.67     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2048#ZS4794                                                                    | CUSIP: 3132A5KF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     847136 | PA      | $837969.75     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2053#BX9920                                                                  | CUSIP: 3140NFAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7870713 | PA      | $7812262.88    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BC5465                                                                    | CUSIP: 3140F1CB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194357 | PA      | $181689.66     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.85% 08/05/2061                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7887000 | PA      | $4615803.02    | 0.01%             | 2061-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 1.65% 10/01/2030                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   11928000 | PA      | $10299135.70   | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/45#AZ5369                                                                    | CUSIP: 3138YW6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49769 | PA      | $45218.10      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.875% 12/17/2048                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    8233000 | PA      | $7179048.88    | 0.01%             | 2048-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.875% 10/27/2026                                                | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3669571.17    | 0.01%             | 2026-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AB9749                                                                  | CUSIP: 31417GZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39756 | PA      | $35574.22      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2042#AQ4697                                                                  | CUSIP: 3138MLGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49453 | PA      | $45824.45      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 11/01/2036#SB8128                                                                    | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12660716 | PA      | $11441004.56   | 0.02%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#QJ6945                                                                  | CUSIP: 3133CXWE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1297073 | PA      | $1286913.97    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.3% 08/15/2029                                                                | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4316815.84    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#AS5906                                                                  | CUSIP: 3138WFR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4929 | PA      | $4476.71       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 6/27 #AO7977                                                                      | CUSIP: 3138LY2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181890 | PA      | $179194.62     | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2049#BN9558                                                                    | CUSIP: 3140JSTQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     344716 | PA      | $298078.93     | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 4/36 #880305                                                                           | CUSIP: 31409WAE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2544 | PA      | $2662.89       | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#                                                                          | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     592642 | PA      | $510240.21     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZA6287                                                                  | CUSIP: 31329P6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11382 | PA      | $10890.61      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.25% 08/20/2030                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13098000 | PA      | $11266777.92   | 0.02%             | 2030-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AB9198                                                                  | CUSIP: 31417GGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27504 | PA      | $26838.74      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 10/01/2041#RB5130                                                                  | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12427991 | PA      | $10167742.04   | 0.02%             | 2041-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2054#DA4666                                                                    | CUSIP: 3140A5FG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2446252 | PA      | $2472851.05    | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.846%/VAR 03/08/2037                                                 | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4603000 | PA      | $4122492.19    | 0.01%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #745959                                                                          | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25503 | PA      | $26197.88      | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#AS7086                                                                    | CUSIP: 3138WG2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33000 | PA      | $32031.41      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 6/35 #745636                                                                           | CUSIP: 31403DLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111239 | PA      | $116710.87     | 0.00%             | 2035-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.2% 06/01/2033                                                             | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5891890.97    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2054#QI2603                                                                  | CUSIP: 3133W83L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1152055 | PA      | $1091420.63    | 0.00%             | 2054-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 8/38 #G04488                                                                           | CUSIP: 3128M6J90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47334 | PA      | $47646.27      | 0.00%             | 2038-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                              | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   17609000 | PA      | $17282596.58   | 0.03%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 2.5% 03/15/2027                                                             | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    7346000 | PA      | $7127875.66    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/46#Q46506                                                                         | CUSIP: 3132WLGQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3301915 | PA      | $2946446.84    | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/28#AT7191                                                                       | CUSIP: 3138WU7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37005 | PA      | $36070.59      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2042#AI8759                                                                  | CUSIP: 3138ANWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     998908 | PA      | $950182.10     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/32 #003295                                                                        | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $139.84        | 0.00%             | 2032-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC0645                                                                    | CUSIP: 3140EUWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92428 | PA      | $80991.92      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 3.2% 05/15/2027                                                                     | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6076000 | PA      | $5950493.90    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.418% 03/27/2048                                                             | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5044000 | PA      | $4108530.38    | 0.01%             | 2048-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2044#MA1888                                                                    | CUSIP: 31418BC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26057 | PA      | $24593.47      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#BW8982                                                                    | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1535130 | PA      | $1491773.67    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#CB5380                                                                    | CUSIP: 3140QQ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12495388 | PA      | $12142484.03   | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3680362 | PA      | $3336906.02    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17399000 | PA      | $17087337.28   | 0.03%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 04/01/2028#MA3345                                                                  | CUSIP: 31418CWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4467 | PA      | $4410.67       | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2049#RA1088                                                                  | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64752 | PA      | $61935.42      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#G08537                                                                  | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9329597 | PA      | $8357272.68    | 0.01%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                                                 | Morgan Stanley Capital I Trust 2.698% 02/15/2053                                                  | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14132234 | PA      | $12830885.60   | 0.02%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 08/01/2033#ZS8712                                                                    | CUSIP: 3132A9VD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102035 | PA      | $100158.88     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2033#FM2153                                                                    | CUSIP: 3140X5MB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5228 | PA      | $5196.76       | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#BP2491                                                                    | CUSIP: 3140K9XV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1637784 | PA      | $1396758.21    | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2049#ZT1954                                                                    | CUSIP: 3132AEE36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43542 | PA      | $42893.63      | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2048#BK9625                                                                  | CUSIP: 3140HPVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286730 | PA      | $258089.93     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5317000 | PA      | $4324995.45    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1715307.44    | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 8/27 #AP4055                                                                      | CUSIP: 3138M7QH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2509 | PA      | $2458.29       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2037#RC2527                                                                  | CUSIP: 3133L8YY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     642646 | PA      | $593542.18     | 0.00%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/38 #995446                                                                          | CUSIP: 31416BZK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7150 | PA      | $7497.00       | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 3/40 #711497                                                                           | CUSIP: 36297GNN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163178 | PA      | $159987.57     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2028#ZS8507                                                                    | CUSIP: 3132A9NY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24201 | PA      | $23683.53      | 0.00%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                              | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4853946.73    | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2051#MA4399                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11186755 | PA      | $9157330.90    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 04/01/2039#QO2025                                                                  | CUSIP: 3133WLHA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26394 | PA      | $26013.81      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 9.4% 05/15/2039                                                                   | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $3015888.17    | 0.00%             | 2039-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AR9130                                                                  | CUSIP: 3138W7EC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30540 | PA      | $26590.78      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.0% 04/01/2026#AH8167                                                                  | CUSIP: 3138AACD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7524 | PA      | $7483.67       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#MA2651                                                                    | CUSIP: 31418B5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59185 | PA      | $57369.96      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#Q57136                                                                  | CUSIP: 3132Y04W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6800159 | PA      | $6133316.30    | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#BO3192                                                                    | CUSIP: 3140JXRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81254 | PA      | $70184.47      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BC2310                                                                         | CUSIP: 3140EWR80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145090 | PA      | $136404.45     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025                                                       | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9305000 | PA      | $9272782.27    | 0.01%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2043#AB9469                                                                  | CUSIP: 31417GQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106639 | PA      | $98253.44      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAP TR SALE TAX                                                  | DALLAS TX DART 2.613% 12/1/2048                                                                   | CUSIP: 235241WM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12565000 | PA      | $8057151.70    | 0.01%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2041#AJ7696                                                                  | CUSIP: 3138E0RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21944 | PA      | $21540.04      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 5/42 #766750                                                                           | CUSIP: 36176HTF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89661 | PA      | $83323.45      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2053#CB5991                                                                  | CUSIP: 3140QRUR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28006 | PA      | $27848.05      | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#QA8967                                                                    | CUSIP: 3133A36C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144963 | PA      | $124807.53     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.95% 04/23/2031                                                            | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $12736160.26   | 0.02%             | 2031-04-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP6335                                                                           | CUSIP: 3138MABD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443652 | PA      | $410510.89     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2038#                                                                        | CUSIP: 3128LCSM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10976 | PA      | $11301.68      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AB9136                                                                  | CUSIP: 31417GEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94373 | PA      | $82020.89      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 3.8% 04/01/2027                                                               | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3138095.22    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#AS8764                                                                  | CUSIP: 3138WJW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235263 | PA      | $224829.87     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 3.75% 05/02/2029                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1748636.10    | 0.00%             | 2029-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2033#J38747                                                                    | CUSIP: 31307VWG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46431 | PA      | $44756.13      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#BX4610                                                                  | CUSIP: 3140N9DQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     523898 | PA      | $521758.70     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2049#MA5986                                                                      | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     313016 | PA      | $290168.59     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT NY NJ 4.96% 8/1/2046                                                                         | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4115000 | PA      | $3824101.19    | 0.01%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                 | BLACKSTONE SECURED LENDING FUND 5.35% 04/13/2028                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5351065.07    | 0.01%             | 2028-04-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BD0975                                                                    | CUSIP: 3140F8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143262 | PA      | $134641.59     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2027#AL1831                                                                  | CUSIP: 3138EJA99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13469 | PA      | $13336.48      | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.25% 04/01/2050                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3867000 | PA      | $3165500.18    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 08/01/2036#CB2077                                                                  | CUSIP: 3140QMJX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1294239 | PA      | $1139895.08    | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/38 #AB0293                                                                          | CUSIP: 31416VKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        963 | PA      | $1006.43       | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.35%/VAR 03/02/2033                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4543000 | PA      | $4074724.32    | 0.01%             | 2033-03-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/39 #995931                                                                           | CUSIP: 31416CLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46435 | PA      | $46672.42      | 0.00%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2043#Q18264                                                                    | CUSIP: 3132J9TW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     230440 | PA      | $205380.19     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3093000 | PA      | $2790583.16    | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.65% 01/15/2053                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10210000 | PA      | $9659044.30    | 0.02%             | 2053-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2030#AX7933                                                                  | CUSIP: 3138Y9Y77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43078 | PA      | $41657.37      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 3/26 #AH3551                                                                      | CUSIP: 3138A45M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8208 | PA      | $8156.67       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 04/01/2037#QN9730                                                                  | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14176621 | PA      | $12450552.15   | 0.02%             | 2037-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2044#AV5431                                                                    | CUSIP: 3138XHA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78043 | PA      | $78172.59      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028                                                       | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   13893000 | PA      | $13763380.39   | 0.02%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 2/40 #711188                                                                           | CUSIP: 36297GCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20426 | PA      | $20079.31      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI7884                                                                  | CUSIP: 3133WEXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     555693 | PA      | $550698.17     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#QD3657                                                                    | CUSIP: 3133B1B26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1443871 | PA      | $1131176.85    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2044#AS3873                                                                    | CUSIP: 3138WDJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16349 | PA      | $15398.02      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#BA6050                                                                    | CUSIP: 3140EAWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36460 | PA      | $35365.95      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#MA2930                                                                    | CUSIP: 31418CHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78070 | PA      | $72884.26      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2054#MA5354                                                                    | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28859919 | PA      | $29162448.47   | 0.05%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2034#MA3559                                                                  | CUSIP: 31418C5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     544847 | PA      | $528078.40     | 0.00%             | 2034-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.9% 04/18/2064                                                            | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7069264.20    | 0.01%             | 2064-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2032#CA0053                                                                    | CUSIP: 3140Q7BX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5653 | PA      | $5461.29       | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#DA7881                                                                  | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     878256 | PA      | $870745.95     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT7216                                                                  | CUSIP: 3138WVAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1335562 | PA      | $1301850.02    | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#BD5602                                                                  | CUSIP: 3140FDGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167705 | PA      | $161197.44     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#BN6067                                                                    | CUSIP: 3140JNW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162617 | PA      | $150545.40     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052                                                     | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14978042 | PA      | $13871602.06   | 0.02%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 3.55% 11/07/2042                                                                     | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1224421.19    | 0.00%             | 2042-11-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1110906.49    | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2043#AV0663                                                                  | CUSIP: 3138XBWZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2026 | PA      | $1981.05       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT9520                                                                  | CUSIP: 3138WXSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8167 | PA      | $7298.03       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                               | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7824000 | PA      | $7814169.14    | 0.01%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AT4965                                                                  | CUSIP: 3138WSQT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16794 | PA      | $16405.98      | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 3.1% 08/05/2029                                                                        | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $4703624.95    | 0.01%             | 2029-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   17600000 | PA      | $15826676.27   | 0.03%             | 2063-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2845412.82    | 0.00%             | 2033-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#QN8239                                                                  | CUSIP: 3133GFEL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     922121 | PA      | $812730.28     | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2048#G08851                                                                  | CUSIP: 3128MJ5M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76009 | PA      | $68412.90      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/38 #985555                                                                           | CUSIP: 31415PZU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10026 | PA      | $10078.92      | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 02/01/2040#A91217                                                                  | CUSIP: 312939K67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10935 | PA      | $10510.22      | 0.00%             | 2040-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2043#Q21807                                                                  | CUSIP: 3132JPAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     365759 | PA      | $336292.93     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#MA4894                                                                    | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     763200 | PA      | $773406.39     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2041#Z40047                                                                  | CUSIP: 3132FCBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7235 | PA      | $6911.92       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 2.55% 05/05/2027                                                              | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   11793000 | PA      | $11350652.83   | 0.02%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055                                                   | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   16418564 | PA      | $14119965.04   | 0.02%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2042#AB4318                                                                  | CUSIP: 31417AYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38811 | PA      | $38050.95      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                  | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137391 | PA      | $136615.61     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2045#MA2158                                                                  | CUSIP: 31418BMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38114 | PA      | $36956.94      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 04/01/2040#MA3988                                                                    | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38825 | PA      | $35283.32      | 0.00%             | 2040-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2041#Q04858                                                                    | CUSIP: 3132GLB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     220173 | PA      | $209695.68     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.2% 08/01/2033                                                    | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3339727.51    | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#ZT0713                                                                  | CUSIP: 3132ACYJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     247432 | PA      | $236825.85     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT8350                                                                  | CUSIP: 3138WWH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6343 | PA      | $6172.78       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 1/42 #Q05601                                                                           | CUSIP: 3132GL3J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     934676 | PA      | $890183.31     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/40 #AD6802                                                                           | CUSIP: 31418URY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1864 | PA      | $1873.60       | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BA4806                                                                    | CUSIP: 3140E9KU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5592 | PA      | $5441.75       | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 12/40 #783292                                                                          | CUSIP: 36241LUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69727 | PA      | $72189.39      | 0.00%             | 2040-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/45#SD0490                                                                         | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     910029 | PA      | $866932.18     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/15/2031                                                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  214724400 | PA      | $181341465.94  | 0.29%             | 2031-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BE0151                                                                  | CUSIP: 3140FKEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9443 | PA      | $9032.11       | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 8/39 #AD0923                                                                           | CUSIP: 31418NAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14863 | PA      | $15597.86      | 0.00%             | 2039-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-P1                                                   | CGCMT 2015-P1 A5 3.717% 09/48                                                                     | CUSIP: 17324DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3356564 | PA      | $3345597.63    | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2044#AS2714                                                                    | CUSIP: 3138WCAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84378 | PA      | $79571.36      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY NOTRE DAME DU LAC                                                    | UNIVERSITY NOTRE DAME DU LAC 3.438% 02/15/2045                                                    | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    2646000 | PA      | $1979150.85    | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AS5969                                                                    | CUSIP: 3138WFT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150455 | PA      | $146373.79     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039                                                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1967572.32    | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 5% 01/15/2033                                                     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    8500000 | PA      | $8290349.88    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.24% 02/06/2028                                                                | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9215000 | PA      | $8910905.00    | 0.01%             | 2028-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2049#MA3687                                                                    | CUSIP: 31418DCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2509140 | PA      | $2329929.06    | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2037#SB0910                                                                    | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     850422 | PA      | $768227.73     | 0.00%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2030#AZ1197                                                                  | CUSIP: 3138YSKK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103993 | PA      | $100328.37     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035                                                      | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $6641659.41    | 0.01%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 0.8% 06/03/2025                                                                    | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8758000 | PA      | $8757066.75    | 0.01%             | 2025-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#CA2642                                                                  | CUSIP: 3140Q95C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130188 | PA      | $124607.42     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2049#MA3745                                                                  | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51842947 | PA      | $46551275.22   | 0.07%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK7132                                                                    | CUSIP: 3140HL4S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338561 | PA      | $315226.48     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2050#MA4063                                                                  | CUSIP: 31418DQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139307 | PA      | $1089045.07    | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#AL8161                                                                    | CUSIP: 3138ETB70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7821 | PA      | $7316.12       | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 7/40 #AB1259                                                                           | CUSIP: 31416WMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        825 | PA      | $829.41        | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2049#RA1197                                                                    | CUSIP: 3133KGKJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2290559 | PA      | $2125528.06    | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29896913 | PA      | $24030382.62   | 0.04%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#BH7461                                                                    | CUSIP: 3140GWJF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200429 | PA      | $193465.18     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2045#AS4302                                                                    | CUSIP: 3138WDX89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125785 | PA      | $118481.40     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2048#MA5076                                                                      | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     860973 | PA      | $758002.29     | 0.00%             | 2048-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX0220                                                                  | CUSIP: 3138Y1G66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103465 | PA      | $100265.64     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 1/41 #737911                                                                           | CUSIP: 3620ARYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59463 | PA      | $55395.80      | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BE8050                                                                    | CUSIP: 3140FT5L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12410 | PA      | $11585.38      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BQ6721                                                                  | CUSIP: 3140KSPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3266703 | PA      | $2884279.64    | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#CA1909                                                                  | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6639 | PA      | $6356.16       | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049                                                   | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9154000 | PA      | $7398376.77    | 0.01%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2052                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  353800000 | PA      | $249470461.82  | 0.40%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2052#MA4818                                                                    | CUSIP: 31418EK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273087 | PA      | $277421.66     | 0.00%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2048#CA1922                                                                    | CUSIP: 3140Q9D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     734164 | PA      | $712591.87     | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2049#QA5411                                                                    | CUSIP: 3133A0AL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40827 | PA      | $37885.67      | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2046#ZS4692                                                                  | CUSIP: 3132A5F91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28531 | PA      | $24032.48      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2048#BK0983                                                                    | CUSIP: 3140HECV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6961 | PA      | $6898.59       | 0.00%             | 2048-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026                                            | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3991760 | PA      | $3984758.04    | 0.01%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2029#AS3498                                                                  | CUSIP: 3138WC3G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30321 | PA      | $29358.01      | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#MA3357                                                                    | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     468729 | PA      | $436422.95     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AZ7491                                                                    | CUSIP: 3140E0KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4203 | PA      | $4086.27       | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 12/41 #AJ8098                                                                          | CUSIP: 3138E07L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111522 | PA      | $106038.79     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AY6521                                                                  | CUSIP: 3138YLG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138333 | PA      | $126428.63     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #738886                                                                          | CUSIP: 3620AS2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119903 | PA      | $115151.53     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2035#QN1557                                                                    | CUSIP: 3133G7WS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25157 | PA      | $23095.14      | 0.00%             | 2035-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.15% 03/01/2047                                                              | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    9882000 | PA      | $7902336.17    | 0.01%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.25% 04/15/2049                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2204222.55    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 3.125% 03/15/2026                                                      | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $9051217.98    | 0.01%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2046#MA3597                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13508466 | PA      | $12233435.74   | 0.02%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#ZT2222                                                                    | CUSIP: 3132AEPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     318392 | PA      | $296447.64     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.125% 03/04/2043                                                          | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $6486490.89    | 0.01%             | 2043-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2048#MA4961                                                                      | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3506146 | PA      | $3086819.01    | 0.00%             | 2048-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2050#SD8086                                                                    | CUSIP: 3132DV6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50847 | PA      | $47120.09      | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AH4597                                                                      | CUSIP: 3138A6DB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2419 | PA      | $2405.30       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2052#CB4380                                                                    | CUSIP: 3140QP2N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28270483 | PA      | $25961980.73   | 0.04%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8382429.29    | 0.01%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2048#BK0200                                                                  | CUSIP: 3140HDGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38603 | PA      | $36972.79      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2052#QD7325                                                                  | CUSIP: 3133B5D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     664141 | PA      | $589502.35     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $14145189.69   | 0.02%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10990000 | PA      | $7778630.78    | 0.01%             | 2040-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.375% 07/24/2042                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2463889.95    | 0.00%             | 2042-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#CA9119                                                                    | CUSIP: 3140QHDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143157 | PA      | $112153.59     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#AZ5718                                                                  | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7855 | PA      | $7641.14       | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 10/37 #909106                                                                          | CUSIP: 31411JAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68732 | PA      | $70753.16      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 05/01/2037#SB8153                                                                    | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91308 | PA      | $82483.33      | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/45#G08681                                                                       | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6547 | PA      | $5950.16       | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 03/01/2053#CB6168                                                                  | CUSIP: 3140QR2A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2079305 | PA      | $2137832.61    | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AZ1097                                                                    | CUSIP: 3138YSGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27511 | PA      | $25752.46      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2045#AY1362                                                                  | CUSIP: 3138YEQQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38793 | PA      | $37554.62      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1336810 | PA      | $1279088.55    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ2928                                                                  | CUSIP: 3138MJHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4720751 | PA      | $4371045.98    | 0.01%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1724                                                                    | CUSIP: 3140X44J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     401675 | PA      | $346955.06     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW4650                                                                  | CUSIP: 3138XUEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1189 | PA      | $1126.96       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2043#AR2851                                                                  | CUSIP: 3138W0EZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117388 | PA      | $108195.22     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/25#AB1368                                                                         | CUSIP: 31416WQW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5201 | PA      | $5183.54       | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 5.4% 10/01/2043                                                                    | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3078000 | PA      | $3011778.40    | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.95% 04/15/2028                                                                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3968538.68    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                         | UNIV VA REV 2.584% 11/1/2051                                                                      | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1885000 | PA      | $1098472.82    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AH2666                                                                      | CUSIP: 3138A36C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13933 | PA      | $13864.96      | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 11/15/2042#AA6688                                                                  | CUSIP: 36178END7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67332 | PA      | $60560.44      | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 10/15/2042#AA9222                                                                  | CUSIP: 36178HG71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62364 | PA      | $57784.21      | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #889692                                                                           | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25296 | PA      | $26033.14      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 02/01/2043#Q15886                                                                  | CUSIP: 3132J66Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44910 | PA      | $40375.45      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 5.1% 05/15/2044                                                                        | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2908681.33    | 0.00%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | NOVANT HEALTH INC 3.168% 11/01/2051                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    6588000 | PA      | $4205037.72    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2028#AP6078                                                                  | CUSIP: 3138M9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5537 | PA      | $5431.26       | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#BK2255                                                                    | CUSIP: 3140HFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11331807 | PA      | $9812880.28    | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 11/38 #782539                                                                          | CUSIP: 36241KZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118333 | PA      | $120647.61     | 0.00%             | 2038-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 02/15/2050                                                                        | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11213000 | PA      | $7273284.53    | 0.01%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6971                                                                  | CUSIP: 3133B4W84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1614727 | PA      | $1320280.36    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/20/2055#MB0147                                                                    | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23195533 | PA      | $23049233.83   | 0.04%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.95% 10/17/2048                                                                       | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6273000 | PA      | $5127691.91    | 0.01%             | 2048-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK5740                                                                    | CUSIP: 3140HKLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236390 | PA      | $217821.77     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2046#MA3806                                                                      | CUSIP: 36179SGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39267 | PA      | $39539.89      | 0.00%             | 2046-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW2096                                                                  | CUSIP: 3138XRKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90736 | PA      | $88567.23      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.0% 09/01/2040#A93666                                                                  | CUSIP: 312942CB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10521 | PA      | $10069.32      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2052#QD8623                                                                    | CUSIP: 3133B6SL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179861 | PA      | $153222.82     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/39 #995896                                                                           | CUSIP: 31416CKH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46264 | PA      | $46506.50      | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                   | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6900000 | PA      | $6095556.60    | 0.01%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                             | INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    9083000 | PA      | $6315580.66    | 0.01%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2035#FM9063                                                                    | CUSIP: 3140XDB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543832 | PA      | $517556.06     | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2048#MA5191                                                                    | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3931929 | PA      | $3544830.47    | 0.01%             | 2048-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 6.125% 11/15/2037                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    6645000 | PA      | $6877575.00    | 0.01%             | 2037-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2027#MA1034                                                                  | CUSIP: 31418AEG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1958 | PA      | $1938.24       | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.5% 11/02/2027                                                            | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    5321000 | PA      | $5147965.66    | 0.01%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/40 #AE7816                                                                          | CUSIP: 31419JVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116803 | PA      | $111998.53     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AV2267                                                                  | CUSIP: 3138XDQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36563 | PA      | $35521.19      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 08/01/2028#J24908                                                                  | CUSIP: 31307DNZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10798 | PA      | $10600.94      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2030#BA5827                                                                    | CUSIP: 3140EAPM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41196 | PA      | $40049.78      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#SD1577                                                                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1921963 | PA      | $1768623.16    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/35 #819361                                                                           | CUSIP: 31406TJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2606 | PA      | $2578.01       | 0.00%             | 2035-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.411%/VAR 04/23/2039                                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5066700.59    | 0.01%             | 2039-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2031#G18604                                                                  | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83337 | PA      | $80016.90      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.75% 04/15/2029                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13584000 | PA      | $13686063.66   | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2044#MA2147                                                                    | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     308409 | PA      | $277754.70     | 0.00%             | 2044-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 06/01/2040                                                                      | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $4720422.25    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                 | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8818000 | PA      | $8629248.42    | 0.01%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2027#AQ0578                                                                  | CUSIP: 3138MFUC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65155 | PA      | $63797.37      | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#FM1319                                                                  | CUSIP: 3140X4PD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3565559 | PA      | $3416060.89    | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2044#AS2638                                                                    | CUSIP: 3138WB4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68899 | PA      | $68842.90      | 0.00%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2048#CA1795                                                                    | CUSIP: 3140Q87H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280294 | PA      | $277260.57     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2050                                                                       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $3511586.66    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.25% 08/15/2032                                                             | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1834659.04    | 0.00%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/41 #AB2819                                                                           | CUSIP: 31416YDZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162999 | PA      | $163784.61     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA ARM 3.12% 4/41 #AH9642                                                                       | CUSIP: 3138ABWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67885 | PA      | $70202.63      | 0.00%             | 2041-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.146%/VAR 02/28/2036                                                           | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6961376.24    | 0.01%             | 2036-02-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2029#AS3746                                                                  | CUSIP: 3138WDEU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116243 | PA      | $112551.32     | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT4045                                                                  | CUSIP: 3138WRP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99736 | PA      | $89211.55      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2048#Q56176                                                                    | CUSIP: 3132XY2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394609 | PA      | $367890.96     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.75% 02/01/2050                                                                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12276000 | PA      | $8410262.43    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 1.05% 09/15/2027                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   16774000 | PA      | $15657678.73   | 0.02%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2041#AH9374                                                                  | CUSIP: 3138ABMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30386 | PA      | $29822.87      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.25% 10/15/2026                                                      | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2724539.22    | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AW3733                                                                  | CUSIP: 3138XTEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127960 | PA      | $124314.55     | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2037#                                                                        | CUSIP: 3128KQBR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2693 | PA      | $2771.75       | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.5% 11/15/2050                                                                    | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $2210787.62    | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/38 #972960                                                                           | CUSIP: 31414QMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3466 | PA      | $3484.10       | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 7.122% 11/07/2033                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9742139.60    | 0.02%             | 2033-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.39% 08/15/2037                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $7584827.12    | 0.01%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2031#FM1324                                                                    | CUSIP: 3140X4PJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2352 | PA      | $2315.57       | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT7880                                                                  | CUSIP: 3138WVXJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12367 | PA      | $12060.87      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZA6945                                                                    | CUSIP: 31329QWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13106 | PA      | $12169.55      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030                                                   | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8071000 | PA      | $7380441.37    | 0.01%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#MA4496                                                                  | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7069602 | PA      | $6208845.04    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2041#A96483                                                                  | CUSIP: 312945FY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6471 | PA      | $6187.24       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 06/20/2045#MA2891                                                                    | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3164336 | PA      | $2828114.71    | 0.00%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH5226                                                                      | CUSIP: 3138A6YY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        160 | PA      | $158.61        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 4.789%/VAR 06/01/2033                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6969358.40    | 0.01%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#FM5036                                                                    | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239330 | PA      | $222386.17     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#BK4770                                                                  | CUSIP: 3140HJJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10043 | PA      | $9612.55       | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                                | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6786023.14    | 0.01%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 12/45#MA3309                                                                         | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3954204 | PA      | $3499825.98    | 0.01%             | 2045-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2054#MA9964                                                                      | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     537610 | PA      | $521910.77     | 0.00%             | 2054-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2052#QF1432                                                                    | CUSIP: 3133BNSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1376627 | PA      | $1341188.98    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AX1740                                                                  | CUSIP: 3138Y25A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6677 | PA      | $6474.28       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2053#BY0630                                                                  | CUSIP: 3140NGVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     479531 | PA      | $477722.87     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2048#Q54021                                                                  | CUSIP: 3132XWPF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174033 | PA      | $166953.87     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 05/01/2040#MA5711                                                                    | CUSIP: 31418FKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     993063 | PA      | $993772.40     | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2029#AS3465                                                                  | CUSIP: 3138WCZ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3116 | PA      | $3039.98       | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/32#MA3125                                                                         | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     726829 | PA      | $701787.89     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2047#BE5134                                                                    | CUSIP: 3140FQV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27118 | PA      | $25324.90      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 04/01/2030#MA3981                                                                  | CUSIP: 31418DM74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92108 | PA      | $89114.57      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.3% 05/10/2033                                                                         | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3278445.72    | 0.01%             | 2033-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2042#MA0317                                                                    | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17677773 | PA      | $16017057.69   | 0.03%             | 2042-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/40 #AD5661                                                                           | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11409 | PA      | $11466.61      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#QC7173                                                                  | CUSIP: 3133AR6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453004 | PA      | $370823.22     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BD3861                                                                    | CUSIP: 3140FBJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135202 | PA      | $126981.50     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#RJ0110                                                                  | CUSIP: 3142GQDQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     819515 | PA      | $842517.85     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2031#J35019                                                                  | CUSIP: 31307RSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52372 | PA      | $50194.42      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#                                                                        | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     724856 | PA      | $644073.82     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/45#AS6111                                                                         | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12320 | PA      | $11532.91      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#BQ6674                                                                  | CUSIP: 3140KSMY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7661428 | PA      | $6728614.15    | 0.01%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.125% 09/18/2034                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    9500000 | PA      | $9397875.00    | 0.02%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#AS6315                                                                    | CUSIP: 3138WGAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14286 | PA      | $13372.78      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/37 #888222                                                                           | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236133 | PA      | $246992.90     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2048#ZM7828                                                                  | CUSIP: 3131Y2VV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     329818 | PA      | $297080.61     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.3% 05/14/2036                                                                        | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4972000 | PA      | $4600620.44    | 0.01%             | 2036-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                                           | FIRST AMERN FINL CORP 5.45% 09/30/2034                                                            | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2954467.50    | 0.00%             | 2034-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2034#MA3588                                                                  | CUSIP: 31418C7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270187 | PA      | $261871.81     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 01/20/2043#MA0700                                                                    | CUSIP: 36179MX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2968 | PA      | $2834.67       | 0.00%             | 2043-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                      | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1828834.96    | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2031#AL8034                                                                    | CUSIP: 3138EQ4U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15875 | PA      | $15414.18      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 02/01/2031#MA2524                                                                  | CUSIP: 31418BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10966 | PA      | $10647.06      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2046#BA6924                                                                    | CUSIP: 3140EBVS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326780 | PA      | $286756.43     | 0.00%             | 2046-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2048#ZA5568                                                                  | CUSIP: 31329PFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     216893 | PA      | $207595.33     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                  | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3682506 | PA      | $3689125.59    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 11/27 #AQ3216                                                                     | CUSIP: 3138MJSE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14629 | PA      | $14324.08      | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                        | BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052                                                       | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18628064 | PA      | $17976879.04   | 0.03%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AO7846                                                                      | CUSIP: 3138LYWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6367 | PA      | $6265.78       | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.619% 10/01/2037                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     795000 | PA      | $681676.57     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AB4490                                                                      | CUSIP: 31417A7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33826 | PA      | $33381.28      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2031#ZK8137                                                                    | CUSIP: 3131XCBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8048 | PA      | $7802.46       | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2027                                                                       | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  171400000 | PA      | $172350735.23  | 0.28%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035 | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10684000 | PA      | $10968501.78   | 0.02%             | 2035-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ8904                                                                  | CUSIP: 3138MQ3N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20041 | PA      | $18435.40      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2050#CA8090                                                                  | CUSIP: 3140QF7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14986251 | PA      | $11084630.01   | 0.02%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2045#G08640                                                                  | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1560112 | PA      | $1380871.89    | 0.00%             | 2045-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2029#AS2221                                                                    | CUSIP: 3138WBPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58745 | PA      | $57421.32      | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#BX2469                                                                  | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293931 | PA      | $291609.96     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AZ5033                                                                    | CUSIP: 3138YWSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7569 | PA      | $7085.51       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.85% 11/01/2064                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2506655.14    | 0.00%             | 2064-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#QB0211                                                                  | CUSIP: 3133A6GU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244486 | PA      | $201202.68     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#Q60149                                                                    | CUSIP: 3132VLEX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392641 | PA      | $365688.33     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 5/38 #676978                                                                           | CUSIP: 36295QCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        363 | PA      | $370.10        | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/15/2028                                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  418350000 | PA      | $422173978.38  | 0.67%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2033#BK9454                                                                  | CUSIP: 3140HPQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56815 | PA      | $55154.91      | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2033#                                                                        | CUSIP: 31296PUP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7623 | PA      | $7819.91       | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 04/20/2053#MA8800                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28321821 | PA      | $27614262.82   | 0.04%             | 2053-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.948%/VAR 07/22/2028                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5031435.70    | 0.01%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 9/38 #G04817                                                                           | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     779450 | PA      | $784598.89     | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BC5960                                                                    | CUSIP: 3140F1TS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32248 | PA      | $31424.23      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2050#MA4170                                                                  | CUSIP: 31418DT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     303704 | PA      | $290211.17     | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 12/01/2038#ZA5866                                                                    | CUSIP: 31329PQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1251554 | PA      | $1193843.95    | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2050#SD8065                                                                  | CUSIP: 3132DV6A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28711 | PA      | $27444.18      | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                        | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10327000 | PA      | $10124123.71   | 0.02%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2050#CA7696                                                                  | CUSIP: 3140QFRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36188560 | PA      | $26766987.73   | 0.04%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9521000 | PA      | $8592116.86    | 0.01%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2042#AQ3269                                                                  | CUSIP: 3138MJT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     576909 | PA      | $518237.67     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2046#MA4125                                                                    | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     399886 | PA      | $343634.83     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 01/01/2026#AH5506                                                                    | CUSIP: 3138A7DL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5953 | PA      | $5922.49       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.948%/VAR 01/19/2038                                                              | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8870000 | PA      | $8948416.57    | 0.01%             | 2038-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2046#G60919                                                                  | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58092 | PA      | $56200.89      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2050#MA4056                                                                    | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1195009 | PA      | $1107790.09    | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#                                                                          | CUSIP: 3140QKT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296534 | PA      | $269078.14     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 6/42 #AB5477                                                                           | CUSIP: 31417CCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1283926 | PA      | $1217729.15    | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4.125% 03/15/2028                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1923500.80    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2051#MA7369                                                                    | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5251761 | PA      | $4710107.23    | 0.01%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#FM1401                                                                  | CUSIP: 3140X4RX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69470 | PA      | $66153.15      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2046#BC5450                                                                    | CUSIP: 3140F1BU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314785 | PA      | $294269.37     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 08/15/2026                                                                         | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14498300 | PA      | $14062218.39   | 0.02%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 2.125% 04/24/2026                                                                      | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    3177000 | PA      | $3119395.72    | 0.00%             | 2026-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5.65% 12/01/2054                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3558773.41    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5730575.37    | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#G08788                                                                  | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5485 | PA      | $4963.99       | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#FM2039                                                                    | CUSIP: 3140X5HR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     790204 | PA      | $681567.66     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 4.95% 07/01/2027                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5735873.24    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 12/36 #003931                                                                       | CUSIP: 36202ELL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      46068 | PA      | $47794.32      | 0.00%             | 2036-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2045                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48700000 | PA      | $49194609.38   | 0.08%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.02% 06/15/2026                                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    9161000 | PA      | $9245841.30    | 0.01%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2045#MA2963                                                                    | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61150 | PA      | $59328.18      | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AS3154                                                                  | CUSIP: 3138WCQG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12535 | PA      | $11827.61      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2028#AR6007                                                                  | CUSIP: 3138W3U92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24617 | PA      | $24021.00      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.4% 07/01/2049                                                                        | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   14614000 | PA      | $11471314.25   | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDMICHIGAN HEALTH                                                              | MIDMICHIGAN HEALTH 3.409% 06/01/2050                                                              | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3730000 | PA      | $2488776.85    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 06/01/2051#MA4355                                                                    | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11363436 | PA      | $8879897.03    | 0.01%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                    | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9020000 | PA      | $8798606.81    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2033#ZT1344                                                                    | CUSIP: 3132ADP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348535 | PA      | $333873.19     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2036#BP3785                                                                    | CUSIP: 3140KBF33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500623 | PA      | $453332.50     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2047#Q49427                                                                    | CUSIP: 3132WPPM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     184375 | PA      | $172237.19     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6.5% 06/20/2053#MA8950                                                                    | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1467728 | PA      | $1501933.43    | 0.00%             | 2053-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 06/01/2050#RA2645                                                                  | CUSIP: 3133KH5E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5167866 | PA      | $4272336.17    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2029#AW0937                                                                    | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12998 | PA      | $12704.53      | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                        | FHLMC 30YR 4.5% 11/01/2054#QX3419                                                                 | CUSIP: 31425XYR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1252221 | PA      | $1181912.06    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3% 03/15/2032                                                               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3573011.24    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AC0084                                                                           | CUSIP: 31417JCW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2307 | PA      | $2270.34       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/01/2027#AK1608                                                                  | CUSIP: 3138E5YE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20858 | PA      | $20584.38      | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AX0947                                                                  | CUSIP: 3138Y2BR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95456 | PA      | $93119.12      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2053#BY2598                                                                    | CUSIP: 3140NJ3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3255479 | PA      | $3296981.08    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#BN4471                                                                    | CUSIP: 3140JL6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     562850 | PA      | $555528.16     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/38 #A77808                                                                           | CUSIP: 3128LBU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7342 | PA      | $7557.91       | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#AR2838                                                                  | CUSIP: 3138W0EL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     610291 | PA      | $565437.80     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2037#QO1063                                                                  | CUSIP: 3133WKFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296203 | PA      | $273478.22     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031                                                   | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   12586574 | PA      | $12435535.11   | 0.02%             | 2031-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/40 #747149                                                                           | CUSIP: 3620C3BS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34022 | PA      | $33406.11      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.8% 08/15/2025                                                                    | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5511640.68    | 0.01%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2043#AB9148                                                                  | CUSIP: 31417GEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     414539 | PA      | $382433.94     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2047#BE5790                                                                  | CUSIP: 3140FRNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281543 | PA      | $236625.99     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AS6226                                                                    | CUSIP: 3138WF4L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17463 | PA      | $16346.71      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2031#BC1467                                                                    | CUSIP: 3140EVTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15318 | PA      | $14834.08      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 5.5% 03/01/2030                                                    | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2015535.62    | 0.00%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU9798                                                                  | CUSIP: 3138X93G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36433 | PA      | $32576.71      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.95% 02/01/2030                                                                        | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8056000 | PA      | $7390151.54    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 5.375% 03/15/2033                                                        | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1216696.01    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2050#MA6820                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     715115 | PA      | $624895.88     | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/38 #889533                                                                           | CUSIP: 31410KHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52354 | PA      | $53893.57      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY DC                                                          | AMERICAN UNIVERSITY DC 3.672% 04/01/2049                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1399284.08    | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC7098                                                                    | CUSIP: 3140F23G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17617 | PA      | $15437.63      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW1321                                                                  | CUSIP: 3138XQPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11436 | PA      | $11167.93      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6662                                                                    | CUSIP: 3131XAMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1627 | PA      | $1592.68       | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#MA4806                                                                    | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34233083 | PA      | $33319737.88   | 0.05%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   21635000 | PA      | $21458315.83   | 0.03%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 5.5% 02/06/2044                                                                            | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    2383000 | PA      | $2287261.14    | 0.00%             | 2044-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 1/41 #004946                                                                        | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     405750 | PA      | $399038.00     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.15% 08/05/2032                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1859824.42    | 0.00%             | 2032-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                  | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670352 | PA      | $641197.32     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#BK8896                                                                  | CUSIP: 3140HN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1470 | PA      | $1405.93       | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2050#SD8048                                                                    | CUSIP: 3132DV5H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     391161 | PA      | $384972.24     | 0.00%             | 2050-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/45#AZ2435                                                                    | CUSIP: 3138YTV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86131 | PA      | $78254.75      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.803% 08/15/2042                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1605904.54    | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 11/39 #G08372                                                                          | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1890267 | PA      | $1862809.30    | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.75% 12/07/2046                                                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12709000 | PA      | $10515010.00   | 0.02%             | 2046-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN MUSEUM OF ART/THE                                                  | METROPOLITAN MUSEUM OF ART/THE 3.4% 07/01/2045                                                    | CUSIP: 592189AA2<br>LEI: 549300LS1O4XQ1SY7T11 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1747496.79    | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2050#MA4105                                                                    | CUSIP: 31418DR38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8727 | PA      | $8586.32       | 0.00%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#BD5041                                                                  | CUSIP: 3140FCS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489214 | PA      | $469772.00     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2028#AQ8354                                                                  | CUSIP: 3138MQH89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18563 | PA      | $18176.33      | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2049#ZA7047                                                                  | CUSIP: 31329QZL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138544 | PA      | $124402.77     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#QA8866                                                                    | CUSIP: 3133A3Z76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115009 | PA      | $99018.36      | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    5734000 | PA      | $6247702.18    | 0.01%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 1.95% 06/15/2030                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $6522255.12    | 0.01%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2050#MA6709                                                                    | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7183958 | PA      | $6027955.36    | 0.01%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AX0219                                                                  | CUSIP: 3138Y1G58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346036 | PA      | $337666.62     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030                                                     | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6766000 | PA      | $6218169.36    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AW1033                                                                  | CUSIP: 3138XQEF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14481 | PA      | $14272.35      | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1270000 | PA      | $1209395.60    | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.6% 08/13/2042                                                                       | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1859208.45    | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#BE7682                                                                  | CUSIP: 3140FTRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47241 | PA      | $45363.67      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER and LIGHT CO.                                                      | DAYTON POWER and LIGHT CO. 3.95% 06/15/2049                                                       | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1004429.29    | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AY4153                                                                    | CUSIP: 3138YHTK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57308 | PA      | $55873.84      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2045#MA2224                                                                  | CUSIP: 31418BPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23364 | PA      | $22617.87      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#BO9019                                                                    | CUSIP: 3140K5AV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298402 | PA      | $256912.01     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2051#SD8128                                                                    | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326706 | PA      | $255748.17     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 8/25 #AE0276                                                                      | CUSIP: 31419AJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $7.06          | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2027#AL2462                                                                  | CUSIP: 3138EJWY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47491 | PA      | $46529.92      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2042#Q09230                                                                    | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52901 | PA      | $50227.02      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 5.45% 06/09/2044                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    5093000 | PA      | $4843319.95    | 0.01%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2031#G18626                                                                  | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121141 | PA      | $116003.21     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2046#G08694                                                                    | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107731 | PA      | $100908.55     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 4.95% 01/05/2036                                                                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9000000 | PA      | $8703000.00    | 0.01%             | 2036-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 11/01/2027#AB6841                                                                  | CUSIP: 31417DS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14674 | PA      | $14428.18      | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2047#MA3027                                                                    | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1045507 | PA      | $976060.65     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.875% 05/17/2030                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    5299000 | PA      | $4555985.08    | 0.01%             | 2030-05-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 6.35% 11/15/2052                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4341155.83    | 0.01%             | 2052-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13899000 | PA      | $10317694.43   | 0.02%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.1% 03/15/2030                                                                         | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1845876.70    | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 08/01/2035#QN3055                                                                  | CUSIP: 3133G9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225660 | PA      | $199877.46     | 0.00%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.921% 08/08/2033                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2774261.31    | 0.00%             | 2033-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 9/37 #004028                                                                        | CUSIP: 36202EPM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103744 | PA      | $107772.43     | 0.00%             | 2037-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/41 #AL0657                                                                           | CUSIP: 3138EGWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74116 | PA      | $74486.72      | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/30#J32322                                                                         | CUSIP: 31307NSK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1124870 | PA      | $1095931.09    | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2046#MA3736                                                                    | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7570900 | PA      | $6856301.50    | 0.01%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2032#BH5002                                                                    | CUSIP: 3140GTRY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20823 | PA      | $20094.34      | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 03/01/2035#FM6686                                                                    | CUSIP: 3140XANC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10182 | PA      | $10093.09      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 04/15/2049                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     913000 | PA      | $821546.88     | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.0% 02/01/2037#AB0281                                                                  | CUSIP: 31416VJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10044 | PA      | $10496.23      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.5% 02/12/2055                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2758528.15    | 0.00%             | 2055-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 10/01/2039#AC3660                                                                  | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3363 | PA      | $3380.23       | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#ZM6088                                                                  | CUSIP: 3131Y0XR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54129 | PA      | $51619.52      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2043#C09052                                                                  | CUSIP: 31292SBV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1235146 | PA      | $1208717.93    | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2043#Q21343                                                                    | CUSIP: 3132JNP43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46435 | PA      | $41515.81      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 5/39 #698307                                                                           | CUSIP: 36296QYC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282796 | PA      | $288423.76     | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/41 #774506                                                                           | CUSIP: 36176SGP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18087 | PA      | $17760.77      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/45#Q31928                                                                    | CUSIP: 3132QNEA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     859419 | PA      | $759504.43     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2048#BJ2681                                                                    | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30522 | PA      | $30248.96      | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 2.724% 04/15/2031                                                              | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   19988000 | PA      | $17763318.61   | 0.03%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   54468000 | PA      | $36007818.19   | 0.06%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCETON UNIV                                                                  | PRINCETON UNIV 5.7% 03/01/2039                                                                    | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     795000 | PA      | $837701.44     | 0.00%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#QO1004                                                                    | CUSIP: 3133WKDH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179844 | PA      | $174794.51     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85400000 | PA      | $85625396.22   | 0.14%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 3.2% 01/30/2026                                                                      | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $4995013.66    | 0.01%             | 2026-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AV4811                                                                  | CUSIP: 3138XGKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132719 | PA      | $128290.84     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2042#AB7438                                                                  | CUSIP: 31417EHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13393667 | PA      | $12006681.67   | 0.02%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.05% 05/04/2047                                                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1432682.31    | 0.00%             | 2047-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AP9735                                                                          | CUSIP: 3138MDY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2299332 | PA      | $2127935.92    | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 11/20/2046#MA4073                                                                    | CUSIP: 36179SQ26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150616 | PA      | $154545.97     | 0.00%             | 2046-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.7% 08/15/2049                                                            | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8334000 | PA      | $5847184.90    | 0.01%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.5% 11/01/2026                                                                | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5688000 | PA      | $5539782.95    | 0.01%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 3.078% 05/11/2050                                                                | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5916000 | PA      | $3853948.27    | 0.01%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2037#                                                                        | CUSIP: 3128KJXD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16480 | PA      | $16951.86      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 2.9% 12/15/2029                                                         | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $926308.25     | 0.00%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#QN8761                                                                  | CUSIP: 3133GFWW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8885333 | PA      | $7803503.05    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2033#BJ3685                                                                  | CUSIP: 3140H5CX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17382 | PA      | $16487.97      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.45%/VAR 03/03/2036                                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $4626435.88    | 0.01%             | 2036-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.05% 01/14/2042                                                     | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11600000 | PA      | $8418750.11    | 0.01%             | 2042-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 6.375% 10/23/2034                                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   25842000 | PA      | $28141938.00   | 0.04%             | 2034-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 12/01/2040#RB5091                                                                  | CUSIP: 3133KYUQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121030 | PA      | $106513.37     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2031#BC4270                                                                  | CUSIP: 3140EYW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57622 | PA      | $56424.66      | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2050#MA6658                                                                      | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2195329 | PA      | $2035090.47    | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 09/01/2039#MA3772                                                                  | CUSIP: 31418DFN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     911980 | PA      | $851381.98     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA ARM 4.59% 11/34 #820113                                                                      | CUSIP: 31406UDS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77525 | PA      | $79990.81      | 0.00%             | 2034-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2043#AU2960                                                                  | CUSIP: 3138X2JE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24197 | PA      | $22384.40      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AP5656                                                                           | CUSIP: 3138M9JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59696 | PA      | $55757.55      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2028#J24755                                                                  | CUSIP: 31307DH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17505 | PA      | $17183.26      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2035#MA4179                                                                    | CUSIP: 31418DUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24538148 | PA      | $22327548.15   | 0.04%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU2031                                                                  | CUSIP: 3138X1HH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68171 | PA      | $66346.97      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3537                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1066534 | PA      | $1020482.74    | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BD3862                                                                    | CUSIP: 3140FBJG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67881 | PA      | $63754.33      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3422                                                                  | CUSIP: 3138X2YU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75233 | PA      | $66904.60      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2029#AS3220                                                                  | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13187 | PA      | $12874.44      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/38 #995877                                                                           | CUSIP: 31416CJW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144174 | PA      | $151069.10     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AH3781                                                                           | CUSIP: 3138A5FX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     659866 | PA      | $629576.85     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2030#AY9541                                                                    | CUSIP: 3138YPS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4984 | PA      | $4860.59       | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AS0302                                                                  | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384690 | PA      | $343396.20     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.606% 01/15/2044                                                          | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $8502654.44    | 0.01%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/31#AZ8800                                                                         | CUSIP: 3140E1X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12184 | PA      | $11834.60      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2044#Q28457                                                                  | CUSIP: 3132M9B29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50868 | PA      | $46565.74      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 3.5% 05/20/2051                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $807734.26     | 0.00%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2043#MA0932                                                                    | CUSIP: 36179NA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66654 | PA      | $58610.50      | 0.00%             | 2043-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2032#BH5496                                                                  | CUSIP: 3140GUDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2778 | PA      | $2641.39       | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/39 #AC4718                                                                           | CUSIP: 31417QG40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10051 | PA      | $9881.48       | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#BW9483                                                                    | CUSIP: 3140N2RD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3927571 | PA      | $3816645.84    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2050#FM7973                                                                    | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128577 | PA      | $119474.17     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7549863.38    | 0.01%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 2.4% 08/09/2026                                                        | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2214423.20    | 0.00%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.65% 01/15/2046                                                            | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2209983.19    | 0.00%             | 2046-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2045#AY4897                                                                  | CUSIP: 3138YJNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19894 | PA      | $18729.60      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 9/33 #003441                                                                         | CUSIP: 36202DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2627 | PA      | $2600.66       | 0.00%             | 2033-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 01/01/2045#G08622                                                                  | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1055691 | PA      | $935590.50     | 0.00%             | 2045-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BH0776                                                                    | CUSIP: 3140GN2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2486 | PA      | $2321.25       | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2026                                                                         | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1101750000 | PA      | $1094003320.31 | 1.75%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 5.55% 07/01/2054                                                                    | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2568490.37    | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2028#AQ9362                                                                  | CUSIP: 3138MRML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52199 | PA      | $51051.77      | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15092699.85   | 0.02%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/01/2030#AZ9631                                                                  | CUSIP: 3140E2VZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33759 | PA      | $32842.01      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2046#BC6533                                                                  | CUSIP: 3140F2HK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89854 | PA      | $75687.32      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5777485.92    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2050#BQ2758                                                                    | CUSIP: 3140KNB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154042 | PA      | $132768.16     | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $8264606.61    | 0.01%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 8/37 #889574                                                                           | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        180 | PA      | $188.60        | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#BE7024                                                                    | CUSIP: 3140FSYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14895 | PA      | $14386.83      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                       | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $5448273.18    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2051#MA4380                                                                    | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     647940 | PA      | $556534.10     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047                                                      | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5084000 | PA      | $4140026.88    | 0.01%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3217028.51    | 0.01%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2050#QA8103                                                                  | CUSIP: 3133A3AC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21066 | PA      | $19021.19      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2027#AP9565                                                                  | CUSIP: 3138MDTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61637 | PA      | $60901.53      | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#MA3275                                                                    | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     278107 | PA      | $242046.32     | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.342%/VAR 05/31/2035                                                     | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5374457.81    | 0.01%             | 2035-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6106487.64    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $9049086.33    | 0.01%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/40 #AE0009                                                                           | CUSIP: 31419AAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102281 | PA      | $105273.10     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181900000 | PA      | $186085120.64  | 0.30%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.5% 04/15/2030                                                                     | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9618000 | PA      | $9604064.00    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#FM8409                                                                    | CUSIP: 3140XCKX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     793035 | PA      | $738376.59     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 08/20/2047#MA4655                                                                      | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      46815 | PA      | $46621.56      | 0.00%             | 2047-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AS3182                                                                  | CUSIP: 3138WCRC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137476 | PA      | $133301.77     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2047#V83832                                                                  | CUSIP: 3132L9HH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1019545 | PA      | $921476.88     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.25% 08/08/2032                                                                      | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $968408.66     | 0.00%             | 2032-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZN1387                                                                  | CUSIP: 3131Y7RG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13930 | PA      | $13328.67      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/37 #953403                                                                          | CUSIP: 31413RU46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4229 | PA      | $4431.02       | 0.00%             | 2037-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2042#Q13630                                                                    | CUSIP: 3132HQA77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143967 | PA      | $129731.64     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#Q52131                                                                  | CUSIP: 3132XULM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27039 | PA      | $24472.03      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2048#CA1713                                                                  | CUSIP: 3140Q83X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371532 | PA      | $355953.84     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2032#G16566                                                                  | CUSIP: 3128MFQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164399 | PA      | $157071.03     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2044#AW7301                                                                    | CUSIP: 3138XXDF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97129 | PA      | $96928.35      | 0.00%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BC9708                                                                    | CUSIP: 3140F5YE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22448 | PA      | $19642.69      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2043#AP8328                                                                  | CUSIP: 3138MCHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15060 | PA      | $13427.79      | 0.00%             | 2043-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/40 #AE6118                                                                          | CUSIP: 31419GYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9377 | PA      | $8755.84       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW9018                                                                  | CUSIP: 3138XZAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3323 | PA      | $3222.16       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2037#918003                                                                  | CUSIP: 31411X3L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89594 | PA      | $92090.77      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | TRINITY HEALTH CORP 2.632% 12/01/2040                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    3512000 | PA      | $2435803.44    | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2859376.67    | 0.00%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#MA5072                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212370 | PA      | $210773.33     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8089                                                                    | CUSIP: 3132D57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30340398 | PA      | $27474343.95   | 0.04%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 6/39 #926144                                                                           | CUSIP: 31412H5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18496 | PA      | $18215.12      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AW1582                                                                  | CUSIP: 3138XQXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11146 | PA      | $10828.46      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII 3.50% 5/42 #MA0088                                                                           | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6670290 | PA      | $6171272.73    | 0.01%             | 2042-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 05/15/2039                                                      | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6384200 | PA      | $6106138.15    | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#CA4424                                                                    | CUSIP: 3140QB4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1347529 | PA      | $1163957.01    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/37 #918474                                                                           | CUSIP: 31411YMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        671 | PA      | $689.74        | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH6221                                                                           | CUSIP: 3138A74F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47556 | PA      | $46704.28      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                  | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2551088 | PA      | $2101042.54    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.45% 09/01/2049                                                                        | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $3432379.17    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#BE4163                                                                  | CUSIP: 3140FPTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400362 | PA      | $362999.59     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2040#AS8161                                                                  | CUSIP: 3138WJB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193571 | PA      | $198936.46     | 0.00%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 03/01/2026#MA2570                                                                    | CUSIP: 31418B2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3258 | PA      | $3233.20       | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2029                                                                       | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20543700 | PA      | $19395339.22   | 0.03%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044                                                     | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5558000 | PA      | $5085714.79    | 0.01%             | 2044-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 10/26 #AL0846                                                                     | CUSIP: 3138EG5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        676 | PA      | $670.23        | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2049#BN8854                                                                    | CUSIP: 3140JRZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119296 | PA      | $110925.00     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#BN1202                                                                    | CUSIP: 3140JHKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21470 | PA      | $19969.69      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 8/37 #888577                                                                           | CUSIP: 31410GFS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        820 | PA      | $859.25        | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.125% 07/08/2039                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1847435.60    | 0.00%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                       | BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10657000 | PA      | $7153998.27    | 0.01%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.15% 08/01/2043                                                                        | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1956427.39    | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/37 #952927                                                                          | CUSIP: 31413RD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9287 | PA      | $9843.47       | 0.00%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#FM3371                                                                  | CUSIP: 3140X6W98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2479360 | PA      | $2438890.48    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2048#ZN1918                                                                    | CUSIP: 3131Y8DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13741 | PA      | $13562.56      | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BV2082                                                                    | CUSIP: 3140MFJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257783 | PA      | $221497.67     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  227100000 | PA      | $230045203.13  | 0.37%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2046#AS7611                                                                  | CUSIP: 3138WHN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2428747 | PA      | $2045822.90    | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2027#AW7395                                                                    | CUSIP: 3138XXGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3700 | PA      | $3651.75       | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2032#BE3963                                                                  | CUSIP: 3140FPMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430256 | PA      | $411361.60     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 7/41 #743046                                                                           | CUSIP: 3620AXP77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     515179 | PA      | $492585.69     | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#BO2169                                                                  | CUSIP: 3140JWMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64846 | PA      | $58227.42      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #782989                                                                           | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     480856 | PA      | $472578.71     | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 2/1/43 #Q15414                                                                       | CUSIP: 3132J6N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     829410 | PA      | $748654.14     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI3559                                                                  | CUSIP: 3133W95U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     316035 | PA      | $313687.70     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.25% 01/17/2028                                                                  | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   11430000 | PA      | $10956637.98   | 0.02%             | 2028-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2054#DC1769                                                                  | CUSIP: 3140AN6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489864 | PA      | $486180.13     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.895% 03/06/2048                                                        | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $2461890.48    | 0.00%             | 2048-03-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#AL8964                                                                  | CUSIP: 3138ET6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122351 | PA      | $118865.53     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2046#MA4006                                                                    | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27554 | PA      | $27013.43      | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2036#MA4383                                                                    | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27436 | PA      | $24809.68      | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                  | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20485782 | PA      | $20517379.31   | 0.03%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2033#MA3409                                                                    | CUSIP: 31418CYF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48095 | PA      | $46300.85      | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 05/15/2045#670008                                                                  | CUSIP: 36295GKV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     146709 | PA      | $130270.63     | 0.00%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2042#AO6726                                                                  | CUSIP: 3138LXPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2044030 | PA      | $1836844.49    | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 5.625% 09/01/2041                                                   | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     795000 | PA      | $740385.02     | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BE4015                                                                  | CUSIP: 3140FPN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1123676 | PA      | $1018812.86    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2041#                                                                        | CUSIP: 312945JH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     477409 | PA      | $470103.97     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2048#MA3448                                                                    | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168891 | PA      | $167063.78     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2030#G18549                                                                  | CUSIP: 3128MMTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17473 | PA      | $16892.85      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#BO5168                                                                    | CUSIP: 3140K0W61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187469 | PA      | $161696.14     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#Q35815                                                                    | CUSIP: 3132QSN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10424 | PA      | $9770.29       | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.103% 03/08/2027                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   10645000 | PA      | $10567726.35   | 0.02%             | 2027-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH6886                                                                           | CUSIP: 3138A8UL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34827 | PA      | $34164.58      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2032#AS8894                                                                    | CUSIP: 3138WJ3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     619232 | PA      | $598785.51     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2054#SD6991                                                                    | CUSIP: 3132DUXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11090423 | PA      | $11219329.96   | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2048#MA5078                                                                      | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57299 | PA      | $53313.56      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#AS7695                                                                  | CUSIP: 3138WHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245225 | PA      | $235193.66     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2047#Q52781                                                                    | CUSIP: 3132XVCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146677 | PA      | $136883.58     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#ZA5761                                                                    | CUSIP: 31329PMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     265925 | PA      | $247347.00     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 2.92% 03/01/2030                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    7656000 | PA      | $7027164.79    | 0.01%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 1/38 #782253                                                                           | CUSIP: 36241KQE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      63797 | PA      | $65921.26      | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 02/15/2045#AL3843                                                                  | CUSIP: 36184AHU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     232797 | PA      | $206876.35     | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#AS6673                                                                    | CUSIP: 3138WGMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5128 | PA      | $4797.15       | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 3/34 #003528                                                                         | CUSIP: 36202D4M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22668 | PA      | $22437.74      | 0.00%             | 2034-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.95% 05/15/2030                                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11102000 | PA      | $9790463.90    | 0.02%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/41 #769765                                                                           | CUSIP: 36176L6A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6175 | PA      | $6057.95       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#BJ3641                                                                  | CUSIP: 3140H5BK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     502490 | PA      | $477336.90     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    8178000 | PA      | $8044533.00    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/45#AS5942                                                                         | CUSIP: 3138WFS80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90614 | PA      | $84821.55      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#AZ9014                                                                  | CUSIP: 3140E2AQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233581 | PA      | $213461.54     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2032#J36872                                                                    | CUSIP: 31307TT50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3073589 | PA      | $2974493.90    | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#BE2548                                                                  | CUSIP: 3140FMZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87984 | PA      | $79525.34      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2051#MA7137                                                                      | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     469066 | PA      | $409888.43     | 0.00%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 1.95% 03/15/2027                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $8616795.69    | 0.01%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.95% 05/15/2033                                                               | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6772662.71    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1880000 | PA      | $2040023.72    | 0.00%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BD0507                                                                    | CUSIP: 3140F7R50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1614 | PA      | $1507.73       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 3/41 #783295                                                                           | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105660 | PA      | $103662.71     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 6% 01/15/2029                                                                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    9570000 | PA      | $9742260.00    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2050#SD8084                                                                    | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258280 | PA      | $222288.07     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 12/01/2036#G05408                                                                  | CUSIP: 3128M7KV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47293 | PA      | $47636.34      | 0.00%             | 2036-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2027                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14500000 | PA      | $13991915.22   | 0.02%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BD9317                                                                  | CUSIP: 3140FHK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141946 | PA      | $135951.94     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 4/39 #716781                                                                           | CUSIP: 3620A2J23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     288407 | PA      | $289773.85     | 0.00%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/15/2046                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4369000 | PA      | $3195038.82    | 0.01%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AB1387                                                                           | CUSIP: 31416WRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3548 | PA      | $3488.76       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#BC6218                                                                    | CUSIP: 3140F14C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4259 | PA      | $4135.52       | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 07/20/2051#MA7470                                                                    | CUSIP: 36179WJP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     216076 | PA      | $166020.35     | 0.00%             | 2051-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 02/01/2038#ZA2497                                                                    | CUSIP: 31329KX25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     631078 | PA      | $585535.70     | 0.00%             | 2038-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2035#MA4074                                                                    | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4735035 | PA      | $4317341.59    | 0.01%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 0.55% 10/01/2025                                                       | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   25429000 | PA      | $25094852.26   | 0.04%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AS6062                                                                    | CUSIP: 3138WFWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17362 | PA      | $16878.48      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 12/01/43#AL5959                                                                    | CUSIP: 3138ENTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212530 | PA      | $213640.71     | 0.00%             | 2043-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2046#MA3734                                                                    | CUSIP: 36179SEF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136545 | PA      | $117802.97     | 0.00%             | 2046-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2043#AU7034                                                                  | CUSIP: 3138X6Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32621 | PA      | $30830.47      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.15% 07/15/2034                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7105663.94    | 0.01%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2054#MA5530                                                                    | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6819890 | PA      | $6605433.45    | 0.01%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #754197                                                                           | CUSIP: 36230NUW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14918 | PA      | $14277.47      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/46#G08707                                                                         | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21255 | PA      | $19895.80      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2036#QN6644                                                                  | CUSIP: 3133GDLZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238261 | PA      | $229513.32     | 0.00%             | 2036-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/38 #889995                                                                           | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24076 | PA      | $24779.88      | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                               | GOLUB CAPITAL PRIVATE CREDIT FUND 5.875% 05/01/2030 144A                                          | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $2984067.80    | 0.00%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2034#BN9992                                                                    | CUSIP: 3140JTC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11951 | PA      | $11414.28      | 0.00%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 3/42 #AK5316                                                                           | CUSIP: 3138E94A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34110 | PA      | $32298.61      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AB9732                                                                  | CUSIP: 31417GY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     497798 | PA      | $485492.29     | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#MA3873                                                                    | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     588124 | PA      | $545566.85     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#MA3246                                                                  | CUSIP: 31418CTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     278043 | PA      | $264791.45     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN2191                                                                  | CUSIP: 3140JJNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58370 | PA      | $55777.13      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2038#G06991                                                                  | CUSIP: 3128M9C42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14955 | PA      | $15382.66      | 0.00%             | 2038-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2049#BO4111                                                                    | CUSIP: 3140JYR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     431361 | PA      | $373001.93     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 9/35 #888416                                                                           | CUSIP: 31410GAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98818 | PA      | $99351.41      | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2048#MA5192                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4064446 | PA      | $3781751.55    | 0.01%             | 2048-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 04/01/2055#MA5675                                                                  | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4441282 | PA      | $4562128.92    | 0.01%             | 2055-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2045#AY3999                                                                  | CUSIP: 3138YHNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16635 | PA      | $15715.65      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF INDUSTRIES INC 4.95% 06/01/2043                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5053303.92    | 0.01%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 3/42 #AK6513                                                                           | CUSIP: 3138EBGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1230335 | PA      | $1168169.74    | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 5/27 #AL1741                                                                      | CUSIP: 3138EH5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165202 | PA      | $163613.79     | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BC4777                                                                  | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6826 | PA      | $6541.32       | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#AS7642                                                                  | CUSIP: 3138WHP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80324 | PA      | $77036.87      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/35 #255704                                                                           | CUSIP: 31371MAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3273 | PA      | $3246.59       | 0.00%             | 2035-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#Q15974                                                                  | CUSIP: 3132J7CL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1331487 | PA      | $1223844.17    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.884%/VAR 07/26/2035                                                  | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3494453.53    | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.329% 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12151000 | PA      | $12125566.86   | 0.02%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6764000 | PA      | $5731967.75    | 0.01%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2044#AX7845                                                                  | CUSIP: 3138Y9WF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71075 | PA      | $68916.87      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                        | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13504000 | PA      | $13256865.46   | 0.02%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.875% 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7336325.30    | 0.01%             | 2053-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2053#BY4531                                                                    | CUSIP: 3140NMA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453361 | PA      | $459140.49     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#A95825                                                                    | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     416383 | PA      | $397990.71     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN0877                                                                  | CUSIP: 3140JG6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1191402 | PA      | $1139195.62    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.7% 02/15/2042                                                         | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1551406.72    | 0.00%             | 2042-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM8484                                                                    | CUSIP: 3140XCNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4385267 | PA      | $3920567.92    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 04/01/2042#SC0481                                                                    | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26868683 | PA      | $22829670.03   | 0.04%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2045#MA3242                                                                    | CUSIP: 36179RS75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17753 | PA      | $15369.74      | 0.00%             | 2045-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK3548                                                                           | CUSIP: 3138E75J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15681 | PA      | $14944.61      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8479                                                                  | CUSIP: 3133GFM44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     601965 | PA      | $533563.62     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AS3904                                                                  | CUSIP: 3138WDKS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59022 | PA      | $55604.77      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AE0704                                                                      | CUSIP: 31419AYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        469 | PA      | $466.64        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2046#MA3454                                                                    | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15559377 | PA      | $14115077.53   | 0.02%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 05/01/2040#FS8332                                                                    | CUSIP: 3140XQHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34293652 | PA      | $32161752.64   | 0.05%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#G08824                                                                    | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3662391 | PA      | $3414418.48    | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.375% 11/15/2054                                                        | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    3098000 | PA      | $2955047.47    | 0.00%             | 2054-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 11/40 #756928                                                                          | CUSIP: 36230RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39267 | PA      | $36615.60      | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BC6862                                                                  | CUSIP: 3140F2TU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189567 | PA      | $181713.74     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2043#AU4291                                                                  | CUSIP: 3138X3XV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2519 | PA      | $2382.25       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 10/01/2025#AE2533                                                                  | CUSIP: 31419CY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3900 | PA      | $3888.85       | 0.00%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                    | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1946433.44    | 0.00%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15300000 | PA      | $15197962.62   | 0.02%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2027                                                                       | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55100000 | PA      | $55095695.59   | 0.09%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2053#FS3864                                                                    | CUSIP: 3140XKJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1210289 | PA      | $1173837.92    | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2053#SD2430                                                                  | CUSIP: 3132DPVX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7687838 | PA      | $7295226.94    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 05/01/2045                                                                         | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    7888000 | PA      | $6542031.44    | 0.01%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2050#MA4161                                                                  | CUSIP: 31418DTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55535 | PA      | $53068.10      | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2033#AL7521                                                                  | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     990617 | PA      | $995961.51     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 4.875% 03/01/2044                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3446635.75    | 0.01%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2033#BN0550                                                                  | CUSIP: 3140JGTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26028 | PA      | $25267.88      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1921766.86    | 0.00%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#AS6922                                                                  | CUSIP: 3138WGVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89989 | PA      | $81619.19      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2045#AL6559                                                                  | CUSIP: 3138EPJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15505 | PA      | $14631.43      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5457                                                                          | CUSIP: 3138AXB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4992 | PA      | $4751.87       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH                     | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 3.7% 11/16/2025                                         | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |    5696000 | PA      | $5671675.80    | 0.01%             | 2025-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ9567                                                                  | CUSIP: 3138MRTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300156 | PA      | $278120.32     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.05% 10/01/2044                                                            | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $3465676.35    | 0.01%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 2.75% 02/25/2026                                                           | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2940550.40    | 0.00%             | 2026-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 8/40 #733871                                                                           | CUSIP: 3620AMJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8526 | PA      | $8376.34       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2030#BA3913                                                                  | CUSIP: 3140E8K31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54084 | PA      | $52570.76      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2029                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131700000 | PA      | $132687750.00  | 0.21%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 10/01/2036#MA2789                                                                  | CUSIP: 31418CC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22470 | PA      | $20484.00      | 0.00%             | 2036-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 09/20/2047#MA4718                                                                      | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5257812 | PA      | $4632275.63    | 0.01%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC 4.2% 05/01/2030                                                 | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1930281.74    | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.375% 01/22/2047                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8818000 | PA      | $7278435.58    | 0.01%             | 2047-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.2% 05/01/2030                                                              | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1865285.88    | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 09/01/2028#G18481                                                                  | CUSIP: 3128MMRB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85699 | PA      | $84020.67      | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#Q58695                                                                    | CUSIP: 3132Y2UV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81890 | PA      | $76345.75      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/23/2048                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11261000 | PA      | $9410521.65    | 0.02%             | 2048-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO0671                                                                           | CUSIP: 3138LQW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49152 | PA      | $45286.27      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AX8286                                                                    | CUSIP: 3138YAF42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32843 | PA      | $32010.85      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2038#                                                                          | CUSIP: 3128LCNW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250584 | PA      | $252237.48     | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2028#AL3904                                                                  | CUSIP: 3138ELKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        252 | PA      | $250.49        | 0.00%             | 2028-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#CA6422                                                                    | CUSIP: 3140QED41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1208218 | PA      | $1040603.94    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#CA6890                                                                  | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18810769 | PA      | $15480546.37   | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2041#Q03104                                                                  | CUSIP: 3132GJDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10834 | PA      | $10309.24      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.5% 03/09/2048                                                                      | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6502000 | PA      | $5267343.02    | 0.01%             | 2048-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/29/2028                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  111400000 | PA      | $111765531.25  | 0.18%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2027#AB5163                                                                  | CUSIP: 31417BWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117350 | PA      | $115233.50     | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0915                                                                    | CUSIP: 3140HEAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184197 | PA      | $171501.36     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025                                                  | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   26222000 | PA      | $25811187.01   | 0.04%             | 2025-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2027#AK4790                                                                    | CUSIP: 3138E9KC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10647 | PA      | $10502.47      | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2050#MA4097                                                                    | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413228 | PA      | $355643.14     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.50% 7/25 #G13844                                                                      | CUSIP: 3128MCP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1912 | PA      | $1908.29       | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #680497                                                                          | CUSIP: 36295T7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11769 | PA      | $12193.57      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4% 09/30/2042                                                           | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2388605.07    | 0.00%             | 2042-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2050#BP2389                                                                  | CUSIP: 3140K9UP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30179 | PA      | $28847.46      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 09/19/2049                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   13214000 | PA      | $9055412.68    | 0.01%             | 2049-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2043#G08538                                                                  | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103220 | PA      | $95319.49      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2041#AH9715                                                                  | CUSIP: 3138ABYM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7392 | PA      | $7428.64       | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2026#AH6556                                                                  | CUSIP: 3138A8JA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        748 | PA      | $743.70        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2045#BM3936                                                                  | CUSIP: 3140J8LS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1988271 | PA      | $1954147.30    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2054#DC6401                                                                    | CUSIP: 3140AUDF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115827 | PA      | $112234.93     | 0.00%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.95% 09/12/2047                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1226216.98    | 0.00%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2028#AS0189                                                                  | CUSIP: 3138W9F70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14175 | PA      | $13817.01      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT8666                                                                  | CUSIP: 3138WWTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172301 | PA      | $167949.88     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2011                                                                  | CUSIP: 3138WPGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55120 | PA      | $49561.62      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #994016                                                                           | CUSIP: 31416AGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137015 | PA      | $130035.77     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/40 #737539                                                                          | CUSIP: 3620ARLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4727 | PA      | $4539.19       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2039#AA9762                                                                  | CUSIP: 31416TZ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33431 | PA      | $34335.21      | 0.00%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.125% 06/15/2047                                                  | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2264000 | PA      | $1819982.17    | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2037#QN9765                                                                    | CUSIP: 3133GGZ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     439833 | PA      | $398697.64     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2040#AE0481                                                                  | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1704 | PA      | $1712.78       | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039                                                    | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3624000 | PA      | $4556016.99    | 0.01%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BC0630                                                                    | CUSIP: 3140EUVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62180 | PA      | $58127.67      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#MA2561                                                                    | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11326 | PA      | $10993.54      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6814651.05    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   11117000 | PA      | $11120046.06   | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/38 #995899                                                                           | CUSIP: 31416CKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76471 | PA      | $80110.99      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 3/42 #AK1510                                                                           | CUSIP: 3138E5VC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51530 | PA      | $49071.12      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4% 09/11/2029                                                            | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    7000000 | PA      | $6883078.93    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.419% 04/15/2033 144A                                                               | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9812354.86    | 0.02%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2030#ZS8551                                                                  | CUSIP: 3132A9QC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7690 | PA      | $7567.92       | 0.00%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 6.1% 08/19/2032                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   17360000 | PA      | $16956406.21   | 0.03%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11844000 | PA      | $11691687.94   | 0.02%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6989000 | PA      | $6384808.43    | 0.01%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5550333.62    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO8904                                                                    | CUSIP: 3140K43N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96602 | PA      | $83321.23      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22750000 | PA      | $23361394.88   | 0.04%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2051#MA7139                                                                      | CUSIP: 36179V4Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1349937 | PA      | $1249716.63    | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2035#MA4012                                                                    | CUSIP: 31418DN65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31274 | PA      | $28553.98      | 0.00%             | 2035-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 01/01/2034#G30974                                                                  | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6821 | PA      | $6657.30       | 0.00%             | 2034-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2044#AR6458                                                                  | CUSIP: 3138W4E80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120804 | PA      | $106967.27     | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AB9187                                                                  | CUSIP: 31417GF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18757 | PA      | $16788.65      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                  | METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39                                 | CUSIP: 59259YBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4895000 | PA      | $5206442.42    | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 6/40 #733205                                                                           | CUSIP: 3620ALR22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179029 | PA      | $179854.69     | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2028#AS0907                                                                  | CUSIP: 3138WAAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3679 | PA      | $3628.87       | 0.00%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22445000 | PA      | $19314400.58   | 0.03%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.125% 01/21/2026                                                               | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1000000 | PA      | $989750.00     | 0.00%             | 2026-01-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2% 06/15/2031                                                                         | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   20182000 | PA      | $17705606.64   | 0.03%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.7% 06/06/2027                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   22048000 | PA      | $21717674.88   | 0.03%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#QE2363                                                                  | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41716 | PA      | $37105.82      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AC9306                                                                           | CUSIP: 31417WKU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31048 | PA      | $29500.75      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#MA3240                                                                  | CUSIP: 31418CS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     333276 | PA      | $319301.78     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AR6732                                                                  | CUSIP: 3138W4PS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258754 | PA      | $237991.56     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4582000 | PA      | $5058715.17    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.9% 11/30/2046                                                               | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    8261000 | PA      | $7659739.88    | 0.01%             | 2046-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 3.1% 07/30/2025                                                             | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2377610.15    | 0.00%             | 2025-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1104413.86    | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 11/45#MA3243                                                                         | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58288 | PA      | $51590.08      | 0.00%             | 2045-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2047#G61148                                                                  | CUSIP: 31335BHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81175 | PA      | $73468.33      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2048#ZM7224                                                                    | CUSIP: 3131Y2AZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     411583 | PA      | $399489.50     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZS4786                                                                  | CUSIP: 3132A5J71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7349776 | PA      | $7034720.49    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB0816                                                                  | CUSIP: 3140A94A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1176787 | PA      | $1166760.79    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 2.65% 11/15/2033                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1305161.23    | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 3/26 #AH9015                                                                      | CUSIP: 3138ABAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        381 | PA      | $379.45        | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BA6454                                                                  | CUSIP: 3140EBE49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94778 | PA      | $91065.43      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  839467749 | NS      | $839635642.86  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#FS1189                                                                  | CUSIP: 3140XGKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1026791 | PA      | $911396.57     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#AS6646                                                                  | CUSIP: 3138WGL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1372479 | PA      | $1245684.44    | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 11/01/2042#AQ4752                                                                  | CUSIP: 3138MLH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233492 | PA      | $211033.24     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.1% 06/03/2026                                                            | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2549006.59    | 0.00%             | 2026-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 7/1/43 #AU0925                                                                     | CUSIP: 3138X0A32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61633 | PA      | $56899.18      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                              | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    4395000 | PA      | $4482191.44    | 0.01%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9705000 | PA      | $9639873.34    | 0.02%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $22948085.42   | 0.04%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.875% 08/21/2042                                                          | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3833000 | PA      | $3042708.80    | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    3694000 | PA      | $3626524.92    | 0.01%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BV2079                                                                    | CUSIP: 3140MFJZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     902325 | PA      | $775314.35     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 3/42 #AL1521                                                                           | CUSIP: 3138EHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306652 | PA      | $291193.00     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2046#MA3596                                                                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18135 | PA      | $16039.35      | 0.00%             | 2046-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/37 #888745                                                                          | CUSIP: 31410GL27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7661 | PA      | $8124.96       | 0.00%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2051#MA7472                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  106233584 | PA      | $89072674.95   | 0.14%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.0% 08/20/2044#MA2151                                                                    | CUSIP: 36179QL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23257 | PA      | $23418.20      | 0.00%             | 2044-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 1.7% 01/15/2031                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $4512643.40    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2035#MA3955                                                                  | CUSIP: 31418DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488406 | PA      | $455513.62     | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 07/01/2039#A87333                                                                  | CUSIP: 312934EE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68722 | PA      | $66051.71      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/46#MA3595                                                                         | CUSIP: 36179R7G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109409 | PA      | $94368.35      | 0.00%             | 2046-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2039#AL0939                                                                  | CUSIP: 3138EHBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1642476 | PA      | $1616972.20    | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2052#CB5211                                                                    | CUSIP: 3140QQYH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2208735 | PA      | $2243794.55    | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2031#BC6465                                                                  | CUSIP: 3140F2FF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47732 | PA      | $46740.77      | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2048#ZT1547                                                                    | CUSIP: 3132ADWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1112132 | PA      | $1097664.75    | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 10/01/2043#Q22090                                                                  | CUSIP: 3132JPKB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108012 | PA      | $97108.47      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 2/38 #933512                                                                           | CUSIP: 31412SR98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3025 | PA      | $3040.61       | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2046#BC1442                                                                  | CUSIP: 3140EVS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6756 | PA      | $6128.00       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2034#                                                                        | CUSIP: 3132D54D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161101 | PA      | $150604.36     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 02/51#MA7191                                                                         | CUSIP: 36179V7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     351043 | PA      | $269721.38     | 0.00%             | 2051-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AY8410                                                                    | CUSIP: 3138YNKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464028 | PA      | $434365.95     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 3.75% 06/15/2050                                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $2276527.75    | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/33 #730007                                                                           | CUSIP: 31402JAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71437 | PA      | $73146.24      | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58646                                                                    | CUSIP: 3132Y2TC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54774 | PA      | $51065.09      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2044#AX9491                                                                  | CUSIP: 3138YBRM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138542 | PA      | $126484.18     | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2047#Q46291                                                                  | CUSIP: 3132WK7D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137541 | PA      | $132247.51     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                               | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    8000000 | PA      | $6876643.20    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4% 10/01/2038#MA3492                                                                    | CUSIP: 31418C3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1414941 | PA      | $1349696.79    | 0.00%             | 2038-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.012%/VAR 01/23/2030                                                       | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12648219.88   | 0.02%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.35% 03/15/2026                                                                | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5251000 | PA      | $5189166.32    | 0.01%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $4251484.78    | 0.01%             | 2028-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2031#BA7700                                                                    | CUSIP: 3140ECRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286630 | PA      | $278160.71     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#FM2319                                                                  | CUSIP: 3140X5SH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12506910 | PA      | $11566587.71   | 0.02%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 10/40 #004833                                                                       | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1332273 | PA      | $1277400.40    | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2048#MA5465                                                                    | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     622351 | PA      | $561080.69     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/35 #745087                                                                          | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10315 | PA      | $10601.09      | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7411000 | PA      | $7252028.12    | 0.01%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.875% 03/01/2049                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6273234.40    | 0.01%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#CA6833                                                                  | CUSIP: 3140QESX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442171 | PA      | $364857.12     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#MA3802                                                                    | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7507060 | PA      | $6484384.17    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 07/01/2053#QG7046                                                                    | CUSIP: 3133C7ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2268831 | PA      | $2298464.13    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 3.125% 02/15/2051                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $2263017.97    | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#BN5241                                                                  | CUSIP: 3140JMZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100544 | PA      | $96202.99      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AP7882                                                                          | CUSIP: 3138MBXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     643366 | PA      | $595177.86     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #709863                                                                          | CUSIP: 36297ETU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16059 | PA      | $16559.25      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#SD8121                                                                    | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  578610645 | PA      | $452941215.29  | 0.72%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#BW9490                                                                  | CUSIP: 3140N2RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     818212 | PA      | $814615.48     | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/32 #735415                                                                          | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72881 | PA      | $75729.72      | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLM 5.00% 3/38 #A73705                                                                           | CUSIP: 3128L7DJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36096 | PA      | $36334.39      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2046#BD5397                                                                  | CUSIP: 3140FC7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165748 | PA      | $139615.42     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AS3905                                                                  | CUSIP: 3138WDKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50778 | PA      | $47839.55      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.875% 03/15/2055                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $8623928.09    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#CB3579                                                                    | CUSIP: 3140QN6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57236687 | PA      | $49153235.17   | 0.08%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2045#AX4277                                                                    | CUSIP: 3138Y5XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53604 | PA      | $47448.62      | 0.00%             | 2045-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.4% 08/15/2035                                                                      | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7187898.64    | 0.01%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 03/01/2029#AS1987                                                                  | CUSIP: 3138WBF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     753493 | PA      | $736152.68     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.5% 06/01/2039#MA3712                                                                  | CUSIP: 31418DDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93681 | PA      | $91773.01      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 05/20/2053#MA8879                                                                    | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4251102 | PA      | $4241891.28    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2047#MA3087                                                                  | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4096374 | PA      | $3702574.16    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.95% 03/30/2048                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $5943952.39    | 0.01%             | 2048-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 08/01/2039#SB8319                                                                  | CUSIP: 3132D6G46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5748157 | PA      | $5829737.70    | 0.01%             | 2039-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2046#MA3803                                                                    | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4876860 | PA      | $4416545.39    | 0.01%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5383                                                                    | CUSIP: 3140K06V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1781270 | PA      | $1536384.04    | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2055#BU5554                                                                  | CUSIP: 3140M7E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1149158 | PA      | $1085264.63    | 0.00%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/45#AZ6525                                                                    | CUSIP: 3138YYHB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78534 | PA      | $71352.28      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AP0325                                                                      | CUSIP: 3138M3LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27323 | PA      | $26887.28      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 01/29/2032                                                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2257730.35    | 0.00%             | 2032-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AZ6050                                                                    | CUSIP: 3138YXWL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23499 | PA      | $21981.99      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/49#MA5762                                                                         | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50945 | PA      | $45929.11      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4814000 | PA      | $4223980.71    | 0.01%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2029#AX1412                                                                    | CUSIP: 3138Y2SA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304857 | PA      | $297149.77     | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#CB0000                                                                    | CUSIP: 3140QKAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571596 | PA      | $518851.69     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#CA5175                                                                    | CUSIP: 3140QCXD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334801 | PA      | $310574.59     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/37 #967021                                                                          | CUSIP: 31414HYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1832 | PA      | $1935.03       | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/37 #953926                                                                          | CUSIP: 31413SHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72341 | PA      | $74470.83      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2050#FM2397                                                                  | CUSIP: 3140X5UX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341928 | PA      | $326950.29     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2043#Q20670                                                                    | CUSIP: 3132JMW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235602 | PA      | $209978.90     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24562000 | PA      | $21539331.75   | 0.03%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2051#QC5996                                                                    | CUSIP: 3133AQUV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165586 | PA      | $141295.25     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2028#ZA3661                                                                    | CUSIP: 31329MB66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41056 | PA      | $40212.67      | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.625% 11/15/2037                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2155964.92    | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 03/15/2045#AL5046                                                                    | CUSIP: 36184BTB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219424 | PA      | $194761.20     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2037#FS2035                                                                    | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     851966 | PA      | $769622.59     | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.5% 03/15/2049                                                                          | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   10963000 | PA      | $9092442.51    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4154000 | PA      | $3645208.03    | 0.01%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP3391                                                                           | CUSIP: 3138M6XV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115283 | PA      | $107050.57     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM4941                                                                    | CUSIP: 3140X8P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4590043 | PA      | $4107036.59    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160200000 | PA      | $164761944.91  | 0.26%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2027#D97258                                                                  | CUSIP: 3128E4B35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        525 | PA      | $526.77        | 0.00%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 1.25% 01/21/2031                                                      | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   31080000 | PA      | $26393596.29   | 0.04%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BC9043                                                                  | CUSIP: 3140F5BM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5392 | PA      | $5164.58       | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4794611.66    | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  166150000 | PA      | $166435570.31  | 0.27%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD6738                                                                  | CUSIP: 3133B4PX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1559709 | PA      | $1275295.19    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                          | CA ST UNIV REV 2.719% 11/1/2052                                                                   | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6750000 | PA      | $4255293.83    | 0.01%             | 2052-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#J39512                                                                  | CUSIP: 31307WR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     415622 | PA      | $404579.82     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 5/1/43 #AT5063                                                                     | CUSIP: 3138WSTV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1019357 | PA      | $944584.14     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2031#MA2685                                                                  | CUSIP: 31418B6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75388 | PA      | $73821.35      | 0.00%             | 2031-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2053#SD3200                                                                    | CUSIP: 3132DQRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2845440 | PA      | $2882603.41    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $8773051.80    | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2048#BM5024                                                                    | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5156415 | PA      | $4487803.53    | 0.01%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH2974                                                                      | CUSIP: 3138A4JU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        766 | PA      | $761.61        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9753000 | PA      | $9543763.92    | 0.02%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2031#MA2625                                                                  | CUSIP: 31418B4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81325 | PA      | $79635.29      | 0.00%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2049#BN5381                                                                    | CUSIP: 3140JM6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57228 | PA      | $53176.64      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 7.5% 02/15/2028                                                               | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $16551081.62   | 0.03%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2045#V82084                                                                  | CUSIP: 3132L7J59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2061929 | PA      | $1873906.32    | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 7/42 #740286                                                                           | CUSIP: 3620AUNB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23403 | PA      | $21622.68      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2127                                                                  | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72905 | PA      | $65297.41      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2033#CA1096                                                                    | CUSIP: 3140Q8GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80045 | PA      | $77264.71      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 11/15/2027                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13584000 | PA      | $13213553.32   | 0.02%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#CA1088                                                                  | CUSIP: 3140Q8F67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292277 | PA      | $278076.76     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AS4853                                                                  | CUSIP: 3138WEMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60847 | PA      | $55592.03      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2028#AR1014                                                                  | CUSIP: 3138NXDU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1800957 | PA      | $1760336.95    | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/40 #AE4103                                                                           | CUSIP: 31419ERZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     617677 | PA      | $607304.44     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#QF5699                                                                    | CUSIP: 3133BTKL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1839808 | PA      | $1864412.04    | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 4.0% 10/01/2040#A94484                                                                  | CUSIP: 3129426V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2736 | PA      | $2656.19       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.3% 03/01/2030                                                         | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4369405.59    | 0.01%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2035#BQ3257                                                                    | CUSIP: 3140KNTP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148105 | PA      | $135225.68     | 0.00%             | 2035-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.8% 05/12/2028                                                                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   23835000 | PA      | $24334198.57   | 0.04%             | 2028-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.2% 04/01/2030                                                                | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6764197.19    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28129000 | PA      | $28013278.98   | 0.04%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                           | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4037521.04    | 0.01%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZT1546                                                                  | CUSIP: 3132ADWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453188 | PA      | $433619.98     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#BM3176                                                                    | CUSIP: 3140J7Q65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312701 | PA      | $302812.02     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/31#890710                                                                         | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3819 | PA      | $3709.27       | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 1/42 #005281                                                                        | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61009 | PA      | $59978.13      | 0.00%             | 2042-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 03/01/2028#AR7904                                                                  | CUSIP: 3138W5YA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4683 | PA      | $4597.54       | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2037#CB3716                                                                  | CUSIP: 3140QPDW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41323 | PA      | $39676.70      | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#DA6055                                                                  | CUSIP: 3140A6WR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290293 | PA      | $274016.57     | 0.00%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AZ8692                                                                  | CUSIP: 3140E1US0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81192 | PA      | $78089.97      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2028#ZK5021                                                                    | CUSIP: 3131X8SJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9477 | PA      | $9311.58       | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#BY6420                                                                    | CUSIP: 3140NPD23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2268468 | PA      | $2297386.90    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                       | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16548200 | PA      | $15109928.75   | 0.02%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#CB2435                                                                    | CUSIP: 3140QMV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1349893 | PA      | $1159460.73    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                         | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   17202000 | PA      | $16928045.08   | 0.03%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/46#BD7490                                                                       | CUSIP: 3140FFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1299413 | PA      | $1178149.81    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.875% 09/16/2046                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $5689425.20    | 0.01%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2047#AS8685                                                                    | CUSIP: 3138WJUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     771329 | PA      | $720094.52     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#Q21601                                                                  | CUSIP: 3132JNX69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11104 | PA      | $9851.55       | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 5% 11/15/2045                                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    5989000 | PA      | $5136286.48    | 0.01%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031                                                    | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4406559.27    | 0.01%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.125% 11/15/2025                                                               | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7829000 | PA      | $7809173.45    | 0.01%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2051#MA7138                                                                    | CUSIP: 36179V4X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182615 | PA      | $164065.48     | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2051#MA7258                                                                      | CUSIP: 36179WB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118920 | PA      | $110240.05     | 0.00%             | 2051-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                 | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8340000 | PA      | $8622889.96    | 0.01%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 2.875% 09/07/2049                                                                    | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    9579000 | PA      | $6153715.32    | 0.01%             | 2049-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2043#Q21390                                                                  | CUSIP: 3132JNRK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     229053 | PA      | $204790.60     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.35% 06/15/2045                                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $4112089.44    | 0.01%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2053#FS6043                                                                  | CUSIP: 3140XMWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27698 | PA      | $24636.87      | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 10/42 #AQ0088                                                                          | CUSIP: 3138MFC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85084 | PA      | $78252.33      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/37#G03833                                                                       | CUSIP: 3128M5SW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341578 | PA      | $351475.28     | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT1964                                                                  | CUSIP: 3138WPFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225555 | PA      | $202312.42     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.8% 04/01/2026                                                                     | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8115487.52    | 0.01%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.50% 1/39 #698013                                                                           | CUSIP: 36296QN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8627 | PA      | $9012.11       | 0.00%             | 2039-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.954% 05/16/2026                                                                | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8737000 | PA      | $8629474.09    | 0.01%             | 2026-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2043#AL9745                                                                  | CUSIP: 3138ERZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     611072 | PA      | $565886.90     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#                                                                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21817561 | PA      | $21619400.48   | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 1.862% 12/01/2032                                                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   19951000 | PA      | $15621633.00   | 0.02%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4% 06/14/2049                                                                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4727000 | PA      | $3621246.36    | 0.01%             | 2049-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    7366000 | PA      | $4764419.11    | 0.01%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2045#AZ0849                                                                  | CUSIP: 3138YR5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99848 | PA      | $87681.28      | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2047#BE3708                                                                  | CUSIP: 3140FPDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166457 | PA      | $159842.10     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 1.648% 06/10/2031                                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   14500000 | PA      | $12211320.00   | 0.02%             | 2031-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC7915                                                                  | CUSIP: 3140F3YM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19328 | PA      | $16280.90      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/34 #781868                                                                          | CUSIP: 36241KCD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     243562 | PA      | $250293.21     | 0.00%             | 2034-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#AZ8666                                                                  | CUSIP: 3140E1TY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81216 | PA      | $78314.80      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT2610                                                                  | CUSIP: 3138WP3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12443 | PA      | $12122.39      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 11/01/2035#SB8074                                                                    | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18450443 | PA      | $16788273.84   | 0.03%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2032#BE7416                                                                  | CUSIP: 3140FTG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9803 | PA      | $9568.61       | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.75% 03/15/2054                                              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7047778.35    | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2047#BH2792                                                                    | CUSIP: 3140GRC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21963 | PA      | $19149.16      | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AI9919                                                                           | CUSIP: 3138AQAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1101610 | PA      | $1049947.25    | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 2.35% 06/15/2032                                                                   | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $15860205.66   | 0.03%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2051#BR4851                                                                  | CUSIP: 3140L3L90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1053590 | PA      | $865089.22     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2031#BD4213                                                                    | CUSIP: 3140FBVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24108 | PA      | $23302.41      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 8/37 #888817                                                                           | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17982 | PA      | $18453.73      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/26 #AL1148                                                                     | CUSIP: 3138EHH21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3311 | PA      | $3281.28       | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN2799                                                                  | CUSIP: 3140JKDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32878 | PA      | $31458.10      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3888052.50    | 0.01%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO6220                                                                    | CUSIP: 3140K14E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     540446 | PA      | $466145.92     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.7% 12/06/2026                                                          | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $5926638.28    | 0.01%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2029#AY0145                                                                    | CUSIP: 3138YDET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5995 | PA      | $5844.57       | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.625% 02/10/2043                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4596466.20    | 0.01%             | 2043-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECO DEV AUTH ST PEN                                                  | NEW JERSEY ECO DEV AUTH ST PENSER A MBIA                                                          | CUSIP: 645913AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     967000 | PA      | $1015465.07    | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2047#MA3183                                                                    | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3709490 | PA      | $3460775.03    | 0.01%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2029#G18529                                                                  | CUSIP: 3128MMST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     399348 | PA      | $387076.68     | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3385595.50    | 0.01%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#MA2833                                                                    | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7384 | PA      | $6461.34       | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2030#MA2303                                                                  | CUSIP: 31418BRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19987 | PA      | $19457.53      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7772000 | PA      | $6668209.21    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#BK7660                                                                  | CUSIP: 3140HMQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     597593 | PA      | $571790.11     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3735682.69    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/47#V83762                                                                       | CUSIP: 3132L9FB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2604535 | PA      | $2354010.40    | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                  | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17354622 | PA      | $15610331.28   | 0.02%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2048#ZA5778                                                                    | CUSIP: 31329PM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3871 | PA      | $3821.02       | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87800000 | PA      | $87371289.28   | 0.14%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 07/01/2035#QN2804                                                                  | CUSIP: 3133G9DH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2279716 | PA      | $2019247.90    | 0.00%             | 2035-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2028                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4980000 | PA      | $5053598.42    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2047#Q48093                                                                  | CUSIP: 3132WM7F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3500 | PA      | $3365.67       | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #931777                                                                           | CUSIP: 31412QFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93047 | PA      | $91479.66      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 10/27 #AQ0034                                                                     | CUSIP: 3138MFBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25257 | PA      | $24745.69      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    8010000 | PA      | $7283092.50    | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                           | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   12929000 | PA      | $10197951.74   | 0.02%             | 2033-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/41 #AI8830                                                                           | CUSIP: 3138ANY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161622 | PA      | $153680.12     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/38 #970520                                                                          | CUSIP: 31414MVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2232 | PA      | $2370.12       | 0.00%             | 2038-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                             | BARRICK MINING CORP 5.25% 04/01/2042                                                              | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    3575000 | PA      | $3334571.38    | 0.01%             | 2042-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#DA2704                                                                    | CUSIP: 3140A3AE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9832247 | PA      | $9942996.34    | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.766% 01/13/2033                                                    | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7800000 | PA      | $8112384.93    | 0.01%             | 2033-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2046#MA2514                                                                  | CUSIP: 31418BYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30360 | PA      | $29285.95      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2044#MA1921                                                                    | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80218 | PA      | $78651.64      | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 03/01/2028#AL3765                                                                  | CUSIP: 3138ELFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15040 | PA      | $14793.68      | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.9% 12/06/2028                                                                    | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4537902.61    | 0.01%             | 2028-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#SD8369                                                                  | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27959977 | PA      | $28727318.72   | 0.05%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 12/39 #AC5697                                                                          | CUSIP: 31417SKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28300 | PA      | $28443.21      | 0.00%             | 2039-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DD0103                                                                  | CUSIP: 3140B0DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1069130 | PA      | $1009685.65    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2048#V84380                                                                    | CUSIP: 3132L92M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338616 | PA      | $315477.09     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                             | MSWF COMMERCIAL MORTGAGE TRUST 23-2 6.014% 12/15/2056                                             | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4026000 | PA      | $4250179.36    | 0.01%             | 2056-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26273602 | PA      | $24257349.95   | 0.04%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 4/41 #783416                                                                           | CUSIP: 36241LYM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24680 | PA      | $25155.29      | 0.00%             | 2041-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2048#MA5593                                                                      | CUSIP: 36179UGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95870 | PA      | $84464.39      | 0.00%             | 2048-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#                                                                          | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300281 | PA      | $258529.89     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/39 #AC2570                                                                           | CUSIP: 31417L2C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1440 | PA      | $1540.31       | 0.00%             | 2039-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2026#AY7257                                                                  | CUSIP: 3138YMB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16764 | PA      | $16638.53      | 0.00%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    6140000 | PA      | $6037522.11    | 0.01%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2041#                                                                        | CUSIP: 3132GET67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106472 | PA      | $104595.78     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 1/40 #711062                                                                           | CUSIP: 36297F5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24039 | PA      | $23117.26      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                    | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27035547 | PA      | $22676689.66   | 0.04%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                        | FHLMC 30YR 5.5% 01/01/2055#QX3510                                                                 | CUSIP: 31425X3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49856 | PA      | $49387.88      | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41 3.91626% 04/15/2065                                                               | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27916479 | PA      | $25889203.84   | 0.04%             | 2065-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD6965                                                                    | CUSIP: 3140FEW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20353 | PA      | $17809.12      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BC1976                                                                    | CUSIP: 3140EWFS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82760 | PA      | $77366.40      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2043#AT1107                                                                  | CUSIP: 3138WNGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136610 | PA      | $126826.48     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2043#Q14574                                                                    | CUSIP: 3132HRCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64655 | PA      | $61296.16      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 6.5% 02/07/2035                                                                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3656691.45    | 0.01%             | 2035-02-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2046#Q40237                                                                  | CUSIP: 3132WDHP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87605 | PA      | $84616.32      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AX7338                                                                  | CUSIP: 3138Y9EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1876627 | PA      | $1768541.18    | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD8432                                                                    | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29434518 | PA      | $29743071.02   | 0.05%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2045#MA3244                                                                    | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2299914 | PA      | $2086424.75    | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 6/38 #A78227                                                                           | CUSIP: 3128LCD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19945 | PA      | $20556.77      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $4649972.29    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FD LTD OBLIG REV                                          | MI STRAT FND 3.225% 9/1/2047                                                                      | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6815000 | PA      | $4949514.38    | 0.01%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#SD8189                                                                  | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4028172 | PA      | $3297408.96    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 03/01/2045#AY2788                                                                  | CUSIP: 3138YGC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62406 | PA      | $58766.78      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#BM1869                                                                  | CUSIP: 3140J6CF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3012 | PA      | $2722.55       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2045#AZ7950                                                                  | CUSIP: 3140E0ZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43880 | PA      | $39853.69      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.7% 09/10/2034                                                        | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2401697.63    | 0.00%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#MA2403                                                                  | CUSIP: 31418BU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63448 | PA      | $61702.25      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 11/01/2044#AX3550                                                                  | CUSIP: 3138Y45L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33764 | PA      | $31789.31      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2044#AW7016                                                                  | CUSIP: 3138XWYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3835 | PA      | $3725.85       | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#CB8753                                                                  | CUSIP: 3140QUWP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325733 | PA      | $323385.41     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BH7081                                                                  | CUSIP: 3140GV2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111477 | PA      | $106252.92     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#SD8214                                                                  | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7890332 | PA      | $7018381.44    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2030#BA2334                                                                  | CUSIP: 3140E6SY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38253 | PA      | $36738.02      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 12/20/44#MA2446                                                                      | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45040 | PA      | $42730.42      | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2044#QA5100                                                                    | CUSIP: 31346YUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1305974 | PA      | $1139898.48    | 0.00%             | 2044-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 5/39 #AL1308                                                                           | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17447 | PA      | $18463.20      | 0.00%             | 2039-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 12/40 #AH0862                                                                          | CUSIP: 3138A15Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25320 | PA      | $24873.23      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2051#MA4299                                                                    | CUSIP: 31418DX56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108835 | PA      | $100585.86     | 0.00%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#BU8202                                                                    | CUSIP: 3140MADG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18573 | PA      | $14579.47      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2044#AL9733                                                                  | CUSIP: 3138ERY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356896 | PA      | $330515.62     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/35 #255770                                                                           | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     350283 | PA      | $359680.13     | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 7/40 #004746                                                                        | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7445 | PA      | $7324.81       | 0.00%             | 2040-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH8754                                                                    | CUSIP: 3140GXWQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170770 | PA      | $164476.83     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.65%/VAR 10/21/2032                                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12566000 | PA      | $10909359.51   | 0.02%             | 2032-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2051#MA7193                                                                    | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3450827 | PA      | $2895539.12    | 0.00%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#CA4890                                                                    | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14100516 | PA      | $13454489.12   | 0.02%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#MA3217                                                                  | CUSIP: 31418CSF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62626 | PA      | $59642.49      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2043#AS0234                                                                  | CUSIP: 3138W9HL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53485 | PA      | $50546.79      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 3/38 #G04913                                                                           | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2520 | PA      | $2536.38       | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.2% 01/15/2033                                                                  | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $7292470.85    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.7% 02/15/2055                                                               | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7340000 | PA      | $6901562.57    | 0.01%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2043#MA0934                                                                    | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6594487 | PA      | $6081306.30    | 0.01%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 2/39 #G05507                                                                           | CUSIP: 3128M7NY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10101 | PA      | $10167.93      | 0.00%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AC1585                                                                           | CUSIP: 31417KXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59759 | PA      | $58821.08      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#Q19310                                                                  | CUSIP: 3132JAYG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41526 | PA      | $37169.64      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.95% 05/15/2028                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8263622.28    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.968% 03/04/2054                                                              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4350000 | PA      | $4204690.95    | 0.01%             | 2054-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/47#V83204                                                                       | CUSIP: 3132L8RZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30424 | PA      | $29253.06      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 11/01/2051#                                                                        | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71491151 | PA      | $52833984.09   | 0.08%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2027#AK6783                                                                    | CUSIP: 3138EBRD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1913 | PA      | $1886.65       | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#BX2559                                                                    | CUSIP: 3140N6ZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55992 | PA      | $54428.40      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/35 #190360                                                                           | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4280 | PA      | $4304.69       | 0.00%             | 2035-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH2366                                                                      | CUSIP: 3138A3TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        903 | PA      | $897.35        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/51#MA7420                                                                         | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     469411 | PA      | $420556.75     | 0.00%             | 2051-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2052#BW0000                                                                    | CUSIP: 3140MRAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22211248 | PA      | $20404469.97   | 0.03%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2054#MA5378                                                                    | CUSIP: 31418E6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19539188 | PA      | $17922293.14   | 0.03%             | 2054-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC4648                                                                    | CUSIP: 3140F0EW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14051 | PA      | $12312.90      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 07/36#SB8111                                                                         | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67087 | PA      | $60665.78      | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.65% 04/05/2029                                                                    | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10507000 | PA      | $10191146.87   | 0.02%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.4% 06/21/2029                                                      | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2157981.12    | 0.00%             | 2029-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2053#QH0625                                                                    | CUSIP: 3133CCVS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49309 | PA      | $47866.13      | 0.00%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 01/01/2039#SB8276                                                                  | CUSIP: 3132D6FR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45776 | PA      | $45131.64      | 0.00%             | 2039-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                            | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   12808000 | PA      | $12642776.80   | 0.02%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2046#AS6618                                                                    | CUSIP: 3138WGK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78518 | PA      | $68901.61      | 0.00%             | 2046-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2046#MA4068                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20057938 | PA      | $17740540.34   | 0.03%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2032#MA2921                                                                  | CUSIP: 31418CG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243082 | PA      | $232401.71     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2044#AV9827                                                                  | CUSIP: 3138XM4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55579 | PA      | $52398.36      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2042#AP2419                                                                    | CUSIP: 3138M5VM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2060234 | PA      | $1956080.51    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#BA2811                                                                    | CUSIP: 3140E7DR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43599 | PA      | $42399.78      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 02/15/2044                                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2123200 | PA      | $1781580.43    | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 12/25 #AE3220                                                                     | CUSIP: 31419DSJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4657 | PA      | $4634.29       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2050#SD8058                                                                    | CUSIP: 3132DV5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36804 | PA      | $34129.05      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993451.98     | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#CA3683                                                                  | CUSIP: 3140QBCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90143 | PA      | $86222.61      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE1391                                                                    | CUSIP: 3140FLRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137713 | PA      | $120501.49     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/40 #G06193                                                                           | CUSIP: 3128M8GA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8921 | PA      | $9195.74       | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#MB0303                                                                    | CUSIP: 3138MTKR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37919162 | PA      | $38316656.73   | 0.06%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/47#MA4653                                                                           | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     191542 | PA      | $178399.32     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2042#C09006                                                                    | CUSIP: 31292SAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77301 | PA      | $69754.50      | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3191105.49    | 0.01%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 4/41 #762904                                                                           | CUSIP: 36176DKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14519 | PA      | $14250.07      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#RJ0473                                                                    | CUSIP: 3142GQQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27691087 | PA      | $28245553.69   | 0.05%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AR0576                                                                  | CUSIP: 3138NWUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283635 | PA      | $261154.49     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                      | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3317000 | PA      | $3883561.78    | 0.01%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#MA4978                                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38932288 | PA      | $37808402.62   | 0.06%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2033#ZT0716                                                                    | CUSIP: 3132ACYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240037 | PA      | $230840.27     | 0.00%             | 2033-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AZ6229                                                                    | CUSIP: 3138YX4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89760 | PA      | $84022.69      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/35 #AE0115                                                                          | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5806 | PA      | $5953.67       | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 11/33 #003473                                                                        | CUSIP: 36202D2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19001 | PA      | $19398.43      | 0.00%             | 2033-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                          | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4549000 | PA      | $4187243.64    | 0.01%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                                  | CARMAX AUTO OWNER TRUST 2025-1 4.84% 01/15/2030                                                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5160000 | PA      | $5203995.71    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#FM3748                                                                  | CUSIP: 3140X7EW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     502222 | PA      | $467614.67     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 04/01/2054#RJ1263                                                                  | CUSIP: 3142GRMM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14742382 | PA      | $14631517.56   | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY4396                                                                  | CUSIP: 3138YH3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47028 | PA      | $44530.31      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 3.65% 08/16/2032                                                            | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1869234.26    | 0.00%             | 2032-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CCD                                                              | LOS ANGELES CALIF CMNTY COLLEGE DIST BUILD AMERICA BDS                                            | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7505000 | PA      | $8224947.15    | 0.01%             | 2049-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/37 #G02834                                                                           | CUSIP: 3128M4PT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9525 | PA      | $9810.63       | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN8980                                                                    | CUSIP: 36186S6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282756 | PA      | $249518.99     | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2049#CA3334                                                                    | CUSIP: 3140QAV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1322467 | PA      | $1228838.63    | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 11/20/2045#MA3245                                                                    | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857258 | PA      | $803258.80     | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.8% 12/15/2045                                                              | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2216000 | PA      | $1859476.23    | 0.00%             | 2045-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 7/36 #G02252                                                                           | CUSIP: 3128LXQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     171215 | PA      | $176110.45     | 0.00%             | 2036-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2027#ZK7581                                                                    | CUSIP: 3131XBM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158063 | PA      | $155888.70     | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC6329                                                                    | CUSIP: 3140F2A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13702 | PA      | $12007.03      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#G08836                                                                    | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     479731 | PA      | $447249.12     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.05% 03/25/2048                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21765000 | PA      | $18146626.86   | 0.03%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2048#Q55220                                                                  | CUSIP: 3132XXYS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30390 | PA      | $27466.51      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                          | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6182701.12    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 7/41 #769093                                                                           | CUSIP: 36176LGA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48421 | PA      | $46396.95      | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.9% 11/15/2047                                                                       | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   11736000 | PA      | $8857638.38    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2045#CA6279                                                                  | CUSIP: 3140QD6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2590760 | PA      | $2161242.69    | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#MA4237                                                                    | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  107327792 | PA      | $84017086.56   | 0.13%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/26#AH7249                                                                       | CUSIP: 3138A9BT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2307 | PA      | $2291.47       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AK7286                                                                  | CUSIP: 36183RCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23801 | PA      | $21108.87      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2053#                                                                          | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13474720 | PA      | $13646500.22   | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.7% 02/10/2045                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5084000 | PA      | $3918572.21    | 0.01%             | 2045-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#QA0800                                                                    | CUSIP: 31334W3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61121 | PA      | $52852.21      | 0.00%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2033#G18689                                                                  | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45514 | PA      | $44305.06      | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#MA4412                                                                  | CUSIP: 31418D3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25107 | PA      | $18554.56      | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                    | FORTINET INC 2.2% 03/15/2031                                                                      | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1740813.00    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#Q57990                                                                    | CUSIP: 3132Y12Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59667 | PA      | $55626.91      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#BP5001                                                                  | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4579853 | PA      | $3776200.86    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/46#BC0288                                                                         | CUSIP: 3140EUKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26328 | PA      | $24628.19      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2044#AL8878                                                                    | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276665 | PA      | $278045.52     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2051#MA4256                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126114 | PA      | $103550.22     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 1.7% 03/01/2028                                                                | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1850450.16    | 0.00%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                            | CUSIP: 455780CQ7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   27839000 | PA      | $25730195.75   | 0.04%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2046#BC0175                                                                    | CUSIP: 3140EUFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     711648 | PA      | $624486.68     | 0.00%             | 2046-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#BU9020                                                                    | CUSIP: 3140MBAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     349456 | PA      | $315898.79     | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2032#BM1422                                                                  | CUSIP: 3140J5SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77486 | PA      | $74180.82      | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70484420 | PA      | $55660369.40   | 0.09%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                   | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12635299 | PA      | $12398777.55   | 0.02%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2350                                                                    | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72372970 | PA      | $56902943.42   | 0.09%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.0% 03/01/2027#G30321                                                                  | CUSIP: 3128CULA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        853 | PA      | $853.49        | 0.00%             | 2027-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.125% 12/01/2025                                                           | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4051000 | PA      | $4023922.06    | 0.01%             | 2025-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                                               | HONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/2029                                                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11580000 | PA      | $11657853.50   | 0.02%             | 2029-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.45% 11/15/2029                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10216000 | PA      | $9240411.64    | 0.01%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2055#SD8525                                                                    | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8847201 | PA      | $8939251.65    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/35 #255812                                                                           | CUSIP: 31371MDR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37989 | PA      | $39916.64      | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BJ4378                                                                    | CUSIP: 3140H52L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     589198 | PA      | $549141.14     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2053#BX7581                                                                    | CUSIP: 3140NCM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375414 | PA      | $364577.00     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2050#SD8070                                                                    | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79599 | PA      | $73789.08      | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 07/01/2050#BP8747                                                               | CUSIP: 3140KGWH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7621 | PA      | $6558.70       | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     457000 | PA      | $481357.14     | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.2% 03/01/2029                                                       | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971753.66     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $4689467.96    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 9/41 #772060                                                                           | CUSIP: 36176PQM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67695 | PA      | $64891.47      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AT2668                                                                  | CUSIP: 3138WP6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153426 | PA      | $134717.41     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                       | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7284744.02    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.75% 02/02/2026                                                              | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3504215.16    | 0.01%             | 2026-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                       | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39800000 | PA      | $38820546.68   | 0.06%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2047#Q50656                                                                  | CUSIP: 3132XSWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89171 | PA      | $85627.51      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.25% 08/26/2049                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    6797000 | PA      | $4513057.58    | 0.01%             | 2049-08-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 02/01/2043#AR5858                                                                  | CUSIP: 3138W3QL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382295 | PA      | $343218.79     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/39 #AL1798                                                                          | CUSIP: 3138EH7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7681 | PA      | $8131.78       | 0.00%             | 2039-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                              | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   21562000 | PA      | $16769018.38   | 0.03%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AT8489                                                                  | CUSIP: 3138WWNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286285 | PA      | $255458.94     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46703430 | PA      | $36589021.96   | 0.06%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.3% 02/25/2031                                                                         | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $14391710.28   | 0.02%             | 2031-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  396200000 | PA      | $398351243.18  | 0.64%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/45#Q32820                                                                         | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16758 | PA      | $14879.53      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2043#AS1133                                                                  | CUSIP: 3138WAHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342903 | PA      | $335190.08     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/46#ZS4675                                                                       | CUSIP: 3132A5FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156226 | PA      | $131595.31     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.25% 03/01/2054                                                               | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4235242.42    | 0.01%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 7.125% 10/01/2037                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1966000 | PA      | $2241634.91    | 0.00%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 11/41 #AJ5818                                                                          | CUSIP: 3138AXPC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36023 | PA      | $34232.77      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AS6075                                                                    | CUSIP: 3138WFXD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50552 | PA      | $47320.55      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2030#J32030                                                                  | CUSIP: 31307NHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326748 | PA      | $321990.06     | 0.00%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2050#CA5696                                                                  | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15954 | PA      | $15250.27      | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2049#BN6033                                                                    | CUSIP: 3140JNV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40420 | PA      | $39818.43      | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.125% 09/19/2046                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $1463381.63    | 0.00%             | 2046-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2036#A49143                                                                  | CUSIP: 3128KAEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4000 | PA      | $4118.16       | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#BU8845                                                                  | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     635961 | PA      | $565681.47     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 5/34 #003557                                                                        | CUSIP: 36202D5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31147 | PA      | $32139.38      | 0.00%             | 2034-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 06/01/2055 #TBA                                                                        | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53700000 | PA      | $54221577.36   | 0.09%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2042#AO4392                                                                  | CUSIP: 3138LU3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284812 | PA      | $263623.64     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE3313                                                                    | CUSIP: 3140FNVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63082 | PA      | $55198.40      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 10/01/2039#MA3810                                                                  | CUSIP: 31418DGU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157413 | PA      | $139989.91     | 0.00%             | 2039-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | BAIDU INC 3.425% 04/07/2030                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    9666000 | PA      | $9182796.66    | 0.01%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.584% 10/01/2034 144A                                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2233111.50    | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2052#MA4626                                                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     750387 | PA      | $689346.51     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2037#MA4725                                                                  | CUSIP: 31418EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44092 | PA      | $42252.70      | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67944100 | PA      | $45790607.54   | 0.07%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QF2376                                                                    | CUSIP: 3133BPT99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1382641 | PA      | $1272330.29    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#AZ3808                                                                  | CUSIP: 3138YVGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142323 | PA      | $129174.90     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $10125830.78   | 0.02%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC5408                                                                    | CUSIP: 3140F1AJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104413 | PA      | $91493.77      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4323467.00    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2055#DD0452                                                                    | CUSIP: 3140B0QE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     499314 | PA      | $483574.09     | 0.00%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 2.25% 09/15/2031                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    5519000 | PA      | $4640964.68    | 0.01%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2044#AS3956                                                                  | CUSIP: 3138WDME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28039 | PA      | $26438.04      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3.375% 09/15/2027                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1944539.14    | 0.00%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  395900000 | PA      | $401807572.29  | 0.64%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2039#AC4074                                                                    | CUSIP: 31417NQ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12091 | PA      | $12154.67      | 0.00%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AX0974                                                                  | CUSIP: 3138Y2CL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652138 | PA      | $614653.05     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2044#MA1675                                                                    | CUSIP: 36179N2G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65071 | PA      | $56683.07      | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2043#G08534                                                                  | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282700 | PA      | $253335.93     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/01/2030#G18536                                                                  | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40265 | PA      | $38978.85      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $11446930.46   | 0.02%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 06/30/2028                                                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  329982900 | PA      | $305092392.15  | 0.49%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/41 #AI1601                                                                           | CUSIP: 3138AEX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35623 | PA      | $34025.50      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AP1055                                                                           | CUSIP: 3138M4E57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224413 | PA      | $206880.63     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2040#QB4182                                                                  | CUSIP: 3133AAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62476 | PA      | $51435.18      | 0.00%             | 2040-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 05/31/2028                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  199900000 | PA      | $198525687.50  | 0.32%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2039#G07519                                                                  | CUSIP: 3128M9VL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86538 | PA      | $89198.73      | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2037#QO0388                                                                  | CUSIP: 3133WJND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483497 | PA      | $464990.61     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#ZA5451                                                                  | CUSIP: 31329PBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194682 | PA      | $175541.00     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031                                                   | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   16065000 | PA      | $13890382.64   | 0.02%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                                     | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5940000 | PA      | $5937660.41    | 0.01%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 09/01/2037#SB8178                                                                    | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118250 | PA      | $114929.68     | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/38 #962370                                                                           | CUSIP: 31414CT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54213 | PA      | $54496.92      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.00% 5/28 #C91175                                                                      | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14723 | PA      | $14766.14      | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#BE9574                                                                    | CUSIP: 3140FVT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120507 | PA      | $112502.90     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AR9512                                                                  | CUSIP: 3138W7SA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44458 | PA      | $39475.98      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 09/01/2045#G08666                                                                  | CUSIP: 3128MJW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8325 | PA      | $7320.16       | 0.00%             | 2045-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 9/39 #A88502                                                                           | CUSIP: 312935NT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15908 | PA      | $16011.05      | 0.00%             | 2039-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2048#ZS4773                                                                  | CUSIP: 3132A5JS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     537068 | PA      | $514214.18     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 11/38 #697586                                                                          | CUSIP: 36296P6X4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50116 | PA      | $51089.74      | 0.00%             | 2038-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BC9254                                                                  | CUSIP: 3140F5H89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19717 | PA      | $18928.54      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2035#BQ4668                                                                    | CUSIP: 3140KQFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26314 | PA      | $23943.13      | 0.00%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AP6044                                                                  | CUSIP: 3138M9WE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39935 | PA      | $35752.34      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/40 #AD4390                                                                           | CUSIP: 31418R2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84313 | PA      | $84739.23      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR #AR7574 3.5% 3/1/43                                                                     | CUSIP: 3138W5MY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105539 | PA      | $97116.74      | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   11255000 | PA      | $9429514.52    | 0.02%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2030#AZ6458                                                                  | CUSIP: 3138YYE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5805 | PA      | $5583.26       | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/47#BE4635                                                                         | CUSIP: 3140FQEH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153394 | PA      | $133983.56     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2042#AP9980                                                                  | CUSIP: 3138MECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440219 | PA      | $404660.07     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#Q52319                                                                  | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     916012 | PA      | $829048.13     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2031#G18622                                                                  | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17121 | PA      | $16402.19      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 2.469%/VAR 01/11/2028                                             | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    9666000 | PA      | $9291223.86    | 0.01%             | 2028-01-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2026                                                                       | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  393600000 | PA      | $394061251.97  | 0.63%             | 2026-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2045#MA3247                                                                      | CUSIP: 36179RTC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24555 | PA      | $24724.70      | 0.00%             | 2045-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54700000 | PA      | $54913671.88   | 0.09%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AU7327                                                                  | CUSIP: 3138X7D91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148907 | PA      | $133046.61     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2048#ZS4783                                                                    | CUSIP: 3132A5J48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     486198 | PA      | $422546.90     | 0.00%             | 2048-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11643000 | PA      | $11083239.26   | 0.02%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/35 #735230                                                                           | CUSIP: 31402QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73305 | PA      | $75192.82      | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#MA1315                                                                  | CUSIP: 31418AN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42825 | PA      | $39523.00      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2043#G08521                                                                    | CUSIP: 3128MJSK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63375 | PA      | $56925.94      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2034#MA3610                                                                  | CUSIP: 31418DAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167343 | PA      | $161931.51     | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 6/27 #AO3086                                                                      | CUSIP: 3138LTNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9607 | PA      | $9464.82       | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 07/20/2045                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6997000 | PA      | $6001083.33    | 0.01%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2050#FM2761                                                                    | CUSIP: 3140X6B75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237301 | PA      | $233547.01     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 5/39 #G05457                                                                           | CUSIP: 3128M7ME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     598686 | PA      | $590548.56     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 5.15% 01/15/2033                                                             | CUSIP: 29366MAD0<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3122059.35    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT4852                                                                  | CUSIP: 3138WSMA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     344639 | PA      | $309073.55     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/43#AL6004                                                                    | CUSIP: 3138ENU64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2175 | PA      | $2131.47       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2044#AX0462                                                                    | CUSIP: 3138Y1QQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17937 | PA      | $16902.84      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2045                                                         | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16313000 | PA      | $12152547.81   | 0.02%             | 2045-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.5% 01/15/2048                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $3574468.31    | 0.01%             | 2048-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK2525                                                                           | CUSIP: 3138E6YX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28105 | PA      | $26910.76      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2041#AI5566                                                                  | CUSIP: 3138AKFG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41609 | PA      | $41734.90      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                  | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5440892 | PA      | $4798841.79    | 0.01%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14113000 | PA      | $13855055.01   | 0.02%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 3.2% 08/02/2046                                                      | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2622000 | PA      | $1818779.17    | 0.00%             | 2046-08-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2041#AL4469                                                                  | CUSIP: 3138EL6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72525 | PA      | $74519.27      | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.875% 07/15/2027                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4838232.48    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AW9053                                                                  | CUSIP: 3138XZBX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1408 | PA      | $1364.08       | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $4987577.12    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 2/46#AS6649                                                                        | CUSIP: 3138WGL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20565 | PA      | $18664.85      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#CA0859                                                                  | CUSIP: 3140Q75V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291729 | PA      | $263319.10     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34701000 | PA      | $34335030.41   | 0.05%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW7735                                                                  | CUSIP: 3138XXSZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21996 | PA      | $21480.49      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AW8916                                                                  | CUSIP: 3138XY4A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306597 | PA      | $299535.95     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2031#BE3314                                                                    | CUSIP: 3140FNVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18669 | PA      | $18069.27      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#AX9301                                                                    | CUSIP: 3138YBKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8329 | PA      | $7825.43       | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 4/41 #Q00280                                                                           | CUSIP: 3132GDJZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18114 | PA      | $17291.05      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.8% 12/05/2034                                                                    | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $6815765.35    | 0.01%             | 2034-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2027#AB5764                                                                  | CUSIP: 31417CMN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5888 | PA      | $5772.44       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 10/01/2029#RD5009                                                                  | CUSIP: 3133LPR66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226316 | PA      | $219428.57     | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.729% 02/28/2030                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7042621.18    | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH8476                                                                           | CUSIP: 3138AAM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40430 | PA      | $39876.71      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#QF2374                                                                    | CUSIP: 3133BPT73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1722972 | PA      | $1582816.81    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.5% 12/01/2046                                                                      | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11511000 | PA      | $10641183.03   | 0.02%             | 2046-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                           | BBCMS MTG TR 2024-C26 VAR 05/15/2057                                                              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18028000 | PA      | $18800757.60   | 0.03%             | 2057-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3754771.41    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 1.75% 12/02/2026                                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8990000 | PA      | $8642196.41    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.441%/VAR 02/22/2034                                                  | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6660000 | PA      | $6765978.18    | 0.01%             | 2034-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031                                                  | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8168083 | PA      | $7011462.03    | 0.01%             | 2031-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2050#QB4695                                                                    | CUSIP: 3133ABGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65096 | PA      | $56025.02      | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AS6212                                                                    | CUSIP: 3138WF3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40399 | PA      | $37816.24      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.9% 07/15/2025                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17158000 | PA      | $17145027.35   | 0.03%             | 2025-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#MA3536                                                                    | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2259940 | PA      | $2102058.39    | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2047#G61280                                                                  | CUSIP: 31335BM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     504799 | PA      | $484580.84     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.4% 07/15/2034                                                                      | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1541730.68    | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 09/20/2044#MA2224                                                                    | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     650567 | PA      | $617537.03     | 0.00%             | 2044-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AJ3485                                                                          | CUSIP: 3138AU2T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31445 | PA      | $29861.99      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 6.4% 12/01/2037                                                                        | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $5218297.39    | 0.01%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2049                                                              | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $3588327.96    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#SD8177                                                                    | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38043763 | PA      | $29673975.70   | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2048#ZN1199                                                                  | CUSIP: 3131Y7KL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91470 | PA      | $82219.20      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4% 03/01/2048                                                                        | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9532000 | PA      | $7164505.42    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 3.91% 10/01/2050                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $8729685.15    | 0.01%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 12/15/2042#AC7750                                                                  | CUSIP: 36179HTF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43698 | PA      | $40489.06      | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 01/31/2026                                                                       | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      12600 | PA      | $12280.20      | 0.00%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 2.539% 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   12914000 | PA      | $11074346.33   | 0.02%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2042#Q14402                                                                    | CUSIP: 3132HQ3K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152012 | PA      | $136599.56     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2050#MA3945                                                                  | CUSIP: 31418DL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3372657 | PA      | $3223868.61    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.35% 06/24/2040                                                                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6828277.90    | 0.01%             | 2040-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 11/01/2037#QO1025                                                                    | CUSIP: 3133WKD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56279 | PA      | $54698.63      | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.8% 02/01/2049                                                         | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5834000 | PA      | $4925331.16    | 0.01%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 6% 01/15/2038                                                           | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1869459.44    | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#MA4784                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21734003 | PA      | $20576524.12   | 0.03%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 04/01/2039#MA5344                                                                  | CUSIP: 31418E5E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65789 | PA      | $64842.39      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11100335.68   | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54832                                                                  | CUSIP: 3132XXLN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1481473 | PA      | $1338973.67    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                     | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2593449.69    | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2043#Q17451                                                                  | CUSIP: 3132J8WM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1892135 | PA      | $1699530.23    | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2040#ZJ0437                                                                    | CUSIP: 3131WQPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4504 | PA      | $4295.14       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2046#AS8381                                                                  | CUSIP: 3138WJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     829840 | PA      | $797639.37     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2035#FM2627                                                                    | CUSIP: 3140X54M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205496 | PA      | $187625.06     | 0.00%             | 2035-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1222574.55    | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030                                                      | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    7588000 | PA      | $6587836.87    | 0.01%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#CA0075                                                                  | CUSIP: 3140Q7CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46098 | PA      | $41666.45      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.25% 05/30/2035                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4300007.75    | 0.01%             | 2035-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#CB6599                                                                    | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2355481 | PA      | $2286563.75    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN2815                                                                    | CUSIP: 3140JKDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144849 | PA      | $140560.86     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2047#G08759                                                                  | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341052 | PA      | $327370.53     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2045#G08671                                                                  | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4224100 | PA      | $3838913.57    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#SD8474                                                                    | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19138160 | PA      | $18536345.23   | 0.03%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 09/01/2052                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5350795.27    | 0.01%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 11/40 #004854                                                                       | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     993414 | PA      | $977112.04     | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/33 #555531                                                                           | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153798 | PA      | $157321.01     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZN1319                                                                  | CUSIP: 3131Y7PC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44038 | PA      | $42136.34      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AZ4779                                                                    | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1574304 | PA      | $1473668.89    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2049#BO2249                                                                  | CUSIP: 3140JWQB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185718 | PA      | $166645.08     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% #AL9282                                                                              | CUSIP: 3138ERJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372799 | PA      | $348735.55     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2054#MA5420                                                                  | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1180892 | PA      | $1170535.19    | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/35#AB0113                                                                         | CUSIP: 31416VDT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77977 | PA      | $78429.60      | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.85% 04/15/2045                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1150234.78    | 0.00%             | 2045-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#ZS4777                                                                  | CUSIP: 3132A5JW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     405462 | PA      | $365596.49     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/47#MA4511                                                                           | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     347501 | PA      | $323874.36     | 0.00%             | 2047-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/30#V60808                                                                         | CUSIP: 3132KE3R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34270 | PA      | $33388.68      | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 04/01/2040#AD3796                                                                  | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132079 | PA      | $132757.50     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2054#MA9902                                                                    | CUSIP: 36180AAB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48260 | PA      | $43003.31      | 0.00%             | 2054-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#FP0045                                                                    | CUSIP: 3140XTBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39543030 | PA      | $31053469.61   | 0.05%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2035#FM4283                                                                    | CUSIP: 3140X7XM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30740589 | PA      | $27971221.55   | 0.04%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2038#AL0552                                                                  | CUSIP: 3138EGTJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12084 | PA      | $12436.62      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE0518                                                                    | CUSIP: 3140FKSG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193858 | PA      | $169630.32     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/48#CA2803                                                                       | CUSIP: 3140QADH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261001 | PA      | $249731.17     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2039#G05922                                                                  | CUSIP: 3128M74F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6879 | PA      | $7086.66       | 0.00%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 6/39 #710446                                                                           | CUSIP: 36297FHX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40984 | PA      | $39398.76      | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2041#AI2199                                                                  | CUSIP: 3138AFNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66491 | PA      | $68294.80      | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2041#AH1086                                                                  | CUSIP: 3138A2F46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50634 | PA      | $49811.95      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AB7901                                                                  | CUSIP: 31417EX71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68753 | PA      | $67163.63      | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/40 #926221                                                                           | CUSIP: 31412JAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60731 | PA      | $59726.50      | 0.00%             | 2040-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW9071                                                                  | CUSIP: 3138XZCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31686 | PA      | $30936.69      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#Q39051                                                                    | CUSIP: 3132QWBV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30837 | PA      | $28883.65      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.75% 11/01/2046                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5929000 | PA      | $4420955.41    | 0.01%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 5.52% 03/01/2049                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2700000 | PA      | $2417536.99    | 0.00%             | 2049-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #889468                                                                           | CUSIP: 31410KFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166773 | PA      | $171632.31     | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.875% 11/14/2048                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4095236.62    | 0.01%             | 2048-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                          | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13600000 | PA      | $13919718.86   | 0.02%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT5129                                                                  | CUSIP: 3138WSVX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39983 | PA      | $35548.44      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                          | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3887721.59    | 0.01%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2037#MA4776                                                                    | CUSIP: 31418EJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42564 | PA      | $41368.59      | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 06/15/2042#AA5391                                                                  | CUSIP: 36178C7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10780 | PA      | $9997.28       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2053#BX6217                                                                    | CUSIP: 3140NA4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326070 | PA      | $330430.61     | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                     | CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028                                                      | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16656761 | PA      | $16705430.25   | 0.03%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2032#BH6137                                                                  | CUSIP: 3140GUZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15764 | PA      | $15367.24      | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 1/36 #889690                                                                           | CUSIP: 31410KNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75956 | PA      | $78924.15      | 0.00%             | 2036-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#BQ3852                                                                  | CUSIP: 3140KPH63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     436672 | PA      | $359364.80     | 0.00%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 2/38 #676722                                                                           | CUSIP: 36295PYT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25435 | PA      | $25931.26      | 0.00%             | 2038-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AR7329                                                                  | CUSIP: 3138W5EB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30763 | PA      | $27384.14      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/51#MA7473                                                                           | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     378150 | PA      | $330088.09     | 0.00%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AS2874                                                                  | CUSIP: 3138WCFQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234704 | PA      | $229162.20     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2045#MA2892                                                                    | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2614272 | PA      | $2385286.26    | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2052#SD8237                                                                    | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1345977 | PA      | $1236067.95    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 5.2% 03/01/2034                                                                       | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5716564.77    | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 09/15/2053                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25048000 | PA      | $16644004.75   | 0.03%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2049#MA6339                                                                    | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9824678 | PA      | $8832876.95    | 0.01%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185755300 | PA      | $120661127.81  | 0.19%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   41913000 | PA      | $37122221.29   | 0.06%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 05/01/2029#C91246                                                                  | CUSIP: 3128P7L35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        704 | PA      | $708.11        | 0.00%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 08/20/2045#MA3035                                                                    | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     404260 | PA      | $378795.09     | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AZ7939                                                                    | CUSIP: 3140E0ZD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97792 | PA      | $91540.38      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/33#G18694                                                                       | CUSIP: 3128MMXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17087 | PA      | $16266.06      | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 12/01/2034#FM2270                                                                    | CUSIP: 3140X5QY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129961 | PA      | $127002.60     | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  335500000 | PA      | $335683478.24  | 0.54%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2.5% 11/01/2031#AS8245                                                             | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10029 | PA      | $9610.48       | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2032#J37112                                                                  | CUSIP: 31307T3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     171256 | PA      | $163272.10     | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.6% 07/15/2041                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1195260.11    | 0.00%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3610000 | PA      | $3663629.62    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.65% 06/15/2027                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5827000 | PA      | $5849874.47    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.00% 8/37 #G06089                                                                           | CUSIP: 3128M8C28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25003 | PA      | $26189.86      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 06/30#J31837                                                                         | CUSIP: 31307NBE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33645 | PA      | $32803.24      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2051#MA7704                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   89818798 | PA      | $72222145.94   | 0.12%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ8506                                                                  | CUSIP: 3138MQNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295236 | PA      | $272790.27     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC7362                                                                  | CUSIP: 3140F3FC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195969 | PA      | $177741.87     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1% 04/23/2026                                                               | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $8875940.90    | 0.01%             | 2026-04-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AS2579                                                                  | CUSIP: 3138WB2M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63389 | PA      | $61941.46      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#Q20655                                                                  | CUSIP: 3132JMWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139671 | PA      | $125222.53     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2054#                                                                          | CUSIP: 3132DWKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1775126 | PA      | $1720415.54    | 0.00%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT5814                                                                  | CUSIP: 3138WTN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1248 | PA      | $1214.56       | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 04/15/2042#798393                                                                  | CUSIP: 36177TKF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     146768 | PA      | $132352.51     | 0.00%             | 2042-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/33 #555677                                                                           | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19151 | PA      | $19590.26      | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 6.625% 06/15/2037                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7605000 | PA      | $7983164.25    | 0.01%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 04/20/2048#MA5140                                                                    | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72561 | PA      | $74598.14      | 0.00%             | 2048-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 9/34 #605693                                                                           | CUSIP: 36200N3A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10881 | PA      | $11053.12      | 0.00%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AW2045                                                                  | CUSIP: 3138XRHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8511 | PA      | $8268.15       | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AB9249                                                                  | CUSIP: 31417GH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5899 | PA      | $5289.96       | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1884                                                                  | CUSIP: 36183XCV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65272 | PA      | $58004.01      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 1.9% 06/15/2028                                                      | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8954110.60    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047                                                    | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2272000 | PA      | $1700397.11    | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2047#G08770                                                                  | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3281259 | PA      | $2969743.33    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 11/39 #004576                                                                       | CUSIP: 36202FCM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87950 | PA      | $84447.20      | 0.00%             | 2039-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #733778                                                                           | CUSIP: 3620AMFT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     651256 | PA      | $654137.94     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW5713                                                                  | CUSIP: 3138XVK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134997 | PA      | $131150.36     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2053#                                                                          | CUSIP: 3133BXCL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     984151 | PA      | $954510.57     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.85% 03/01/2048                                                                 | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6697000 | PA      | $5621234.84    | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE2295                                                                    | CUSIP: 3140FMRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214376 | PA      | $187583.19     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   17316000 | PA      | $17226114.20   | 0.03%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2044#AV8163                                                                    | CUSIP: 3138XLB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109339 | PA      | $109469.72     | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 06/01/2037#A61766                                                                  | CUSIP: 3128KR6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6931 | PA      | $6977.13       | 0.00%             | 2037-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.1% 05/15/2032                                                               | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8576133.84    | 0.01%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 02/20/2053#MA8645                                                                      | CUSIP: 36179XTA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27089393 | PA      | $24938582.03   | 0.04%             | 2053-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#BQ1407                                                                  | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2678723 | PA      | $2204487.32    | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                      | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3907520.41    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2047#G08764                                                                  | CUSIP: 3128MJZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25691 | PA      | $24701.79      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2035#BP9622                                                                    | CUSIP: 3140KHVQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381611 | PA      | $348066.69     | 0.00%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2043#MA1706                                                                  | CUSIP: 31418A3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89331 | PA      | $79981.11      | 0.00%             | 2043-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 1/41 #AH4404                                                                           | CUSIP: 3138A53N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     396665 | PA      | $378205.16     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.2% 04/15/2048                                                                         | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1797939.04    | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2048#BJ5488                                                                    | CUSIP: 3140H7C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144639 | PA      | $134805.24     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.02%/VAR 11/18/2036                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1727638.32    | 0.00%             | 2036-11-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/43#Q22192                                                                         | CUSIP: 3132JPNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22480 | PA      | $20180.40      | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                         | UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051                                                         | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    9096000 | PA      | $5695263.93    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.95% 07/15/2031                                                                   | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8921505.37    | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| 3M CO                                                                           | 3M CO 2.875% 10/15/2027                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3064366.74    | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 3/46#Q39578                                                                          | CUSIP: 3132QWUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62676 | PA      | $58706.35      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.625% 02/19/2035                                                                 | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5000000 | PA      | $4937580.00    | 0.01%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2048#G08827                                                                  | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67600 | PA      | $64807.94      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 2/26 #AH1899                                                                      | CUSIP: 3138A3DD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3396 | PA      | $3377.66       | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/30#G16390                                                                         | CUSIP: 3128MFKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1372528 | PA      | $1343540.33    | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU0767                                                                  | CUSIP: 3138WZZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2843 | PA      | $2772.28       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  406859000 | PA      | $363391836.29  | 0.58%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#MA2895                                                                    | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196975 | PA      | $172356.97     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#MA4155                                                                    | CUSIP: 31418DTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     332681 | PA      | $302710.09     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2029#ZS8540                                                                    | CUSIP: 3132A9PZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4533 | PA      | $4422.33       | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2027#ZK3970                                                                    | CUSIP: 3131X7MT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43392 | PA      | $42783.47      | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2037#QO0006                                                                  | CUSIP: 3133WJAF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     527132 | PA      | $505999.40     | 0.00%             | 2037-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/47#Q45899                                                                         | CUSIP: 3132WKRV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1506454 | PA      | $1408221.91    | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/35 #735228                                                                           | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129144 | PA      | $132507.23     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2037#QO0194                                                                  | CUSIP: 3133WJGB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     353759 | PA      | $339931.30     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 08/01/2039#MA3761                                                                  | CUSIP: 31418DFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22739 | PA      | $20257.19      | 0.00%             | 2039-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#QA3224                                                                    | CUSIP: 31339SSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64086 | PA      | $55355.45      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#CB1856                                                                    | CUSIP: 3140QMB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     778156 | PA      | $606958.26     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#MA4567                                                                    | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21439680 | PA      | $19367517.61   | 0.03%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2050#MA6473                                                                    | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16764809 | PA      | $14077587.50   | 0.02%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 4/38 #G04219                                                                           | CUSIP: 3128M6AU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106044 | PA      | $109124.31     | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037                                                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1638329.46    | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/47#MA2904                                                                       | CUSIP: 31418CGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60211 | PA      | $57818.28      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM3665                                                                    | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6117398 | PA      | $5690032.00    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2050#QA5902                                                                    | CUSIP: 3133A0RX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507694 | PA      | $437896.57     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2030#MA2406                                                                  | CUSIP: 31418BU87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26660 | PA      | $26219.51      | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#BA4467                                                                    | CUSIP: 3140E86D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271973 | PA      | $254417.64     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BX5666                                                                    | CUSIP: 3140NAJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254671 | PA      | $257519.82     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.375% 03/15/2051                                                                  | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13507000 | PA      | $7389170.35    | 0.01%             | 2051-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 12/01/2054#FA0287                                                               | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3119745 | PA      | $3151473.06    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 01/30/2042                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4328000 | PA      | $4347458.43    | 0.01%             | 2042-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/49#SD8013                                                                       | CUSIP: 3132DV3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194933 | PA      | $186394.31     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2043#AL9612                                                                  | CUSIP: 3138ERVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     724668 | PA      | $670085.11     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 0.7% 02/08/2026                                                                         | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10933000 | PA      | $10666783.75   | 0.02%             | 2026-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2049#MA5989                                                                    | CUSIP: 36179UUN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61965 | PA      | $63031.78      | 0.00%             | 2049-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/41 #AI1895                                                                           | CUSIP: 3138AFC99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7479 | PA      | $7516.12       | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 5/27 #AL1751                                                                      | CUSIP: 3138EH5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117467 | PA      | $116368.10     | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.5% 10/01/2029#MA0200                                                                  | CUSIP: 31417YGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7205 | PA      | $7172.58       | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.9% 02/15/2045                                                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1247562.35    | 0.00%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2043#AT3094                                                                  | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1631532 | PA      | $1423001.51    | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#AS8118                                                                    | CUSIP: 3138WJAU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203827 | PA      | $176187.11     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2053#                                                                        | CUSIP: 3132DWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24951113 | PA      | $25651473.63   | 0.04%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2052#SD8268                                                                  | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6529410 | PA      | $6500712.60    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1351130.70    | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2028#J24649                                                                  | CUSIP: 31307DEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21569 | PA      | $21036.58      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.1% 09/15/2038                                                                        | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1754945.16    | 0.00%             | 2038-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.6% 05/15/2053                                                                | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6054549.74    | 0.01%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#890801                                                                    | CUSIP: 31410LU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56204 | PA      | $54283.88      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#                                                                          | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     548294 | PA      | $495471.90     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 03/01/2033#J38833                                                                  | CUSIP: 31307VY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179433 | PA      | $174890.04     | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2049#QA5428                                                                  | CUSIP: 3133A0A53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14191 | PA      | $12733.69      | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#FM9157                                                                    | CUSIP: 3140XDE77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160181 | PA      | $124940.68     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.5% 08/01/2029#AL5010                                                                  | CUSIP: 3138EMR86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1136 | PA      | $1130.20       | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18683                                                                  | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     462293 | PA      | $439883.87     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2035#FM3340                                                                  | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210778 | PA      | $204950.08     | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2029#AW4178                                                                  | CUSIP: 3138XTUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33589 | PA      | $32609.68      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2054#CB9638                                                                  | CUSIP: 3140QVV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1067780 | PA      | $1008076.92    | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 8/39 #A88026                                                                           | CUSIP: 3129344K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151082 | PA      | $148943.94     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2049#ZT1594                                                                    | CUSIP: 3132ADXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     779217 | PA      | $724780.37     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.25% 05/15/2049                                                                  | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8612000 | PA      | $6786587.82    | 0.01%             | 2049-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.8% 02/10/2030                                                                   | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5428230.84    | 0.01%             | 2030-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2303                                                                  | CUSIP: 36183XRY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85706 | PA      | $75953.31      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2050#MA6995                                                                    | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1464827 | PA      | $1229115.64    | 0.00%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNCI 3 2014 3% 8/1/29 #AX0932                                                                     | CUSIP: 3138Y2BA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102329 | PA      | $99770.35      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM9750                                                                    | CUSIP: 3140XDZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6253396 | PA      | $5600307.67    | 0.01%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                             | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   15092000 | PA      | $14566798.40   | 0.02%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REV                                                      | KS ST DEV FI 4.927% 4/15/45                                                                       | CUSIP: 485429Z72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6035000 | PA      | $5579422.07    | 0.01%             | 2045-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT8419                                                                  | CUSIP: 3138WWK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274059 | PA      | $245176.98     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2028#AT2512                                                                  | CUSIP: 3138WPYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6233 | PA      | $6102.83       | 0.00%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                      | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   12956000 | PA      | $12727632.10   | 0.02%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.5% 04/27/2026                                                              | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    3972000 | PA      | $3910473.72    | 0.01%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.7% 04/15/2040                                                                          | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1616507.88    | 0.00%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BANK OF AMERICA NA 6% 10/15/2036                                                                  | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4224389.13    | 0.01%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2050#MA3998                                                                  | CUSIP: 31418DNQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137595 | PA      | $131524.59     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BX1658                                                                    | CUSIP: 3140N5ZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2266543 | PA      | $2081462.21    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.5% 06/01/2042                                                                          | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5863000 | PA      | $5071869.53    | 0.01%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 2.591%/VAR 05/25/2031                                                       | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13146000 | PA      | $11833954.27   | 0.02%             | 2031-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.125% 07/25/2028                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17365000 | PA      | $17119531.49   | 0.03%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2048#Q62603                                                                  | CUSIP: 3132VN3M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70691 | PA      | $63891.35      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BC9302                                                                  | CUSIP: 3140F5KQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3513 | PA      | $3354.38       | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP 4.375% 09/15/2045                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1598459.23    | 0.00%             | 2045-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.5% 12/01/2034                                                                     | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    7170000 | PA      | $7173185.56    | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 06/01/37#AO4589                                                                    | CUSIP: 3138LVC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1239 | PA      | $1221.95       | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 12/41 #AJ4198                                                                          | CUSIP: 3138AVUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59467 | PA      | $56658.52      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2952                                                                           | CUSIP: 3138LTH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65595 | PA      | $60807.59      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.125% 04/15/2027                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9502000 | PA      | $9135589.10    | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.55% 09/01/2044                                                   | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2064220.87    | 0.00%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN4428                                                                  | CUSIP: 3140JL4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25880 | PA      | $24762.37      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2045#AZ4460                                                                  | CUSIP: 3138YV5W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97695 | PA      | $94392.58      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AO0257                                                                         | CUSIP: 3617A0JA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      81597 | PA      | $72005.21      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2050#CA8177                                                                    | CUSIP: 3140QGCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     822241 | PA      | $760687.74     | 0.00%             | 2050-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2036#A49049                                                                  | CUSIP: 3128KABS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25041 | PA      | $25776.91      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 3/34 #G01665                                                                           | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     565969 | PA      | $580450.14     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.7% 11/01/2054                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2207550.72    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58900000 | PA      | $60588773.73   | 0.10%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032                                                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3614000 | PA      | $3317528.55    | 0.01%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/39 #970043                                                                           | CUSIP: 31414MEQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7088 | PA      | $6974.65       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 09/01/2037#SB0767                                                                  | CUSIP: 3132CWZ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     313502 | PA      | $310264.34     | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AY0491                                                                    | CUSIP: 3138YDRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55422 | PA      | $54080.74      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/41#AH2419                                                                         | CUSIP: 3138A3VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70596 | PA      | $70953.28      | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#BU8027                                                                    | CUSIP: 3140M94M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1358787 | PA      | $1167524.92    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 4.2% 12/15/2046                                                                     | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $4768712.64    | 0.01%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2035#FM4369                                                                    | CUSIP: 3140X72B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40229024 | PA      | $36604859.98   | 0.06%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 4/27 #AB5001                                                                      | CUSIP: 31417BRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194313 | PA      | $191511.44     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 4.3% 03/01/2028                                                             | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7919000 | PA      | $7896651.47    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2035#SB8053                                                                  | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1642290 | PA      | $1529122.80    | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.6% 09/15/2029                                                       | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    6921000 | PA      | $7071442.40    | 0.01%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                        | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4270746.33    | 0.01%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2054#MA9779                                                                    | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11112203 | PA      | $11049928.84   | 0.02%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2033#ZS8690                                                                    | CUSIP: 3132A9UP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531521 | PA      | $512455.53     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 5/38 #G08269                                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7138 | PA      | $7346.24       | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2048#MA5135                                                                      | CUSIP: 36179TV44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     709980 | PA      | $625068.17     | 0.00%             | 2048-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#BU2982                                                                    | CUSIP: 3140M4J41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620498 | PA      | $563629.30     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP7688                                                                           | CUSIP: 3138MBRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83106 | PA      | $76407.46      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $4817324.30    | 0.01%             | 2051-12-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BD5787                                                                    | CUSIP: 3140FDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14128 | PA      | $12362.69      | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 09/20/2052#MA8269                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6265892 | PA      | $6113268.82    | 0.01%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#CB2874                                                                  | CUSIP: 3140QNFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2302545 | PA      | $1884833.02    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 01/01/2055#QX3614                                                                    | CUSIP: 31425YAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8973471 | PA      | $9069219.84    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BA3075                                                                    | CUSIP: 3140E7MZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92448 | PA      | $86480.25      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 11/25 #AE4007                                                                     | CUSIP: 31419ENZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6023 | PA      | $5996.76       | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.9% 03/01/2032                                                                | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   34219000 | PA      | $30681304.61   | 0.05%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#MA3616                                                                  | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     839820 | PA      | $803557.67     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZA6269                                                                  | CUSIP: 31329P6E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156992 | PA      | $150213.40     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2049#MA6041                                                                    | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299576 | PA      | $287560.34     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2051#MA4400                                                                    | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1992347 | PA      | $1711282.23    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10148912.30   | 0.02%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/49#CA4421                                                                         | CUSIP: 3140QB4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10897133 | PA      | $9433065.00    | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.35% 01/25/2033                                                   | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14725932.00   | 0.02%             | 2033-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/40#AD7849                                                                    | CUSIP: 31418VWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12983 | PA      | $13048.66      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2036#MA4418                                                                    | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882004 | PA      | $797308.63     | 0.00%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#AS6150                                                                  | CUSIP: 3138WFZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13621 | PA      | $13121.72      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/46#MA3521                                                                         | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4115501 | PA      | $3733479.42    | 0.01%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5.3% 02/01/2044                                                      | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4622000 | PA      | $4365841.50    | 0.01%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU0548                                                                  | CUSIP: 3138WZTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113566 | PA      | $102084.99     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/31#G18614                                                                       | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     365629 | PA      | $350585.75     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2049#RA1830                                                                  | CUSIP: 3133KHA71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15084 | PA      | $14423.01      | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.1% 09/01/2040                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7409000 | PA      | $4987002.12    | 0.01%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2052#FS2805                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492568 | PA      | $402285.79     | 0.00%             | 2052-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2031#AL8975                                                                    | CUSIP: 3138ET6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22847 | PA      | $22226.78      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2053#SD8336                                                                  | CUSIP: 3132DWHM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22746 | PA      | $20190.10      | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2045#MA2964                                                                      | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122821 | PA      | $123668.30     | 0.00%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.4% 10/15/2028                                                          | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1563655.16    | 0.00%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW9024                                                                  | CUSIP: 3138XZA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4430 | PA      | $4295.07       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.4% 03/02/2026                                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3617939.52    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/41 #AI8448                                                                           | CUSIP: 3138ANL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7263 | PA      | $7138.52       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19660000 | PA      | $23261444.62   | 0.04%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 2.3% 02/15/2031                                                                        | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1122921.49    | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2049#BN5943                                                                    | CUSIP: 3140JNS92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60614 | PA      | $52413.34      | 0.00%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ5746                                                                    | CUSIP: 3140H7L47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41178 | PA      | $38340.07      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#FM1239                                                                  | CUSIP: 3140X4LV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     723070 | PA      | $652654.40     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2052#QD9225                                                                    | CUSIP: 3133B7HA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73077 | PA      | $62253.87      | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 1.1% 09/15/2026                                                               | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1916066.46    | 0.00%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 01/01/2030#J30279                                                                  | CUSIP: 31307LJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126125 | PA      | $124389.39     | 0.00%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2045#AZ2513                                                                  | CUSIP: 3138YTYK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6941 | PA      | $6732.79       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2037#QO0442                                                                  | CUSIP: 3133WJP37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     764805 | PA      | $734574.90     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.75% 11/15/2048                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4599000 | PA      | $3973846.34    | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 07/27/2026                                                   | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    6752000 | PA      | $6575339.86    | 0.01%             | 2026-07-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2048#MA5333                                                                    | CUSIP: 36179T4S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     271507 | PA      | $277282.47     | 0.00%             | 2048-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#DA0866                                                                  | CUSIP: 3140A06C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4324695 | PA      | $4290821.22    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | UNIVERSITY OF CHICAGO 3% 10/01/2052                                                               | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $3279941.05    | 0.01%             | 2052-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 1.95% 03/15/2031                                                             | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   13533000 | PA      | $11616473.86   | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2034#MA3681                                                                    | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138396 | PA      | $132185.19     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AJ8882                                                                  | CUSIP: 3138E12Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14729 | PA      | $14396.63      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.8% 10/01/2047                                                                     | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $2393971.66    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3935159.62    | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2046#BC8395                                                                  | CUSIP: 3140F4KH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258594 | PA      | $217823.46     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5.45% 06/15/2034                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8416489.89    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.45% 03/01/2033                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   22050000 | PA      | $21204704.65   | 0.03%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AT7382                                                                  | CUSIP: 3138WVFY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178074 | PA      | $162959.24     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5.4% 05/20/2033                                                                      | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18743934.24   | 0.03%             | 2033-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3684177.10    | 0.01%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2050#MA6599                                                                      | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8181970 | PA      | $7154844.56    | 0.01%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.00% 4/32 #C01344                                                                           | CUSIP: 31292HP57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195484 | PA      | $202041.52     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    5703000 | PA      | $3357089.48    | 0.01%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AW1538                                                                  | CUSIP: 3138XQV81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51271 | PA      | $50530.53      | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                           | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $9860163.10    | 0.02%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2054#CB8472                                                                    | CUSIP: 3140QUMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24976211 | PA      | $25245834.37   | 0.04%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEST VA UNIV HEALTH SYS OBLIGATED GROUP                                         | WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050                                         | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4940000 | PA      | $3037780.38    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2049#MA3670                                                                    | CUSIP: 31418DCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71909 | PA      | $62292.77      | 0.00%             | 2049-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 1/27 #AB4281                                                                      | CUSIP: 31417AXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7864 | PA      | $7760.65       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                       | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                               | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    5875310 | PA      | $5839671.33    | 0.01%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/48#CA1564                                                                       | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411135 | PA      | $393768.61     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2033#MA3284                                                                  | CUSIP: 31418CUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12186 | PA      | $11864.64      | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 1.625% 01/19/2031                                                          | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   10633000 | PA      | $9130491.18    | 0.01%             | 2031-01-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#MA2005                                                                  | CUSIP: 31418BGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41914 | PA      | $40720.17      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.2% 09/27/2029                                                                       | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10607411.45   | 0.02%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2028#J24614                                                                  | CUSIP: 31307DDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15977 | PA      | $15666.10      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/47#MA2974                                                                       | CUSIP: 31418CJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14091 | PA      | $13531.13      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2047#BE8496                                                                    | CUSIP: 3140FUNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62479 | PA      | $62017.58      | 0.00%             | 2047-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BH9392                                                                  | CUSIP: 3140GYNJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     926400 | PA      | $837341.30     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026                                                          | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     710000 | PA      | $699320.31     | 0.00%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 5.099% 07/03/2025                                                             | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2000470.48    | 0.00%             | 2025-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#SD5663                                                                  | CUSIP: 3132DTJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     658529 | PA      | $653988.79     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#                                                                          | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49667489 | PA      | $42746150.85   | 0.07%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6127                                                                  | CUSIP: 3133BTYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     368764 | PA      | $366681.93     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2031#J38105                                                                    | CUSIP: 31307VAE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38396 | PA      | $37383.34      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.50% 3/38 #004100                                                                        | CUSIP: 36202ERV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112650 | PA      | $118022.30     | 0.00%             | 2038-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#CA2373                                                                    | CUSIP: 3140Q9T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11261 | PA      | $11138.95      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2047#G08757                                                                  | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18930 | PA      | $17167.89      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.375% 04/20/2026                                                     | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   10372000 | PA      | $10196075.94   | 0.02%             | 2026-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 1/37 #003941                                                                        | CUSIP: 36202ELW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14298 | PA      | $14834.23      | 0.00%             | 2037-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2050#MA6710                                                                      | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21393476 | PA      | $18694471.04   | 0.03%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AE7929                                                                     | CUSIP: 31419JY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2793 | PA      | $2777.79       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#QD3352                                                                    | CUSIP: 3133B0WM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     564290 | PA      | $440144.18     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2052#BV2616                                                                    | CUSIP: 3140MF4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209365 | PA      | $178488.52     | 0.00%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK3436                                                                           | CUSIP: 3138E7ZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222412 | PA      | $211365.95     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.875% 11/13/2028                                                              | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6766000 | PA      | $6708724.59    | 0.01%             | 2028-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025                                                      | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7746000 | PA      | $7747565.16    | 0.01%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 12/37 #966336                                                                          | CUSIP: 31414HBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1014 | PA      | $1074.10       | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2054#MB0089                                                                      | CUSIP: 3618N5C31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3660346 | PA      | $3354855.89    | 0.01%             | 2054-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 4.5% 01/01/2055#DD3086                                                             | CUSIP: 3140B3NC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1129070 | PA      | $1067704.58    | 0.00%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.8% 07/15/2028                                                                  | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6443201.41    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   32382000 | PA      | $31792233.11   | 0.05%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#QB6893                                                                    | CUSIP: 3133ADUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189048 | PA      | $147988.23     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.65% 05/16/2028                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4874585.20    | 0.01%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.75% 09/01/2049                                                                   | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8288000 | PA      | $5087836.20    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2046#G08722                                                                  | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1675445 | PA      | $1521617.92    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM7075                                                                    | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15986024 | PA      | $14884214.21   | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 8/39 #717883                                                                           | CUSIP: 3620A3RC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158871 | PA      | $159606.88     | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.905% 12/07/2047                                                             | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     437000 | PA      | $330842.54     | 0.00%             | 2047-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/30#J32924                                                                      | CUSIP: 31307PG94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150627 | PA      | $146431.59     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.75% 06/01/2031                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14741000 | PA      | $13192175.07   | 0.02%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                  | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1950439.98    | 0.00%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 10/30#AS6096                                                                       | CUSIP: 3138WFX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80381 | PA      | $78075.45      | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 01/01/2027#BM4205                                                                    | CUSIP: 3140J8U76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8469 | PA      | $8432.59       | 0.00%             | 2027-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX1029                                                                  | CUSIP: 3138Y2EB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247092 | PA      | $239041.96     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2053#BX5664                                                                    | CUSIP: 3140NAJJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311613 | PA      | $302714.48     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2040#AE7536                                                                  | CUSIP: 31419JLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105691 | PA      | $103934.77     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2048#MA5022                                                                      | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92227 | PA      | $91558.34      | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2047#MA4777                                                                      | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2555211 | PA      | $2251211.01    | 0.00%             | 2047-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2050#SD0506                                                                  | CUSIP: 3132DMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42751292 | PA      | $38815129.54   | 0.06%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/46#MA3522                                                                           | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1525342 | PA      | $1426875.98    | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 3.35% 05/15/2026                                                                   | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5489676.89    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.625% 03/03/2037                                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2787014.93    | 0.00%             | 2037-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2046#AL8960                                                                  | CUSIP: 3138ET5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30594 | PA      | $29722.04      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 10/01/2042#C04272                                                                  | CUSIP: 31292LW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81642 | PA      | $73298.35      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2050#MA6544                                                                    | CUSIP: 36179VHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1763049 | PA      | $1692337.47    | 0.00%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2053#MA9017                                                                    | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     502302 | PA      | $501213.87     | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BM5900                                                                         | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11099990 | PA      | $9942035.82    | 0.02%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2046#BD2575                                                                  | CUSIP: 3140F92H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1085885 | PA      | $914680.90     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#CA8433                                                                    | CUSIP: 3140QGLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30200484 | PA      | $23660064.74   | 0.04%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.95% 05/25/2051                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1359043.58    | 0.00%             | 2051-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2047#V83403                                                                  | CUSIP: 3132L8X85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     408310 | PA      | $370694.39     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2049#ZN6177                                                                    | CUSIP: 3131YC2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3935 | PA      | $3408.64       | 0.00%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 2.05% 03/05/2030                                                               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1602490.12    | 0.00%             | 2030-03-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9314                                                                  | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80920 | PA      | $71996.36      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2039#AC1428                                                                  | CUSIP: 31417KSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134174 | PA      | $138031.42     | 0.00%             | 2039-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% #AL5400 5/44                                                                       | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3724923 | PA      | $3659144.50    | 0.01%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1871                                                                  | CUSIP: 36183XCG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24135 | PA      | $21405.61      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB0059                                                                  | CUSIP: 3140A9B58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1462667 | PA      | $1460123.47    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.0% #AL3365                                                                            | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75023 | PA      | $78622.27      | 0.00%             | 2041-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW5109                                                                  | CUSIP: 3138XUVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10719 | PA      | $10114.60      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/45#AZ4758                                                                       | CUSIP: 3138YWJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22527 | PA      | $21765.06      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2043#AV0662                                                                  | CUSIP: 3138XBWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134636 | PA      | $127301.09     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.35% 11/15/2044                                                       | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3978279.08    | 0.01%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2050#MA6474                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14640417 | PA      | $12797954.45   | 0.02%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2045#MA2960                                                                    | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3012737 | PA      | $2666542.57    | 0.00%             | 2045-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/01/2035#SB8026                                                                  | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     655930 | PA      | $613190.86     | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2046#Q38473                                                                    | CUSIP: 3132QVMX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10343 | PA      | $9687.82       | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2035#836418                                                                  | CUSIP: 31407PG36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19951 | PA      | $20496.27      | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC5971                                                                    | CUSIP: 3140F1T51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83415 | PA      | $73094.52      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/38 #968048                                                                           | CUSIP: 31414J5H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134656 | PA      | $138627.49     | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BA5100                                                                    | CUSIP: 3140E9U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18411 | PA      | $17838.96      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.035%/VAR 05/28/2032                                              | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8034607.04    | 0.01%             | 2032-05-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2032#BE7145                                                                    | CUSIP: 3140FS5F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     396349 | PA      | $383808.04     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2029#AW5318                                                                  | CUSIP: 3138XU4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10029 | PA      | $9902.95       | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/34 #725423                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109703 | PA      | $112327.47     | 0.00%             | 2034-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.95% 03/15/2034                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $11018476.63   | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#CA3051                                                                  | CUSIP: 3140QAL99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10944 | PA      | $10471.26      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2033#CA1270                                                                  | CUSIP: 3140Q8MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7073 | PA      | $6885.84       | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2039#A89384                                                                  | CUSIP: 312936M95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1824378 | PA      | $1751361.81    | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#BJ7012                                                                  | CUSIP: 3140H8YJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11789 | PA      | $10630.32      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5% 01/21/2044                                                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $3931741.86    | 0.01%             | 2044-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2027#AB5710                                                                  | CUSIP: 31417CKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64678 | PA      | $63439.18      | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.4% 07/01/2034                                                       | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5737429.58    | 0.01%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#SD8491                                                                    | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36525238 | PA      | $35373820.02   | 0.06%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#                                                                        | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  106547591 | PA      | $87684608.25   | 0.14%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2050#SD8108                                                                    | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1261144 | PA      | $1085399.41    | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2047#BH5226                                                                    | CUSIP: 3140GTYY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137505 | PA      | $136404.02     | 0.00%             | 2047-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2035#CA7794                                                                    | CUSIP: 3140QFUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195926 | PA      | $178887.53     | 0.00%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 2/26 #AH8996                                                                      | CUSIP: 3138AA7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2267 | PA      | $2253.49       | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AW1786                                                                  | CUSIP: 3138XQ6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116994 | PA      | $113325.08     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2048#ZS4789                                                                  | CUSIP: 3132A5KA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200918 | PA      | $180974.77     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2053#SD8364                                                                  | CUSIP: 3132DWJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10907032 | PA      | $11213184.26   | 0.02%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7626000 | PA      | $7639591.74    | 0.01%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.6% 08/14/2034                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5303241.39    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 09/01/2036#ZA2431                                                                  | CUSIP: 31329KVY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     101543 | PA      | $92503.91      | 0.00%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #MA0562                                                                          | CUSIP: 31417YTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24306 | PA      | $23907.50      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2044#AW0777                                                                  | CUSIP: 3138XP2K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17589 | PA      | $17088.11      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 03/15/2044#783879                                                                  | CUSIP: 3622A2JY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57653 | PA      | $55188.51      | 0.00%             | 2044-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2050#QA7267                                                                  | CUSIP: 3133A2CC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71631 | PA      | $68470.53      | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.961% 03/02/2028                                                      | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   17476000 | PA      | $17286081.49   | 0.03%             | 2028-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 11/15/2029                                                               | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4968167.09    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2046#AS8320                                                                    | CUSIP: 3138WJG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238798 | PA      | $208953.63     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#BK8941                                                                  | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9474 | PA      | $9067.94       | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2404                                                                  | CUSIP: 3140QMU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148773 | PA      | $121411.90     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2046#BC2364                                                                  | CUSIP: 3140EWTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108249 | PA      | $98248.56      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2035#003663                                                                    | CUSIP: 36202EB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2350 | PA      | $2322.56       | 0.00%             | 2035-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/42 #AK6409                                                                           | CUSIP: 3138EBDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49055 | PA      | $46564.54      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.25% 11/15/2049                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8313000 | PA      | $5068611.17    | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4855167.91    | 0.01%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2053#QF7085                                                                  | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46439921 | PA      | $46160348.26   | 0.07%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.50% 1/39 #782559                                                                           | CUSIP: 36241KZY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     201553 | PA      | $210245.85     | 0.00%             | 2039-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2029#AX2397                                                                  | CUSIP: 3138Y3UX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217146 | PA      | $213922.02     | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8453                                                                    | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184285 | PA      | $161253.15     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 3/39 #G05409                                                                           | CUSIP: 3128M7KW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1163171 | PA      | $1198733.44    | 0.00%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BJ0985                                                                  | CUSIP: 3140H2CX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55876 | PA      | $50434.83      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4.125%/VAR 04/01/2052                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3067960.68    | 0.00%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#BD1980                                                                  | CUSIP: 3140F9FW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37298 | PA      | $35920.87      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.6% 04/20/2030                                                             | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1766609.24    | 0.00%             | 2030-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.1% 05/23/2035                                                             | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3624211.49    | 0.01%             | 2035-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2041#AI8714                                                                  | CUSIP: 3138ANVG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79400 | PA      | $77978.93      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.557% 08/15/2027                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   16817000 | PA      | $16448550.29   | 0.03%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2050#FM2988                                                                  | CUSIP: 3140X6KA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22727 | PA      | $21731.02      | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 5/42 #766753                                                                           | CUSIP: 36176HTJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239411 | PA      | $222156.05     | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2051#BO9398                                                                    | CUSIP: 3140K5NQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     303386 | PA      | $280413.81     | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                  | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339228 | PA      | $324908.72     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BD3911                                                                    | CUSIP: 3140FBKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33539 | PA      | $31332.03      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 5.2% 09/15/2034                                                          | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6119750.11    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT7623                                                                  | CUSIP: 3138WVPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12716 | PA      | $11387.73      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 05/01/2029#MA3656                                                                  | CUSIP: 31418DB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26643 | PA      | $26122.52      | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/38 #984277                                                                           | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17832 | PA      | $18348.56      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 3.9% 03/15/2027                                                  | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4418914.84    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/33 #190342                                                                          | CUSIP: 31368HLX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536615 | PA      | $556041.76     | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2034#ZT1871                                                                    | CUSIP: 3132AECG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     301044 | PA      | $288003.86     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.75% 05/09/2032                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4903655.00    | 0.01%             | 2032-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2041#AH3684                                                                  | CUSIP: 3138A5CW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30791 | PA      | $30224.55      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2052#CB4020                                                                    | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18069638 | PA      | $16599759.75   | 0.03%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2054#SD8397                                                                  | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3022084 | PA      | $3104078.69    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                    | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   14016000 | PA      | $8555359.39    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244540000 | PA      | $243565659.71  | 0.39%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                       | AMGEN INC 3.35% 02/22/2032                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $5155149.56    | 0.01%             | 2032-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2050#FM5750                                                                    | CUSIP: 3140X9L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194975 | PA      | $180805.19     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZA6266                                                                  | CUSIP: 31329P6B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113625 | PA      | $108719.31     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2028#AL8046                                                                  | CUSIP: 3138EQ5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20072 | PA      | $19914.02      | 0.00%             | 2028-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.2% 02/10/2035                                                                   | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $5691247.33    | 0.01%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2029#AW8038                                                                  | CUSIP: 3138XX4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77137 | PA      | $74624.61      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $5222481.40    | 0.01%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2027#AO8493                                                                  | CUSIP: 3138M0NK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26575 | PA      | $26080.71      | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.0% 07/01/2025#AD9083                                                                  | CUSIP: 31418XCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $16.95         | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/39 #AE0493                                                                          | CUSIP: 31419ARP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1833.70       | 0.00%             | 2039-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.875% 08/22/2037                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8728000 | PA      | $7776774.03    | 0.01%             | 2037-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10778000 | PA      | $10445977.67   | 0.02%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $12281736.35   | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 3.6% 11/13/2025                                                                       | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9622126.32    | 0.02%             | 2025-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2043#AU3753                                                                  | CUSIP: 3138X3E32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11969 | PA      | $11331.96      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 4.375% 08/04/2025                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5147000 | PA      | $5140317.96    | 0.01%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#BA4729                                                                    | CUSIP: 3140E9HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10030 | PA      | $9745.48       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                            | ALLINA HEALTH SYSTEM 3.887% 04/15/2049                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    5269000 | PA      | $3900706.04    | 0.01%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.125% 12/01/2046                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    7944000 | PA      | $6087185.73    | 0.01%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AX5765                                                                  | CUSIP: 3138Y7MP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226569 | PA      | $213627.05     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                       | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $11691504.05   | 0.02%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2033#ZS8715                                                                    | CUSIP: 3132A9VG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     579181 | PA      | $557548.56     | 0.00%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2045#G08623                                                                  | CUSIP: 3128MJVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6281 | PA      | $5756.19       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 3% 01/15/2030                                                                   | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    9937000 | PA      | $9194418.23    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $11160963.76   | 0.02%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2045#AY6522                                                                  | CUSIP: 3138YLG88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77670 | PA      | $71200.22      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#MA4206                                                                    | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46317668 | PA      | $42144987.88   | 0.07%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ9169                                                                    | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80717 | PA      | $75154.09      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 6/40 #AE0693                                                                           | CUSIP: 31419AXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2449 | PA      | $2568.00       | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 1/41 #A96312                                                                           | CUSIP: 312945AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13114 | PA      | $12513.26      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AX0554                                                                  | CUSIP: 3138Y1TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112168 | PA      | $109517.76     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 06/01/2052#SD8219                                                                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271113 | PA      | $221590.98     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 2.375% 11/07/2029                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26293000 | PA      | $24249906.12   | 0.04%             | 2029-11-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT7881                                                                  | CUSIP: 3138WVXK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31859 | PA      | $31055.37      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.4% 07/27/2032                                                                   | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7854623.38    | 0.01%             | 2032-07-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 9/38 #G04729                                                                           | CUSIP: 3128M6SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125477 | PA      | $129134.29     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2039#                                                                        | CUSIP: 3129343F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     140225 | PA      | $144443.65     | 0.00%             | 2039-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 12/38 #AE0682                                                                          | CUSIP: 31419AXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16136 | PA      | $16937.87      | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#FM1147                                                                    | CUSIP: 3140X4HZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1876313 | PA      | $1851904.99    | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BM2007                                                                    | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22410649 | PA      | $20866032.84   | 0.03%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AS6455                                                                  | CUSIP: 3138WGE59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88949 | PA      | $85510.40      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2030#AY7282                                                                  | CUSIP: 3138YMCU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2662 | PA      | $2575.15       | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 4/42 #AK6572                                                                           | CUSIP: 3138EBJS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     531216 | PA      | $491945.52     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 10/41 #Q03643                                                                          | CUSIP: 3132GJWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1124673 | PA      | $1104905.51    | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 2/1/43 #AR3341                                                                     | CUSIP: 3138W0WB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     480811 | PA      | $443989.73     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.4% 05/15/2038                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10883544.00   | 0.02%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#AU7166                                                                  | CUSIP: 3138X66C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3856 | PA      | $3543.96       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2053#SD8342                                                                  | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13044188 | PA      | $12946094.51   | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 3/42 #778961                                                                           | CUSIP: 36176XFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105805 | PA      | $98506.44      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                       | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $4950232.28    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FREDDIE MAC POOL 30YR 3% 03/50#QA8169                                                             | CUSIP: 3133A3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23545422 | PA      | $20389370.52   | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                  | BANK 2021-BN35 2.285% 06/15/2064                                                                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16432831 | PA      | $14056571.33   | 0.02%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.3% 05/15/2026                                                                   | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9561417.84    | 0.02%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2037#AB8016                                                                    | CUSIP: 31417E4A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49853 | PA      | $50138.40      | 0.00%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 4/38 #G04222                                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7677 | PA      | $7907.89       | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2031#BD6162                                                                    | CUSIP: 3140FDZ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177971 | PA      | $172241.80     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/40 #AD1034                                                                           | CUSIP: 31418NEG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27085 | PA      | $26638.95      | 0.00%             | 2040-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/40 #747264                                                                           | CUSIP: 3620C3FD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49483 | PA      | $48602.18      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2030#AS5094                                                                  | CUSIP: 3138WEUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11019 | PA      | $10635.93      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2047#BE7286                                                                    | CUSIP: 3140FTCY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302713 | PA      | $265258.72     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.3% 05/06/2044                                                                     | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1454506.61    | 0.00%             | 2044-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2048#BJ7359                                                                  | CUSIP: 3140H9E90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11588 | PA      | $10426.63      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/37 #888702                                                                           | CUSIP: 31410GKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5760 | PA      | $6095.57       | 0.00%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                     | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    8317000 | PA      | $6929086.74    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.45% 03/15/2029                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6618000 | PA      | $6435184.04    | 0.01%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 04/30/2027                                                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243000000 | PA      | $237788789.67  | 0.38%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 06/01/2029#MA3710                                                                    | CUSIP: 31418DDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143306 | PA      | $140147.50     | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#AS8799                                                                    | CUSIP: 3138WJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1360119 | PA      | $1190133.07    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2047#Q48917                                                                  | CUSIP: 3132WN4B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37238 | PA      | $35804.81      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 04/01/2041#AL0240                                                                  | CUSIP: 3138EGHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16853 | PA      | $16100.72      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 2.45% 01/15/2027                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3657066.67    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#MA4119                                                                    | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882258 | PA      | $692292.85     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM3102                                                                    | CUSIP: 3140X6NU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13952353 | PA      | $12955830.34   | 0.02%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV6373                                                                  | CUSIP: 3138XJCK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        948 | PA      | $926.97        | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/28/2030                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140000000 | PA      | $140300781.60  | 0.22%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                        | GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053                                                       | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36094229 | PA      | $33246520.66   | 0.05%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.05% 02/26/2034                                                                | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7355830.40    | 0.01%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.615%/VAR 04/24/2036                                                  | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4140000 | PA      | $4205064.90    | 0.01%             | 2036-04-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                      | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1708685.54    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 7/27 #AL2272                                                                      | CUSIP: 3138EJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98978 | PA      | $97550.82      | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#BE3977                                                                  | CUSIP: 3140FPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     392821 | PA      | $375576.27     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 03/01/2054#MA5297                                                                  | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8672773 | PA      | $8908080.67    | 0.01%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2034#SB8010                                                                  | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     544227 | PA      | $510127.15     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2042#Q10219                                                                  | CUSIP: 3132HLG49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88889 | PA      | $80022.78      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2055#SD8516                                                                    | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7773548 | PA      | $7854427.91    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.75% 02/25/2026                                                    | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4622000 | PA      | $4598236.50    | 0.01%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.35% 01/08/2031                                                         | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1706011.90    | 0.00%             | 2031-01-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/35 #835451                                                                           | CUSIP: 31407NEY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1353 | PA      | $1360.47       | 0.00%             | 2035-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU6917                                                                  | CUSIP: 3138X6VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2011820 | PA      | $1849373.33    | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2027#AO0481                                                                  | CUSIP: 3138LQRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54640 | PA      | $53501.16      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5743858.19    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2037#BW9828                                                                  | CUSIP: 3140N24N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229879 | PA      | $220433.88     | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/40 #737802                                                                          | CUSIP: 3620ARU33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48879 | PA      | $46910.73      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#MA5615                                                                    | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     973068 | PA      | $983040.50     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2050#QA7571                                                                    | CUSIP: 3133A2MU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49288 | PA      | $42434.86      | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2050#FM3619                                                                  | CUSIP: 3140X7AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6201560 | PA      | $5933786.00    | 0.01%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.5% 03/15/2049                                                                     | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    5993000 | PA      | $4936026.82    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2042#AO4064                                                                  | CUSIP: 3138LUQS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92028 | PA      | $85182.41      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 01/01/2028#MA3249                                                                  | CUSIP: 31418CTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12775 | PA      | $12502.98      | 0.00%             | 2028-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2046#G08729                                                                  | CUSIP: 3128MJY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119785 | PA      | $115511.19     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 03/01/2037#A58602                                                                  | CUSIP: 3128KMRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5648 | PA      | $5685.51       | 0.00%             | 2037-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK7355                                                                  | CUSIP: 3140HME59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21065 | PA      | $20168.48      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 2/35 #AD0495                                                                           | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        634 | PA      | $648.91        | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2042#Q06307                                                                  | CUSIP: 3132GRKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2907602 | PA      | $2699381.04    | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 5% 07/09/2027                                                                 | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2022116.92    | 0.00%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2809                                                                  | CUSIP: 3140QNDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     763568 | PA      | $626240.18     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF5680                                                                  | CUSIP: 3133BTJZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4523552 | PA      | $4487838.55    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/34 #725773                                                                           | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27731 | PA      | $28427.42      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2043#Q21674                                                                  | CUSIP: 3132JN2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45248 | PA      | $41778.92      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.45% 08/07/2026                                                         | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5055363.00    | 0.01%             | 2026-08-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2037#FS1708                                                                    | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30830 | PA      | $27850.69      | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FEDERAL HOM 15YR 2.5% 12/01/2031#J35833                                                           | CUSIP: 31307SPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25246 | PA      | $24208.28      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.25% 01/15/2028                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6673000 | PA      | $6493443.92    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2050#FM7475                                                                  | CUSIP: 3140XBJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12976 | PA      | $12415.93      | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.187% 11/15/2036 144A                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $813365.29     | 0.00%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 08/01/2026#MA2726                                                                    | CUSIP: 31418CA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37726 | PA      | $37327.15      | 0.00%             | 2026-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.75% 05/15/2038                                                        | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    8334000 | PA      | $7341390.01    | 0.01%             | 2038-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/36 #745516                                                                           | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59744 | PA      | $61422.26      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AK3531                                                                  | CUSIP: 36183L4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86452 | PA      | $76795.91      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/40 #AC6761                                                                           | CUSIP: 31417TQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26295 | PA      | $27012.59      | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 11/40 #AE0443                                                                          | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196846 | PA      | $208507.75     | 0.00%             | 2039-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.875% 10/01/2029                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3692050.92    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BO8668                                                                    | CUSIP: 3140K4T26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10410 | PA      | $8962.99       | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 03/20/2055#MB0261                                                                    | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37019368 | PA      | $37934156.97   | 0.06%             | 2055-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/45#AZ9583                                                                         | CUSIP: 3140E2UH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56260 | PA      | $52628.44      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 7/41 #Q01947                                                                           | CUSIP: 3132GFEU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     515203 | PA      | $506155.40     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2049#CA3691                                                                    | CUSIP: 3140QBC55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399474 | PA      | $393528.11     | 0.00%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 6.375%/VAR 03/15/2055                                                            | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2845684.80    | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2031#FM7814                                                                    | CUSIP: 3140XBVG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135918 | PA      | $130079.84     | 0.00%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 6.625% 08/01/2037                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1364032.40    | 0.00%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 6.50% 9/37 #A78968                                                                           | CUSIP: 3128LC6D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6516 | PA      | $6854.97       | 0.00%             | 2037-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/40 #AE3832                                                                          | CUSIP: 31419EHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71822 | PA      | $70640.17      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AA6769                                                                           | CUSIP: 31416QQX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50655 | PA      | $49882.22      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58460                                                                    | CUSIP: 3132Y2MJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5292 | PA      | $4928.33       | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   13153000 | PA      | $12899723.07   | 0.02%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BC2387                                                                    | CUSIP: 3140EWUM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85275 | PA      | $82715.45      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2.85% 04/01/2030                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    8603000 | PA      | $8093041.43    | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2047                                                         | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10813300 | PA      | $7947353.13    | 0.01%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/35 #735851                                                                           | CUSIP: 31402RQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119156 | PA      | $124800.79     | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #719232                                                                           | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62201 | PA      | $61111.34      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 04/01/2039#A85581                                                                  | CUSIP: 312932FW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1331 | PA      | $1339.72       | 0.00%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 09/01/2043#AS0575                                                                  | CUSIP: 3138W9T91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840718 | PA      | $842744.51     | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2030#G18556                                                                  | CUSIP: 3128MMTN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348240 | PA      | $336513.31     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#BO7435                                                                    | CUSIP: 3140K3HM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1198594 | PA      | $1033812.70    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 9/25 #AE4402                                                                      | CUSIP: 31419E3L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         95 | PA      | $94.43         | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/38 #985451                                                                           | CUSIP: 31415PWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        642 | PA      | $682.43        | 0.00%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.75% 08/15/2034                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2966668.17    | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2078346.70    | 0.00%             | 2039-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2035#SB8040                                                                  | CUSIP: 3132D54Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     563770 | PA      | $525802.97     | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2038#                                                                          | CUSIP: 3129296L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10995 | PA      | $11067.83      | 0.00%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2033#G18696                                                                  | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12986 | PA      | $12640.73      | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2051#QD2354                                                                  | CUSIP: 3133AYTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77887 | PA      | $69133.79      | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2051#                                                                        | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2041964 | PA      | $1823328.53    | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.75%/VAR 03/18/2028                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1967618.70    | 0.00%             | 2028-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2030#BA3578                                                                    | CUSIP: 3140E76Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8558 | PA      | $8312.70       | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.7% 04/15/2040                                                                          | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    9473000 | PA      | $7034346.66    | 0.01%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2049#FM6263                                                                    | CUSIP: 3140X95Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464243 | PA      | $458203.97     | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2038#FS6194                                                                    | CUSIP: 3140XM3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9308046 | PA      | $9046716.60    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 3.4% 03/01/2050                                                                  | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $1892435.57    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.758% 09/06/2049                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $7760132.64    | 0.01%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2048#BK0984                                                                    | CUSIP: 3140HECW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1844 | PA      | $1827.82       | 0.00%             | 2048-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2029#AS2766                                                                  | CUSIP: 3138WCCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38768 | PA      | $37852.68      | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 6.1% 06/01/2040                                                         | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5321000 | PA      | $5364540.20    | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2050#QB0758                                                                    | CUSIP: 3133A6ZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67323 | PA      | $57415.52      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2042#AQ5407                                                                    | CUSIP: 3138MMAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1081379 | PA      | $966908.73     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#BE7965                                                                    | CUSIP: 3140FTZ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37655 | PA      | $35154.03      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE BV                                                    | LYB INTL FIN BV 4.875% 03/15/2044                                                                 | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    4647000 | PA      | $3846389.00    | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050                                                         | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4727000 | PA      | $3618541.52    | 0.01%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 2.25% 05/15/2050                                                                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   17138000 | PA      | $9484495.51    | 0.02%             | 2050-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2052#SD1164                                                                  | CUSIP: 3132DNJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1408192 | PA      | $1250814.16    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2053#                                                                          | CUSIP: 3133C93R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2603818 | PA      | $2637012.73    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9337                                                                  | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     267786 | PA      | $238447.67     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 5/27 #AB5231                                                                      | CUSIP: 31417BY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15591 | PA      | $15309.82      | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  308630000 | PA      | $305591923.44  | 0.49%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AX8614                                                                  | CUSIP: 3138YASC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4396 | PA      | $4146.70       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.95% 01/15/2033                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8005047.44    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2045#AS5069                                                                    | CUSIP: 3138WET33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1450748 | PA      | $1359824.77    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.45% 08/15/2052                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9923964.00    | 0.02%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/51#SD8187                                                                         | CUSIP: 3132DWCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409578 | PA      | $378309.03     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2050#MA7052                                                                    | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25194839 | PA      | $21140626.51   | 0.03%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2034#QN1206                                                                    | CUSIP: 3133G7KT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245928 | PA      | $234046.16     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.95% 05/14/2055                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4279324.05    | 0.01%             | 2055-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/36 #904073                                                                          | CUSIP: 31411CMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113588 | PA      | $118902.30     | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BA1651                                                                  | CUSIP: 3140E5ZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165242 | PA      | $158621.22     | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2048#ZS4774                                                                  | CUSIP: 3132A5JT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29401 | PA      | $28149.78      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC0822                                                                  | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110815 | PA      | $100508.38     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/46#AS6528                                                                         | CUSIP: 3138WGHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41654 | PA      | $38964.92      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.5% 03/12/2034                                                                   | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3500000 | PA      | $3451378.00    | 0.01%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2051#MA7767                                                                    | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15552165 | PA      | $13039878.00   | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2048#ZM6887                                                                    | CUSIP: 3131Y1UL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     650796 | PA      | $566409.98     | 0.00%             | 2048-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2030                                                                         | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125900000 | PA      | $123455769.85  | 0.20%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2052#QE5952                                                                  | CUSIP: 3133BFTH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     673133 | PA      | $598114.88     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #931504                                                                           | CUSIP: 31412P3M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1916971 | PA      | $1887208.50    | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2044#FM1130                                                                    | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14434048 | PA      | $12921356.69   | 0.02%             | 2044-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 2.95% 04/15/2031                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1788325.34    | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.5% 08/03/2035                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4018494.12    | 0.01%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 5/41 #AI1022                                                                           | CUSIP: 3138AED42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382496 | PA      | $363228.60     | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2050#CA7600                                                                  | CUSIP: 3140QFNS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169043 | PA      | $138799.34     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 4/27 #AB4998                                                                      | CUSIP: 31417BRU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48936 | PA      | $48230.63      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.2% 05/11/2027                                                                         | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13008000 | PA      | $12791824.21   | 0.02%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS PASS THRU TR 2021-1A                                             | AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01/11/2036                                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5708289 | PA      | $4966997.84    | 0.01%             | 2036-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/32#BJ2208                                                                         | CUSIP: 3140H3N28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12576 | PA      | $12134.84      | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/48#CA2588                                                                       | CUSIP: 3140Q92W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     700213 | PA      | $669979.31     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                         | VALE SA 5.625% 09/11/2042                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    5243000 | PA      | $4968581.38    | 0.01%             | 2042-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#CA4406                                                                    | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13849784 | PA      | $12045281.62   | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 02/01/2040#                                                                          | CUSIP: 31418DLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4484837 | PA      | $4075692.49    | 0.01%             | 2040-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2036#QN8712                                                                    | CUSIP: 3133GFVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1518600 | PA      | $1379418.68    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.3% 04/01/2026                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $7084609.10    | 0.01%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZM7681                                                                  | CUSIP: 3131Y2RA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14470 | PA      | $13849.72      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.3% 03/26/2027                                                                    | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5744000 | PA      | $5670660.44    | 0.01%             | 2027-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/01/2026#AI8870                                                                    | CUSIP: 3138AN2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81540 | PA      | $81026.42      | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.45% 03/01/2034                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6015996.45    | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2049#QA0241                                                                    | CUSIP: 31334WHS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48913 | PA      | $42371.54      | 0.00%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#QE1237                                                                  | CUSIP: 3133BALS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1866276 | PA      | $1656537.11    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2050#MA6932                                                                      | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60200 | PA      | $52605.18      | 0.00%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2044#Q24221                                                                  | CUSIP: 3132M4LA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1180864 | PA      | $1156358.07    | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 05/01/2039#ZA6859                                                                  | CUSIP: 31329QTQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197776 | PA      | $184943.30     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.05% 05/18/2063                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6180714.26    | 0.01%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8638933.78    | 0.01%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE2814                                                                    | CUSIP: 3140FNDU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28806 | PA      | $25205.53      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 1.5% 09/01/2030                                                                       | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4161027.99    | 0.01%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.8% 08/01/2028                                                             | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9444000 | PA      | $9283173.50    | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/37 #899503                                                                           | CUSIP: 31410WKQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62574 | PA      | $64390.56      | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#AS6847                                                                    | CUSIP: 3138WGTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543457 | PA      | $508378.17     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.875% 09/30/2026                                                                       | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155613600 | PA      | $149285719.23  | 0.24%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2054#MA5271                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182547 | PA      | $181116.83     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2048#G08846                                                                  | CUSIP: 3128MJ5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     497941 | PA      | $448644.26     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#RA8728                                                                    | CUSIP: 3133KQVV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39095200 | PA      | $38162087.13   | 0.06%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#                                                                          | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3635413 | PA      | $3129941.92    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.0% 05/01/2030#MA2285                                                                  | CUSIP: 31418BRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68916 | PA      | $66041.23      | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/33#MA3437                                                                         | CUSIP: 31418CZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313829 | PA      | $302003.26     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.8% 03/15/2030                                           | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3382678.51    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                                           | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7670759.27    | 0.01%             | 2029-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/47#MA4587                                                                           | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6898001 | PA      | $6429001.38    | 0.01%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZM7852                                                                    | CUSIP: 3131Y2WM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18753 | PA      | $17460.90      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AQ6901                                                                  | CUSIP: 3138MNU32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11228 | PA      | $10981.30      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BD3159                                                                  | CUSIP: 3140FAQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41653 | PA      | $39895.16      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC T5Y+NA 12/15/2052                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5380283.55    | 0.01%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   26042000 | PA      | $25340521.49   | 0.04%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                  | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   81559662 | PA      | $66840132.66   | 0.11%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 11/30/2026                                                                        | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60243000 | PA      | $57854459.03   | 0.09%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/31#J35336                                                                       | CUSIP: 31307R4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5368 | PA      | $5147.24       | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #888795                                                                          | CUSIP: 31410GNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     772278 | PA      | $793752.58     | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   18269000 | PA      | $11566103.90   | 0.02%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2034#G16829                                                                    | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33751 | PA      | $32326.03      | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AB9663                                                                  | CUSIP: 31417GWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1459483 | PA      | $1302886.14    | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2050#MA3906                                                                  | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97372 | PA      | $87342.27      | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#                                                                          | CUSIP: 3140N5FS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5473591 | PA      | $5316436.85    | 0.01%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #AE4636                                                                          | CUSIP: 31419FEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300290 | PA      | $286411.03     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#MA4208                                                                    | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75383952 | PA      | $59058298.02   | 0.09%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2045#G08641                                                                  | CUSIP: 3128MJWB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2616825 | PA      | $2379837.79    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2043#MA1374                                                                    | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96927 | PA      | $87407.72      | 0.00%             | 2043-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BE1103                                                                  | CUSIP: 3140FLGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397025 | PA      | $379761.06     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2048#Q54473                                                                  | CUSIP: 3132XW6K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9708 | PA      | $9312.67       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2040#AD6378                                                                  | CUSIP: 31418UCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330454 | PA      | $339441.26     | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/41 #AB2817                                                                           | CUSIP: 31416YDX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147340 | PA      | $148078.62     | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/41#AL1052                                                                      | CUSIP: 3138EHE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62942 | PA      | $63254.94      | 0.00%             | 2041-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2050#MA6602                                                                    | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1226930 | PA      | $1176570.73    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#Q59271                                                                    | CUSIP: 3132Y3JR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     496117 | PA      | $462060.87     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.887%/VAR 01/10/2028                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3528150.95    | 0.01%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#QN6119                                                                    | CUSIP: 3133GCYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65283 | PA      | $58953.24      | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2028#ZK6273                                                                    | CUSIP: 3131X96J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1855 | PA      | $1815.78       | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035 144A                                            | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1850652.21    | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#MA3333                                                                    | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2930736 | PA      | $2731487.53    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2052#FS5635                                                                    | CUSIP: 3140XMHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260519 | PA      | $239245.22     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 4/36 #868293                                                                           | CUSIP: 31409DUS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143382 | PA      | $149863.29     | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2041#G61013                                                                  | CUSIP: 31335BDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     618674 | PA      | $634822.23     | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2045#AX3742                                                                  | CUSIP: 3138Y5EQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143128 | PA      | $134620.01     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2046#BD7622                                                                  | CUSIP: 3140FFPG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13647 | PA      | $12373.17      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#AS6736                                                                  | CUSIP: 3138WGPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117822 | PA      | $113104.02     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#FS0098                                                                    | CUSIP: 3140XFDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3710747 | PA      | $3741349.26    | 0.01%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AX0005                                                                  | CUSIP: 3138Y1AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1747 | PA      | $1708.24       | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BV2189                                                                  | CUSIP: 3140MFNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1457885 | PA      | $1192038.53    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH5293                                                                      | CUSIP: 3138A63B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        243 | PA      | $241.94        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18985000 | PA      | $18774472.49   | 0.03%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2045#AX7723                                                                  | CUSIP: 3138Y9SM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2570 | PA      | $2487.75       | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6913                                                                    | CUSIP: 3131XAVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27338 | PA      | $26890.85      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.96%/VAR 01/29/2027                                                        | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9625497.24    | 0.02%             | 2027-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 3.6% 11/15/2050                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    7056000 | PA      | $4610075.70    | 0.01%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 4.15% 05/01/2047                                                               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    5204000 | PA      | $4146857.88    | 0.01%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025                                                    | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11310000 | PA      | $11275574.28   | 0.02%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM3155                                                                    | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402830 | PA      | $397589.82     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                  | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4664235 | PA      | $4131167.15    | 0.01%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                               | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   23302000 | PA      | $23979203.19   | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2043#AU8074                                                                  | CUSIP: 3138X76L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     758445 | PA      | $717589.02     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/30#AX6359                                                                    | CUSIP: 3138Y8B58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29926 | PA      | $28938.43      | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2049#QA5179                                                                  | CUSIP: 31346YXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2010700 | PA      | $1662898.31    | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2046#MA4004                                                                    | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1354670 | PA      | $1226383.01    | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2048#MA5596                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2012570 | PA      | $1934367.22    | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.459% 09/15/2026                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10027000 | PA      | $9901903.55    | 0.02%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2033#357342                                                                  | CUSIP: 31376J5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15088 | PA      | $15421.91      | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2026#AJ9282                                                                  | CUSIP: 3138E2J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        622 | PA      | $616.14        | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.1% 04/27/2026                                                                    | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $7055163.37    | 0.01%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3.05% 03/22/2027                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   11570000 | PA      | $11310614.48   | 0.02%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.6% 04/01/2034                                                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10055627.10   | 0.02%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#SB8131                                                                  | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36672248 | PA      | $32207233.39   | 0.05%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 11/40 #A94713                                                                          | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     317723 | PA      | $303496.85     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/41 #AJ1224                                                                          | CUSIP: 3138ASLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7698 | PA      | $7574.65       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/33 #555424                                                                           | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135832 | PA      | $138910.08     | 0.00%             | 2033-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#CB8159                                                                    | CUSIP: 3140QUB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18825396 | PA      | $19218343.73   | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2050#BP7103                                                                  | CUSIP: 3140KE3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21993 | PA      | $21016.26      | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 03/15/2033                                                                  | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9372615.34    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 06/15/2043#AC2452                                                                  | CUSIP: 36179BWM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     371494 | PA      | $343133.05     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.95% 09/11/2049                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21247000 | PA      | $13897278.98   | 0.02%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 05/01/2028#                                                                        | CUSIP: 3128P7JV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4578 | PA      | $4625.35       | 0.00%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 11/01/2027#AL2657                                                                  | CUSIP: 3138EJ5T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356540 | PA      | $350702.11     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AL2996                                                                         | CUSIP: 36183YKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89784 | PA      | $79230.14      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#FM3339                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     907140 | PA      | $747959.17     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.4% 05/21/2034                                                                  | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4844328.58    | 0.01%             | 2034-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2045#MA3308                                                                    | CUSIP: 36179RU98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40873 | PA      | $35235.81      | 0.00%             | 2045-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 2.85% 05/13/2026                                                             | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3774000 | PA      | $3722990.13    | 0.01%             | 2026-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#BN5444                                                                  | CUSIP: 3140JNBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28368 | PA      | $27160.53      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2050#SD8053                                                                  | CUSIP: 3132DV5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     633841 | PA      | $605878.11     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2051#QC2074                                                                    | CUSIP: 3133ALJT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240217 | PA      | $221952.64     | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.875% 05/15/2048                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3908000 | PA      | $3331122.81    | 0.01%             | 2048-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.4% 03/15/2055                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5157153.84    | 0.01%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2054#MA9487                                                                      | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     737623 | PA      | $717754.66     | 0.00%             | 2054-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.50% 11/42 #MA0534                                                                       | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6922712 | PA      | $6391448.43    | 0.01%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 08/20/2052#MA8201                                                                    | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4061909 | PA      | $3868849.36    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING CO                                                      | GE CAPITAL INTL FUNDING CO 3.373% 11/15/2025                                                      | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   22877000 | PA      | $22722151.99   | 0.04%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2030#J30700                                                                    | CUSIP: 31307LX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111500 | PA      | $108792.98     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5% 06/04/2042                                                                | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $8642805.02    | 0.01%             | 2042-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2050#FM9177                                                                  | CUSIP: 3140XDFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49801 | PA      | $47666.21      | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2030#AZ5427                                                                  | CUSIP: 3138YXA54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10169 | PA      | $9815.37       | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2034#                                                                        | CUSIP: 3132D53L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1054017 | PA      | $1019931.06    | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.3% 11/01/2038                                                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3936000 | PA      | $3688406.39    | 0.01%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.8% 05/13/2060                                                                    | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5423000 | PA      | $3853353.11    | 0.01%             | 2060-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 2.26%/VAR 07/09/2032                                                        | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    9086000 | PA      | $7774260.81    | 0.01%             | 2032-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.25% 01/15/2031                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5771000 | PA      | $4968258.86    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.424%/VAR 02/12/2036                                                              | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4239937.91    | 0.01%             | 2036-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 7/38 #889691                                                                           | CUSIP: 31410KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10184 | PA      | $10680.17      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2052#MA4563                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10763374 | PA      | $8800666.58    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#FM2326                                                                    | CUSIP: 3140X5SQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     562534 | PA      | $485197.25     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2037#SB0908                                                                  | CUSIP: 3132CXAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1670211 | PA      | $1466855.06    | 0.00%             | 2037-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.75% 03/15/2031                                                                      | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   20653000 | PA      | $23430269.84   | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.95% 07/15/2026                                                                     | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $6244018.59    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BV3495                                                                  | CUSIP: 3140MG3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1630935 | PA      | $1333533.28    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2049#SD0067                                                                  | CUSIP: 3132DMCC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3095640 | PA      | $3140077.98    | 0.01%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54557                                                                  | CUSIP: 3132XXB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     646963 | PA      | $584733.13     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2033#G18700                                                                  | CUSIP: 3128MMX65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31520 | PA      | $30036.35      | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#FM5278                                                                    | CUSIP: 3140X82L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     520662 | PA      | $472617.73     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2047#MA3058                                                                    | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3570339 | PA      | $3330954.17    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#G18710                                                                  | CUSIP: 3128MMYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1690910 | PA      | $1643344.97    | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2033#CA2553                                                                  | CUSIP: 3140Q9ZT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83700 | PA      | $81254.94      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  522820000 | PA      | $521268270.24  | 0.83%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#QI4902                                                                  | CUSIP: 3133WBNT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83030 | PA      | $82319.98      | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2027#ZS8457                                                                  | CUSIP: 3132A9ME4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27578 | PA      | $27112.91      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#QI4851                                                                  | CUSIP: 3133WBL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1459433 | PA      | $1460316.12    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2025#AB1939                                                                  | CUSIP: 31416XEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13981 | PA      | $13905.86      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.95% 10/01/2044                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1654715.06    | 0.00%             | 2044-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 09/01/2053#QH1267                                                                    | CUSIP: 3133CDMQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8471894 | PA      | $8579896.45    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 2.95% 03/15/2031                                                                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1796351.32    | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2046#BC4391                                                                    | CUSIP: 3140EY2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203041 | PA      | $177918.73     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2030#J31442                                                                  | CUSIP: 31307MS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     310482 | PA      | $305856.98     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2031#J34866                                                                  | CUSIP: 31307RMP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58451 | PA      | $56147.12      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 1.9% 09/15/2031                                                             | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1721569.92    | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4% 04/01/2039#MA3635                                                                    | CUSIP: 31418DBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16037 | PA      | $15297.24      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2047#MA3038                                                                  | CUSIP: 31418CLU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3811 | PA      | $3659.47       | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#AS5730                                                                  | CUSIP: 3138WFLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71333 | PA      | $69371.03      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2047#BE5910                                                                  | CUSIP: 3140FRR80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3239 | PA      | $3110.16       | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/35 #889519                                                                          | CUSIP: 31410KG40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263130 | PA      | $270333.90     | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   13822000 | PA      | $13590055.51   | 0.02%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#BM5108                                                                    | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     712125 | PA      | $687385.15     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#BP2770                                                                  | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1693130 | PA      | $1396027.14    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5606000 | PA      | $3963745.96    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2032#BE9089                                                                    | CUSIP: 3140FVC38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125022 | PA      | $120780.51     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.05% 04/15/2030                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16761000 | PA      | $15118009.18   | 0.02%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2053#DA2949                                                                    | CUSIP: 3140A3H30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1829900 | PA      | $1851512.42    | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/50#SD8100                                                                         | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1044912 | PA      | $899299.79     | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2048#MA5530                                                                      | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39938 | PA      | $39373.69      | 0.00%             | 2048-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2044#G60038                                                                  | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7765695 | PA      | $7184185.19    | 0.01%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2044#MA1599                                                                    | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     419695 | PA      | $378789.64     | 0.00%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.7% 02/19/2046                                                                   | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3374891.47    | 0.01%             | 2046-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#MA3617                                                                    | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     987802 | PA      | $974952.56     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2042#AQ5175                                                                  | CUSIP: 3138MLXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232264 | PA      | $208312.71     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2055#SD8492                                                                    | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6042857 | PA      | $5852362.93    | 0.01%             | 2055-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2053#SD8317                                                                    | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1046155 | PA      | $1059491.97    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 03/01/2038#MA3308                                                                    | CUSIP: 31418CVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419779 | PA      | $389485.59     | 0.00%             | 2038-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BD8149                                                                  | CUSIP: 3140FGBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166817 | PA      | $159419.50     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.8% 05/01/2050                                                              | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2513000 | PA      | $1797284.11    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#CA1710                                                                  | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104386 | PA      | $99943.85      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#BJ0760                                                                    | CUSIP: 3140H1Z29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     818986 | PA      | $764074.84     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 7/40 #A92914                                                                           | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92580 | PA      | $93190.74      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AM8979                                                                    | CUSIP: 36185B6Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83953 | PA      | $74084.72      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2875626.10    | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/39 #AC5490                                                                          | CUSIP: 31417SC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159973 | PA      | $164647.73     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10170000 | PA      | $10677011.42   | 0.02%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AV3034                                                                  | CUSIP: 3138XELQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13052 | PA      | $12616.38      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.50% 8/27 #256913                                                                      | CUSIP: 31371NK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4002 | PA      | $3980.26       | 0.00%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | ILLINOIS ST TXBL                                                                                  | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20465882 | PA      | $20349842.86   | 0.03%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2033#MA3489                                                                  | CUSIP: 31418C2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41577 | PA      | $40362.17      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 3.4% 02/15/2031                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1827368.42    | 0.00%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042                                                  | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3051144.49    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                              | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $5443834.01    | 0.01%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/48#G08814                                                                         | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3262046 | PA      | $3041180.52    | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 01/31/2027                                                                       | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  388700000 | PA      | $389580646.49  | 0.62%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 06/15/2043#666368                                                                  | CUSIP: 36295CJM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     271348 | PA      | $242011.92     | 0.00%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2053#BY6858                                                                    | CUSIP: 3140NPTQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1326024 | PA      | $1342928.90    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ8905                                                                  | CUSIP: 3138MQ3P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37888 | PA      | $34947.17      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BM5152                                                                  | CUSIP: 3140J9WN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     364497 | PA      | $369728.98     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/38 #963258                                                                           | CUSIP: 31414DTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4329 | PA      | $4351.99       | 0.00%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2953                                                                           | CUSIP: 3138LTH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20749 | PA      | $19103.94      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 12/20/2052#MA8491                                                                    | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28649644 | PA      | $28614430.78   | 0.05%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2029#AW8937                                                                  | CUSIP: 3138XY4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4396 | PA      | $4254.42       | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#                                                                        | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7700161 | PA      | $6336938.99    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 09/45#MA3106                                                                         | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     980347 | PA      | $918594.28     | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $3885364.26    | 0.01%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2053#MA9015                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12234408 | PA      | $11593656.35   | 0.02%             | 2053-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#QC4951                                                                  | CUSIP: 3133APQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     640517 | PA      | $527321.46     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#BJ0975                                                                  | CUSIP: 3140H2CM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40148 | PA      | $38317.28      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 1.9% 04/15/2027                                                                          | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   11387000 | PA      | $10942635.19   | 0.02%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #720602                                                                          | CUSIP: 3620A6RX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18773 | PA      | $19443.73      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 02/01/2055#RJ3282                                                                    | CUSIP: 3142GTUG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296558 | PA      | $299690.16     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#BQ6975                                                                  | CUSIP: 3140KSXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443581 | PA      | $363109.40     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#CA2205                                                                  | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469703 | PA      | $449568.87     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2044#BM3279                                                                  | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1711734 | PA      | $1757122.65    | 0.00%             | 2044-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 5/1/43 #AT5076                                                                     | CUSIP: 3138WSUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     438345 | PA      | $402117.61     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/37 #888637                                                                           | CUSIP: 31410GHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72604 | PA      | $76084.38      | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2043#AU7783                                                                  | CUSIP: 3138X7UH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8973 | PA      | $8762.48       | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2030#BA4723                                                                  | CUSIP: 3140E9G91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213405 | PA      | $207465.72     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 06/15/2042#711656                                                                  | CUSIP: 36297GTM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92656 | PA      | $83482.73      | 0.00%             | 2042-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QE9495                                                                    | CUSIP: 3133BKRQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     469531 | PA      | $431189.78     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2027#ZK4458                                                                    | CUSIP: 3131X75T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1713 | PA      | $1686.50       | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AS6549                                                                  | CUSIP: 3138WGH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67946 | PA      | $65319.16      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.6% 09/15/2037                                                                | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $2233273.50    | 0.00%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.9% 08/01/2046                                                    | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3686000 | PA      | $2868307.45    | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 2.85% 04/15/2031                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $15304414.16   | 0.02%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2050#BO8921                                                                    | CUSIP: 3140K44F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41451 | PA      | $38555.57      | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.25% 11/04/2026                                                      | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    4486000 | PA      | $4365922.21    | 0.01%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 04/15/2030                                                                     | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    9183000 | PA      | $8886775.34    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2051#SD8163                                                                  | CUSIP: 3132DWB85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15953 | PA      | $14240.22      | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.1% 06/15/2050                                                               | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4456000 | PA      | $2818169.71    | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2050#CA5385                                                                  | CUSIP: 3140QC6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12386 | PA      | $11839.13      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030                                                    | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4789133.55    | 0.01%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 4.15% 02/15/2050                                                                       | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2140144.58    | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.4% 08/15/2047                                                            | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    6908000 | PA      | $5389726.67    | 0.01%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2037#BW4149                                                                  | CUSIP: 3140MVTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149762 | PA      | $143702.39     | 0.00%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2035#FM5426                                                                  | CUSIP: 3140X9A47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276843 | PA      | $244174.11     | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.25% 02/14/2031                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    9586000 | PA      | $8229316.62    | 0.01%             | 2031-02-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2047#BH7910                                                                  | CUSIP: 3140GWYG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11334 | PA      | $10244.17      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2049#MA3731                                                                    | CUSIP: 31418DED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47434 | PA      | $46727.94      | 0.00%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 11/36 #974571                                                                          | CUSIP: 31414SFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3371 | PA      | $3389.88       | 0.00%             | 2036-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 02/01/2037#A57714                                                                  | CUSIP: 3128KLSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28278 | PA      | $28464.78      | 0.00%             | 2037-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $7535582.14    | 0.01%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.95% 10/01/2026                                                            | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20041000 | PA      | $19681724.79   | 0.03%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 10/40 #A94605                                                                          | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89941 | PA      | $85999.77      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2050#FM4530                                                                  | CUSIP: 3140X8A80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36456 | PA      | $30081.28      | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#BE3619                                                                    | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1877005 | PA      | $1752328.14    | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/41 #AJ3402                                                                          | CUSIP: 3138AUX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8311 | PA      | $8177.94       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#                                                                        | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21956435 | PA      | $16226426.91   | 0.03%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3% 11/20/2025                                                                   | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    8317000 | PA      | $8269657.06    | 0.01%             | 2025-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                                                    | STRYKER CORP 4.625% 09/11/2034                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1934864.84    | 0.00%             | 2034-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#AS6328                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5916 | PA      | $5369.28       | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/01/2055 #TBA                                                                        | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1500000 | PA      | $1307244.75    | 0.00%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.284%/VAR 07/26/2035                                                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10480000 | PA      | $10440139.63   | 0.02%             | 2035-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#BK8727                                                                    | CUSIP: 3140HNVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10555 | PA      | $10418.16      | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2051#FM7198                                                                    | CUSIP: 3140XA7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229487 | PA      | $197793.66     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BK8732                                                                  | CUSIP: 3140HNV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266625 | PA      | $255112.76     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032                                                      | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   14810000 | PA      | $13998664.66   | 0.02%             | 2032-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/36 #883205                                                                           | CUSIP: 31410AGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3251 | PA      | $3424.74       | 0.00%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2028#AT2062                                                                  | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93623 | PA      | $91408.18      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU6735                                                                  | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1034316 | PA      | $924612.80     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AW3649                                                                  | CUSIP: 3138XTBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154632 | PA      | $150226.26     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2029                                                                       | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36600000 | PA      | $36477046.69   | 0.06%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.399%/VAR 11/13/2034                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8800000 | PA      | $9693276.74    | 0.02%             | 2034-11-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2047#BH2710                                                                    | CUSIP: 3140GRAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7563 | PA      | $7506.81       | 0.00%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2048#MA5469                                                                    | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     263613 | PA      | $268973.50     | 0.00%             | 2048-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2041#AI2464                                                                  | CUSIP: 3138AFW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66487 | PA      | $66816.05      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2045#AZ9187                                                                  | CUSIP: 3140E2F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93410 | PA      | $84838.59      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#MA5444                                                                  | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3808195 | PA      | $3774796.88    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/37 #888538                                                                           | CUSIP: 31410GEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32544 | PA      | $33457.50      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 7.119%/VAR 06/27/2034                                                                | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6465013.92    | 0.01%             | 2034-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 C MTG TR                                                     | BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056                                                  | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3639710.20    | 0.01%             | 2056-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 3.375% 02/15/2028                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8381000 | PA      | $8059388.01    | 0.01%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 5.375% 04/01/2035                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3704512.45    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BC9810                                                                  | CUSIP: 3140F53U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     834232 | PA      | $800089.73     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#RA8883                                                                  | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51074619 | PA      | $50754376.43   | 0.08%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 3.25% 08/01/2027                                                                 | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   10314000 | PA      | $10059040.19   | 0.02%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2035#FM3313                                                                    | CUSIP: 3140X6VF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1459463 | PA      | $1330719.24    | 0.00%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2035#815859                                                                  | CUSIP: 31406PMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55195 | PA      | $56696.92      | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3947062.92    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2048#ZN5634                                                                  | CUSIP: 3131YCHK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279003 | PA      | $250786.32     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2047#G08767                                                                    | CUSIP: 3128MJZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1072602 | PA      | $1002660.33    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS8874                                                                    | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248204 | PA      | $211638.13     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 2.85% 08/11/2027                                                            | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3484554.39    | 0.01%             | 2027-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 10/35 #003775                                                                       | CUSIP: 36202EFQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60049 | PA      | $62155.98      | 0.00%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2046#BC1171                                                                  | CUSIP: 3140EVJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48632 | PA      | $44108.88      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 1.953% 11/20/2028                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5800000 | PA      | $5372471.10    | 0.01%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.4% 06/10/2025                                                                     | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $3176260.87    | 0.01%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2046#Q44555                                                                  | CUSIP: 3132WJBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11749 | PA      | $11307.63      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 4.125% 01/12/2028                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1966338.00    | 0.00%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 3% 10/01/2049                                                                 | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   10557000 | PA      | $6759038.91    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2045#ZM0624                                                                    | CUSIP: 3131XTVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10740 | PA      | $10046.61      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#MA2898                                                                  | CUSIP: 31418CGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163444 | PA      | $156332.52     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 2/40 #AD1597                                                                           | CUSIP: 31418NX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17449 | PA      | $17538.08      | 0.00%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 11/39 #710995                                                                          | CUSIP: 36297F3C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     255305 | PA      | $256461.99     | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 7/40 #719228                                                                           | CUSIP: 3620A5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78404 | PA      | $77060.66      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AS4479                                                                  | CUSIP: 3138WD6R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216147 | PA      | $197502.95     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 11/38 #700918                                                                          | CUSIP: 36296TVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6388 | PA      | $6512.64       | 0.00%             | 2038-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.452% 04/15/2051                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3316000 | PA      | $2286605.63    | 0.00%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2049#BM5793                                                                    | CUSIP: 3140JANK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34598 | PA      | $29971.57      | 0.00%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2% 07/28/2026                                                               | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1674151.17    | 0.00%             | 2026-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2054#CB8275                                                                    | CUSIP: 3140QUFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23476965 | PA      | $23730403.06   | 0.04%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2036#FM7857                                                                    | CUSIP: 3140XBWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2330969 | PA      | $2104950.90    | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2047#Q46272                                                                    | CUSIP: 3132WK6J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4015211 | PA      | $3511742.87    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2050#FM4129                                                                    | CUSIP: 3140X7ST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2943143 | PA      | $2734773.62    | 0.00%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2031#BC5995                                                                  | CUSIP: 3140F1UV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5207 | PA      | $5098.71       | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.85% 02/01/2044                                                            | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3603070.55    | 0.01%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2038#                                                                        | CUSIP: 3128LCYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9098 | PA      | $9372.70       | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 2.958% 03/25/2031                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   14400000 | PA      | $13029154.42   | 0.02%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 6% 01/15/2039                                                                          | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4919000 | PA      | $4956358.13    | 0.01%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 07/01/2028#J24814                                                                  | CUSIP: 31307DK39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12692 | PA      | $12474.68      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2031#AS8608                                                                    | CUSIP: 3138WJR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15655 | PA      | $15171.21      | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.00% 12/29 #MA0268                                                                     | CUSIP: 31417YJN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50351 | PA      | $50627.10      | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#MA3615                                                                    | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128838 | PA      | $119716.53     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 04/01/2054#RJ1367                                                                  | CUSIP: 3142GRQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     475139 | PA      | $471120.09     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#AS6463                                                                  | CUSIP: 3138WGFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8277 | PA      | $7961.04       | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2031#MA2515                                                                  | CUSIP: 31418BYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51979 | PA      | $51053.27      | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 02/01/2043#Q15634                                                                  | CUSIP: 3132J6V43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     611133 | PA      | $550172.49     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ2904                                                                  | CUSIP: 3138MJGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294576 | PA      | $272697.58     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.987% 10/30/2056                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   69319000 | PA      | $40590362.24   | 0.06%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2027#AB6579                                                                  | CUSIP: 31417DJZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59559 | PA      | $58353.36      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2044#Q28567                                                                  | CUSIP: 3132M9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15117 | PA      | $14676.56      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.54% 08/15/2047                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   13298000 | PA      | $10497504.90   | 0.02%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.7% 05/14/2045                                                                        | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10467000 | PA      | $9189476.80    | 0.01%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 9/40 #004800                                                                        | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     115997 | PA      | $111214.18     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.6% 07/26/2027                                                             | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4567564.80    | 0.01%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6577                                                                  | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6051 | PA      | $5791.46       | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH5236                                                                      | CUSIP: 3138A6ZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        189 | PA      | $188.32        | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 3/39 #697905                                                                           | CUSIP: 36296QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     157582 | PA      | $160656.91     | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2026#AJ4147                                                                  | CUSIP: 3138AVTD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8952 | PA      | $8873.54       | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.50% 2/39 #701665                                                                           | CUSIP: 36296UQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     217467 | PA      | $221794.63     | 0.00%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2049#SD8002                                                                  | CUSIP: 3132DV3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172888 | PA      | $165368.46     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2044#AW8345                                                                    | CUSIP: 3138XYHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5171 | PA      | $5160.29       | 0.00%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2043#AU4293                                                                    | CUSIP: 3138X3XX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     663883 | PA      | $628147.15     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   10633000 | PA      | $9697105.46    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 07/20/2045#MA2962                                                                    | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2759798 | PA      | $2613239.68    | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Securities Lending Cash Central Fund                                                     | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  349377838 | NS      | $349412776.24  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#FM1389                                                                  | CUSIP: 3140X4RK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4537757 | PA      | $4341823.29    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#MA4437                                                                    | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48866666 | PA      | $38115794.51   | 0.06%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#FM8703                                                                    | CUSIP: 3140XCU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     833546 | PA      | $747382.00     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2047#CA0181                                                                    | CUSIP: 3140Q7FX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2883707 | PA      | $2690359.45    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/48#G08796                                                                       | CUSIP: 3128MJ3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     438142 | PA      | $395997.75     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.4% 02/05/2030                                                                | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1827377.28    | 0.00%             | 2030-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 2/26 #AD5120                                                                      | CUSIP: 31418SVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        615 | PA      | $611.78        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.25% 01/15/2033                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10285628.00   | 0.02%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2050#FM3834                                                                  | CUSIP: 3140X7HL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201669 | PA      | $192961.54     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2050#MA6600                                                                    | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1200281 | PA      | $1078362.24    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2049#ZT1779                                                                    | CUSIP: 3132AD6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14240 | PA      | $14054.87      | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2048#ZT1548                                                                    | CUSIP: 3132ADWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2009022 | PA      | $1743497.77    | 0.00%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 3.9% 04/13/2029                                                                 | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1333972.98    | 0.00%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.7% 03/01/2035                                                           | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5419903.42    | 0.01%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.8% 10/01/2041                                                                | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   11812000 | PA      | $8411582.58    | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/29#G18534                                                                         | CUSIP: 3128MMSY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1402715 | PA      | $1369479.98    | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   30587000 | PA      | $25955188.57   | 0.04%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#BO0182                                                                    | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13126 | PA      | $12735.03      | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2048#CA2219                                                                    | CUSIP: 3140Q9PD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529095 | PA      | $523369.88     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2036#MA4279                                                                    | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40800593 | PA      | $36946434.18   | 0.06%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#BD0883                                                                  | CUSIP: 3140F76V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103456 | PA      | $99225.15      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/15/2027                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67450000 | PA      | $67457904.47   | 0.11%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#RA5605                                                                  | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29851423 | PA      | $24435984.19   | 0.04%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2% 03/12/2027                                                                      | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    9502000 | PA      | $9094277.26    | 0.01%             | 2027-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 11/20/2052#MA8430                                                                      | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11447623 | PA      | $11614967.99   | 0.02%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3999                                                                  | CUSIP: 3138X3NR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92093 | PA      | $81688.38      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2044#G08620                                                                  | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4757 | PA      | $4361.02       | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.9% 01/13/2027                                                          | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8796000 | PA      | $8459378.31    | 0.01%             | 2027-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/44#AX7267                                                                    | CUSIP: 3138Y9CD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18938 | PA      | $18363.26      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2051#FM5561                                                                  | CUSIP: 3140X9FB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23476156 | PA      | $19275964.40   | 0.03%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#BC5090                                                                    | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     456252 | PA      | $430707.16     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2044#AL7668                                                                  | CUSIP: 3138EQQW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86634 | PA      | $89138.65      | 0.00%             | 2044-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2031#BC2484                                                                  | CUSIP: 3140EWXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74910 | PA      | $73561.23      | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/45#BA2083                                                                         | CUSIP: 3140E6J52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1216406 | PA      | $1140170.23    | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 08/01/2045#G08660                                                                  | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20622 | PA      | $19328.40      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.964%/VAR 11/15/2048                                                       | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7466000 | PA      | $5797116.43    | 0.01%             | 2048-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT7232                                                                  | CUSIP: 3138WVBA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4546 | PA      | $4422.29       | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119400000 | PA      | $104395711.24  | 0.17%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                 | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5635000 | PA      | $6248412.01    | 0.01%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2043#AT7401                                                                  | CUSIP: 3138WVGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21345 | PA      | $19676.60      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC POOL 15YR 3% 07/01/2034#QN0182                                                        | CUSIP: 3133G6FX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15438 | PA      | $14721.32      | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9883000 | PA      | $9590068.57    | 0.02%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3% 01/15/2030                                                                  | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1364321.22    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 4.65% 11/01/2044                                                 | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    4766000 | PA      | $4082473.20    | 0.01%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#BN3950                                                                    | CUSIP: 3140JLL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214873 | PA      | $212078.10     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108800000 | PA      | $86797750.27   | 0.14%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2052#MA4700                                                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8514717 | PA      | $7819424.55    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2045#AY2357                                                                    | CUSIP: 3138YFTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79668 | PA      | $74674.97      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18588000 | PA      | $16107887.55   | 0.03%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2048#ZM6894                                                                    | CUSIP: 3131Y1UT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64024 | PA      | $55722.29      | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2037#BV2470                                                                  | CUSIP: 3140MFW82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195811 | PA      | $188316.09     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 9/39 #890277                                                                           | CUSIP: 31410LCN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74018 | PA      | $77691.52      | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 1/37 #871045                                                                           | CUSIP: 31409GWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18666 | PA      | $19763.02      | 0.00%             | 2037-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2043#V82687                                                                    | CUSIP: 3132L76Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1203822 | PA      | $1082237.37    | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 7/32 #357248                                                                           | CUSIP: 31376JZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40246 | PA      | $41887.85      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2042#AP6445                                                                  | CUSIP: 3138MAET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24541 | PA      | $22332.32      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5% 05/13/2034                                                                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6865050.26    | 0.01%             | 2034-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 08/15/2042#AB2761                                                                  | CUSIP: 36178NB65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2491899 | PA      | $2309577.80    | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2026#AH1079                                                                  | CUSIP: 3138A2FV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1166 | PA      | $1159.75       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/40 #705008                                                                           | CUSIP: 36296YGR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65268 | PA      | $64204.80      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#MA4099                                                                  | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12833926 | PA      | $11949564.73   | 0.02%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 12/37 #004060                                                                       | CUSIP: 36202EQM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120308 | PA      | $125026.27     | 0.00%             | 2037-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8345235.86    | 0.01%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT8135                                                                  | CUSIP: 3138WWBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116801 | PA      | $104397.71     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 08/31/2030                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  258800000 | PA      | $260275967.46  | 0.42%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2027#AH9597                                                                    | CUSIP: 3138ABUX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72171 | PA      | $71222.35      | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AL9571                                                                    | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     827988 | PA      | $785906.55     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2048#ZM6818                                                                    | CUSIP: 3131Y1SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109153 | PA      | $101629.39     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BD6326                                                                    | CUSIP: 3140FEA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194758 | PA      | $170417.03     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.125% 03/09/2053                                                           | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $4999185.13    | 0.01%             | 2053-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 06/01/2050#RA2882                                                                  | CUSIP: 3133KJFX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3045885 | PA      | $2513310.49    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2049#BN6942                                                                  | CUSIP: 3140JPWC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4846 | PA      | $4635.08       | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/40 #AD3795                                                                           | CUSIP: 31418RGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44534 | PA      | $43812.06      | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/36 #898818                                                                          | CUSIP: 31410VSF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1363 | PA      | $1426.68       | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2044#CA4790                                                                    | CUSIP: 3140QCKC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     640958 | PA      | $559449.69     | 0.00%             | 2044-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AR9574                                                                  | CUSIP: 3138W7T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     392691 | PA      | $383402.55     | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2051#CA8996                                                                    | CUSIP: 3140QG7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164034 | PA      | $150810.86     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/39 #995838                                                                           | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148731 | PA      | $153043.23     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2038#A76566                                                                  | CUSIP: 3128LAJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18020 | PA      | $18569.93      | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2044#G08572                                                                  | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2377 | PA      | $2187.80       | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22528000 | PA      | $19710840.03   | 0.03%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 12/41 #775974                                                                          | CUSIP: 36176T2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129499 | PA      | $120492.27     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2036#A53040                                                                  | CUSIP: 3128KFLV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4482 | PA      | $4612.25       | 0.00%             | 2036-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 12/15/2027                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238000000 | PA      | $238775999.00  | 0.38%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.7% 09/27/2034                                                                       | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3014011.29    | 0.00%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1717619.06    | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 6.125% 04/01/2054                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2857953.57    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 3/39 #930685                                                                           | CUSIP: 31412N6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93274 | PA      | $95967.37      | 0.00%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/2042#G06892                                                                  | CUSIP: 3128M87D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104296 | PA      | $99412.67      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                         | NATIONAL BANK OF CANADA 4.5% 10/10/2029                                                           | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4150000 | PA      | $4109407.81    | 0.01%             | 2029-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.375% 01/12/2026                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4289000 | PA      | $4278675.78    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 2/26 #MA0649                                                                      | CUSIP: 31417YWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1826 | PA      | $1817.38       | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AI6880                                                                  | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54841 | PA      | $48657.40      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2043#MA0783                                                                    | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4312213 | PA      | $3978825.99    | 0.01%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 6.875% 01/26/2039                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2159154.06    | 0.00%             | 2039-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2045                                                         | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119853100 | PA      | $89805553.89   | 0.14%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2045#AS6336                                                                    | CUSIP: 3138WGBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     886146 | PA      | $783594.01     | 0.00%             | 2045-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 4/27 #AI9100                                                                      | CUSIP: 3138APDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16270 | PA      | $16102.15      | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 3.875% 05/06/2051                                                               | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3300000 | PA      | $2224200.00    | 0.00%             | 2051-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    4949000 | PA      | $4763989.55    | 0.01%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#MA3415                                                                    | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1282309 | PA      | $1193927.70    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2042#MA0022                                                                    | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2295585 | PA      | $2124476.39    | 0.00%             | 2042-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.184%/VAR 07/26/2035                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6930000 | PA      | $6892648.55    | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 06/01/2028#MA3395                                                                  | CUSIP: 31418CXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3319 | PA      | $3276.64       | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 4.5% 03/01/2049                                                              | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    7259000 | PA      | $5638614.44    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  323600000 | PA      | $315977702.32  | 0.50%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2047#BH7779                                                                  | CUSIP: 3140GWUD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66646 | PA      | $60238.78      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.3% 04/22/2044                                                                       | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4124444.59    | 0.01%             | 2044-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2053#MA9016                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40194805 | PA      | $39212608.66   | 0.06%             | 2053-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 06/01/2051                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $8065349.15    | 0.01%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2050#BP5672                                                                    | CUSIP: 3140KDJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66272 | PA      | $57037.18      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.15% 03/01/2026                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3934029.79    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BA7255                                                                    | CUSIP: 3140ECBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82254 | PA      | $76996.26      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.00% 6/42 #AO4144                                                                      | CUSIP: 3138LUTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7553 | PA      | $7165.14       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.875% 11/15/2044                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     795000 | PA      | $667284.05     | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.5% 04/01/2048                                                           | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $3429632.36    | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2045#AS6389                                                                  | CUSIP: 3138WGC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     632422 | PA      | $554963.85     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2045#AY2877                                                                  | CUSIP: 3138YGFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63550 | PA      | $56314.12      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2044#AW9239                                                                  | CUSIP: 3138XZHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26196 | PA      | $25400.54      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.9% 04/24/2029                                                     | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $13154304.00   | 0.02%             | 2029-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346864 | PA      | $302561.28     | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                | MA ST 3.277% 6/1/2046                                                                             | CUSIP: 57582RJN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $2840072.25    | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2044#AY0343                                                                  | CUSIP: 3138YDLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68725 | PA      | $66531.16      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2051#FM9338                                                                    | CUSIP: 3140XDLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     545881 | PA      | $469810.91     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL5244                                                                  | CUSIP: 36184BZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39404 | PA      | $35230.56      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 4/41 #Q00093                                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105145 | PA      | $100549.00     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#AS8269                                                                    | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12321124 | PA      | $10781248.70   | 0.02%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 2.4% 11/15/2026                                                         | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5958000 | PA      | $5802355.00    | 0.01%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.625% 11/01/2029                                                          | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5378090.64    | 0.01%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.8% 08/15/2041                                                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   15756000 | PA      | $11098939.84   | 0.02%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2028                                                                         | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  312800000 | PA      | $309658361.92  | 0.49%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 12/37 #A69653                                                                          | CUSIP: 3128L1WN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3583 | PA      | $3688.02       | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2030#BM4299                                                                    | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188718 | PA      | $186073.58     | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                             | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16700000 | PA      | $16788890.76   | 0.03%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ8046                                                                  | CUSIP: 3138MP5G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122388 | PA      | $113755.07     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 5.5% 03/15/2040#782920                                                                  | CUSIP: 36241LG59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5153 | PA      | $5252.67       | 0.00%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#DB4403                                                                  | CUSIP: 3140AD3M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     955016 | PA      | $946640.79     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP2187                                                                    | CUSIP: 3140K9ND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4428462 | PA      | $3834866.39    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 8/27 #AO9903                                                                      | CUSIP: 3138M2AD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2555 | PA      | $2515.01       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2055#MA5643                                                                    | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3000002 | PA      | $2751279.03    | 0.00%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.7% 06/15/2032                                                            | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7925265.91    | 0.01%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204400000 | PA      | $206803296.36  | 0.33%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.9% 07/15/2033                                                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6332833.04    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#MA4919                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10680132 | PA      | $10619841.28   | 0.02%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 10/01/2039#MA3800                                                                    | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4857 | PA      | $4421.07       | 0.00%             | 2039-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2030#AY6340                                                                    | CUSIP: 3138YLBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6531 | PA      | $6391.49       | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/32#J36873                                                                       | CUSIP: 31307TT68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290113 | PA      | $277445.82     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2050#SD8036                                                                    | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24613 | PA      | $21229.07      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026                                                         | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4059000 | PA      | $3950177.80    | 0.01%             | 2026-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 2.5% 09/20/2026                                                                 | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3891603.46    | 0.01%             | 2026-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                          | HP INC 2.2% 06/17/2025                                                                            | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   11261000 | PA      | $11250188.65   | 0.02%             | 2025-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.625% 04/05/2034                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $5552947.51    | 0.01%             | 2034-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2052#QF3238                                                                  | CUSIP: 3133BQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1806996 | PA      | $1804700.65    | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AS0017                                                                  | CUSIP: 3138W9AT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448735 | PA      | $400378.48     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2043#Q20527                                                                    | CUSIP: 3132JMSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79698 | PA      | $71705.85      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH6790                                                                           | CUSIP: 3138A8RL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63518 | PA      | $62445.48      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.4% 01/15/2047                                                                        | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $4860016.63    | 0.01%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                     | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6610300 | PA      | $6288822.54    | 0.01%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2047#MA4652                                                                    | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8703416 | PA      | $7862883.52    | 0.01%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#BQ9989                                                                    | CUSIP: 3140KWC30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3609785 | PA      | $2832538.23    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2047#Q51096                                                                  | CUSIP: 3132XTGE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35625 | PA      | $32242.51      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 11/01/2047#BJ0978                                                               | CUSIP: 3140H2CQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317671 | PA      | $276480.23     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AE2920                                                                           | CUSIP: 31419DG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110431 | PA      | $108632.22     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 06/15/2049                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18865000 | PA      | $16316012.89   | 0.03%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12270000 | PA      | $12363874.83   | 0.02%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#AS8012                                                                  | CUSIP: 3138WH3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5618 | PA      | $5383.20       | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2999000 | PA      | $2808602.01    | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2043#AU9268                                                                  | CUSIP: 3138X9JN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     470071 | PA      | $433485.44     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BC0970                                                                  | CUSIP: 3140EVCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10939 | PA      | $10525.82      | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.875% 12/15/2028                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11908000 | PA      | $11640452.48   | 0.02%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2049#QA3487                                                                    | CUSIP: 31339S2U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10921 | PA      | $10594.24      | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   23164000 | PA      | $15016251.09   | 0.02%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                           | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6144996.11    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2044                                                         | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41912600 | PA      | $31571975.72   | 0.05%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #256513                                                                          | CUSIP: 31371M3W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382991 | PA      | $393660.16     | 0.00%             | 2036-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RES AUTH TRANSMISSION FACS REV                                     | IDAHO ENERGY RE 2.861% 9/1/2046                                                                   | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2955000 | PA      | $1979523.18    | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AK9647                                                                      | CUSIP: 3138EEWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2210 | PA      | $2176.90       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2050#BP1930                                                                  | CUSIP: 3140K9EC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95578 | PA      | $78806.50      | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2048#BK8947                                                                  | CUSIP: 3140HN5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53606 | PA      | $48234.95      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 01/01/2039#G05342                                                                  | CUSIP: 3128M7HT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8690 | PA      | $8747.83       | 0.00%             | 2039-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2049#                                                                          | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194370 | PA      | $167648.17     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AU1950                                                                  | CUSIP: 3138X1EY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62148 | PA      | $60547.71      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2047#BH2088                                                                  | CUSIP: 3140GQKA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81804 | PA      | $78553.25      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/40 #742235                                                                          | CUSIP: 3620AWSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8370 | PA      | $8035.24       | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 08/20/2054#MA9852                                                                      | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6888933 | PA      | $6959498.43    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.108% 06/08/2027                                                           | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9800000 | PA      | $9725450.42    | 0.02%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2046#890765                                                                  | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114179 | PA      | $103702.17     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2029#AX2203                                                                    | CUSIP: 3138Y3NV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30025 | PA      | $29273.71      | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN3309                                                                  | CUSIP: 3140JKVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60786 | PA      | $58161.59      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2046#BA3939                                                                  | CUSIP: 3140E8LV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     428799 | PA      | $376280.78     | 0.00%             | 2046-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2032#MA2903                                                                    | CUSIP: 31418CGM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79331 | PA      | $76733.49      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2042#Q11836                                                                  | CUSIP: 3132HNBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32798 | PA      | $30399.54      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 3/26 #AH4679                                                                      | CUSIP: 3138A6FV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1541 | PA      | $1531.19       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 04/01/2038#ZA2501                                                                    | CUSIP: 31329KX66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98293 | PA      | $91199.27      | 0.00%             | 2038-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#BK6192                                                                    | CUSIP: 3140HK3A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9122 | PA      | $8485.15       | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BE0397                                                                    | CUSIP: 3140FKNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26349 | PA      | $23056.13      | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5851497.89    | 0.01%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2055#MB0307                                                                      | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13829700 | PA      | $13424770.32   | 0.02%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4.0% 05/15/2044#AI0867                                                                  | CUSIP: 36198K6C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18434 | PA      | $17635.91      | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW8418                                                                  | CUSIP: 3138XYK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     289707 | PA      | $273571.83     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2030#AZ9182                                                                  | CUSIP: 3140E2FY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67510 | PA      | $65651.16      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2040#G05850                                                                  | CUSIP: 3128M7ZP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     277345 | PA      | $285343.34     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18560000 | PA      | $12941432.35   | 0.02%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.733%/VAR 05/17/2032                                                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10256611.00   | 0.02%             | 2032-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.625% 05/04/2027                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7900000 | PA      | $7794213.71    | 0.01%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2050#MA6601                                                                      | CUSIP: 36179VKN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     209175 | PA      | $193645.85     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 08/01/2044#G08601                                                                  | CUSIP: 3128MJU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1492450 | PA      | $1410201.80    | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2037#BW3374                                                                  | CUSIP: 3140MUXC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24752 | PA      | $23743.11      | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ1008                                                                  | CUSIP: 3138MGDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $115260.84     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                  | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30833597 | PA      | $27195090.45   | 0.04%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4.5% 09/01/2025#ZS8787                                                                  | CUSIP: 3132A9XQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         81 | PA      | $81.01         | 0.00%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.445%/VAR 05/08/2030                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5748000 | PA      | $5652281.72    | 0.01%             | 2030-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                       | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4645697.41    | 0.01%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                       | LEAR CORP 3.55% 01/15/2052                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1602722.19    | 0.00%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2047                                                                  | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3732000 | PA      | $3076770.07    | 0.00%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2047#MA4778                                                                    | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1752470 | PA      | $1582677.93    | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/50#BP3148                                                                       | CUSIP: 3140KAQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30500 | PA      | $25148.21      | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54743                                                                  | CUSIP: 3132XXHV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     312137 | PA      | $282112.93     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 10/01/2044#AX2492                                                                  | CUSIP: 3138Y3XW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36151 | PA      | $34077.96      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 4/41 #691713                                                                           | CUSIP: 36296HN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27877 | PA      | $26670.10      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2033#BK7405                                                                    | CUSIP: 3140HMGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2012 | PA      | $1939.23       | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2050#SD8068                                                                    | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   61114800 | PA      | $52598238.36   | 0.08%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ5511                                                                    | CUSIP: 3140H7DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3464173 | PA      | $3225410.73    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 01/01/2040#RB5036                                                                  | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1783149 | PA      | $1583785.51    | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK7087                                                                    | CUSIP: 3140HL2V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16476 | PA      | $15181.98      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.8% 03/15/2048                                                            | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $9483815.77    | 0.02%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2053#MA9171                                                                    | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     579896 | PA      | $578820.61     | 0.00%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.625% 03/15/2031                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $9670830.75    | 0.02%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2044#Q30149                                                                  | CUSIP: 3132QLEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68378 | PA      | $66387.12      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2030#AY3086                                                                  | CUSIP: 3138YGNC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81246 | PA      | $78379.66      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO7244                                                                    | CUSIP: 3140K3BN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     715694 | PA      | $617301.74     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.7% 03/01/2045                                                            | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2462000 | PA      | $1850195.31    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2043#AU8278                                                                    | CUSIP: 3138X8FU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339704 | PA      | $321026.47     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 4% 06/15/2045#784078                                                                    | CUSIP: 3622A2Q70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1200976 | PA      | $1142261.45    | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#CA2471                                                                    | CUSIP: 3140Q9W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202010 | PA      | $187960.85     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 1.7% 10/15/2030                                                                     | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $8321992.48    | 0.01%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 11/15/2041#772678                                                                  | CUSIP: 36176QFT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     423341 | PA      | $393181.77     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BX1661                                                                    | CUSIP: 3140N5Z31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2041939 | PA      | $1875198.62    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#AS6191                                                                  | CUSIP: 3138WF2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2355979 | PA      | $2140533.66    | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.50% 4/33 #003375                                                                        | CUSIP: 36202DXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1942 | PA      | $1981.05       | 0.00%             | 2033-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2053#MA9241                                                                    | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9810274 | PA      | $9782887.99    | 0.02%             | 2053-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#AS7697                                                                  | CUSIP: 3138WHRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70751 | PA      | $67794.53      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/29#AW1147                                                                       | CUSIP: 3138XQHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7330 | PA      | $7227.86       | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.45% 03/03/2026                                                      | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10327000 | PA      | $10310462.03   | 0.02%             | 2026-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#MA2938                                                                  | CUSIP: 31418CHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     541860 | PA      | $520326.38     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 09/20/2052#MA8267                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23177114 | PA      | $21340545.99   | 0.03%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.125% 08/15/2051                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $3846742.25    | 0.01%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC8394                                                                    | CUSIP: 3140F4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18073 | PA      | $15837.01      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 05/01/2037#QO0171                                                                  | CUSIP: 3133WJFL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63092 | PA      | $60637.59      | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 01/01/2054#MA5249                                                                    | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     688321 | PA      | $717497.92     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT2725                                                                  | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1145611 | PA      | $1026200.43    | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/45#AS6311                                                                       | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38863 | PA      | $35272.27      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2043#AU0991                                                                  | CUSIP: 3138X0C55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148264 | PA      | $145326.14     | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2030#AS6305                                                                  | CUSIP: 3138WGAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38860 | PA      | $37746.03      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#BE4428                                                                  | CUSIP: 3140FP4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419111 | PA      | $402454.67     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2048#CA2921                                                                    | CUSIP: 3140QAG79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40374 | PA      | $35038.22      | 0.00%             | 2048-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/41 #AH0359                                                                           | CUSIP: 3138A1MH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353084 | PA      | $346583.60     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6621000 | PA      | $6857021.97    | 0.01%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 07/01/2040#AD7784                                                                  | CUSIP: 31418VUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6411 | PA      | $6443.87       | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AJ3246                                                                          | CUSIP: 3138AUTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51825 | PA      | $49127.65      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 05/20/2053#MA8878                                                                      | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     434922 | PA      | $424022.26     | 0.00%             | 2053-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2028#AL3359                                                                  | CUSIP: 3138EKWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14231 | PA      | $13917.76      | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 3.65% 03/01/2026                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4909000 | PA      | $4876535.70    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2047#MA2959                                                                  | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2495336 | PA      | $2251083.08    | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.2% 02/15/2055                                                              | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7535392.38    | 0.01%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/45#MA2895                                                                           | CUSIP: 36179RGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     101577 | PA      | $102278.52     | 0.00%             | 2045-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 4.3% 08/25/2045                                                                 | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1159000 | PA      | $958680.49     | 0.00%             | 2045-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.55% 03/14/2037                                                                 | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2443000 | PA      | $2595687.50    | 0.00%             | 2037-03-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2045#AS5072                                                                  | CUSIP: 3138WET66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670458 | PA      | $588760.67     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/39 #AC1877                                                                           | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11530 | PA      | $11348.30      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.75% 05/15/2045                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    4671000 | PA      | $3994020.53    | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 4.1% 06/01/2032                                                           | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1889375.26    | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/22/2030                                                              | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    5550000 | PA      | $5680879.21    | 0.01%             | 2030-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18680                                                                  | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1561794 | PA      | $1488262.85    | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2047                                                         | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19395700 | PA      | $14212653.81   | 0.02%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#RA3280                                                                  | CUSIP: 3133KJUD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162014 | PA      | $133331.03     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.33% 01/05/2054                                                                | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    8800000 | PA      | $8078400.00    | 0.01%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#BA4934                                                                    | CUSIP: 3140E9PU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11805 | PA      | $11043.44      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 02/01/2033#V61939                                                                  | CUSIP: 3132KGEL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30442 | PA      | $29671.65      | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 01/01/2027#AL8122                                                                  | CUSIP: 3138ETAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2786 | PA      | $2778.16       | 0.00%             | 2027-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.6% 12/01/2054                                                                | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3264217.52    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2047#MA4585                                                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      46139 | PA      | $40779.91      | 0.00%             | 2047-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#AS8038                                                                  | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     796540 | PA      | $762574.60     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7027000 | PA      | $4523383.83    | 0.01%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 08/15/2030                                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30689000 | PA      | $25862675.39   | 0.04%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54552                                                                  | CUSIP: 3132XXBW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27200 | PA      | $24583.66      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#SD8373                                                                    | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4085981 | PA      | $4134239.89    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2055#MB0203                                                                    | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12002726 | PA      | $11333786.29   | 0.02%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2050#FM5289                                                                    | CUSIP: 3140X82X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     414237 | PA      | $356511.53     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    6573000 | PA      | $6485141.86    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.25% 10/15/2050                                                | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    6859000 | PA      | $5277290.25    | 0.01%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2043#MA1758                                                                    | CUSIP: 36179N5T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52578 | PA      | $46089.60      | 0.00%             | 2044-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.8% 07/28/2031                                                         | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   16619000 | PA      | $14221415.09   | 0.02%             | 2031-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/14/2028                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6584219.22    | 0.01%             | 2028-11-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BD0752                                                                    | CUSIP: 3140F7ZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400601 | PA      | $374242.42     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2047#G08747                                                                    | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4153396 | PA      | $3639090.65    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2043#Q14783                                                                    | CUSIP: 3132HRJ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154201 | PA      | $138187.08     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK8936                                                                    | CUSIP: 3140HN4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11755 | PA      | $10944.67      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 03/15/2035                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2664519.95    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/30#J32392                                                                         | CUSIP: 31307NUR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58561 | PA      | $56927.48      | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2029#AS2228                                                                  | CUSIP: 3138WBPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41129 | PA      | $40208.46      | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.7% 06/26/2028                                                                       | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9771000 | PA      | $9682815.94    | 0.02%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 07/01/2033#MA3427                                                                    | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33340 | PA      | $32726.73      | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 12/39 #AC8518                                                                          | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67694 | PA      | $68040.87      | 0.00%             | 2039-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | EVERGY KANSAS CENTRAL 5.25% 03/15/2035                                                            | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    8760000 | PA      | $8712737.61    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 10/01/2028#J25967                                                                  | CUSIP: 31307ETY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15123 | PA      | $14823.93      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2050#MA4195                                                                  | CUSIP: 31418DUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21465 | PA      | $20511.10      | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2047#Q50930                                                                  | CUSIP: 3132XTA81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     407910 | PA      | $391699.96     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2045#AY6310                                                                  | CUSIP: 3138YLAL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20545 | PA      | $19318.11      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   12856000 | PA      | $10867179.37   | 0.02%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                       | BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052                                                      | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7924856 | PA      | $7354473.21    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AK8998                                                                    | CUSIP: 36183S7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     174559 | PA      | $154040.12     | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2032#MA3060                                                                    | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1310562 | PA      | $1266135.04    | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 5/40 #723747                                                                           | CUSIP: 3620AABQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     296350 | PA      | $284303.68     | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW5868                                                                  | CUSIP: 3138XVQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18614 | PA      | $18185.47      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#QN8039                                                                    | CUSIP: 3133GE4Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     465833 | PA      | $421464.72     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#Q57124                                                                  | CUSIP: 3132Y04J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117620 | PA      | $106085.59     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 3/40 #AD1540                                                                           | CUSIP: 31418NWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210276 | PA      | $206559.81     | 0.00%             | 2040-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 10/15/2034                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8980000 | PA      | $8743606.08    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#DB0758                                                                  | CUSIP: 3140A9ZY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488313 | PA      | $484686.48     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/01/2037#CB4506                                                                    | CUSIP: 3140QQAG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     605227 | PA      | $588234.54     | 0.00%             | 2037-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 6/36 #872912                                                                           | CUSIP: 31409JYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10526 | PA      | $11114.43      | 0.00%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2055#MA5587                                                                    | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6734741 | PA      | $6803234.78    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#CA3520                                                                  | CUSIP: 3140QA4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155028 | PA      | $148333.66     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 12/39 #G06020                                                                          | CUSIP: 3128M8AV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119449 | PA      | $122919.77     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.75% 07/15/2025                                                           | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2777167.18    | 0.00%             | 2025-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2040#                                                                          | CUSIP: 312943B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47143 | PA      | $45021.84      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027                                                   | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5958000 | PA      | $5861290.46    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 5/43#AT2722                                                                        | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2058854 | PA      | $1843355.71    | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2028#AR9248                                                                  | CUSIP: 3138W7H23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49274 | PA      | $48135.64      | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.25% 02/09/2047                                                                        | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1674582.89    | 0.00%             | 2047-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2045#AL8106                                                                    | CUSIP: 3138ETAG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22957 | PA      | $23074.96      | 0.00%             | 2045-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM ARM 4.88% 3/35 #783065                                                                       | CUSIP: 31349UMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188879 | PA      | $192767.35     | 0.00%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   16568000 | PA      | $14573378.48   | 0.02%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 03/01/2026                                                              | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4371925.03    | 0.01%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BC3634                                                                    | CUSIP: 3140EYBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22357 | PA      | $20927.89      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2053#BX5674                                                                  | CUSIP: 3140NAJU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     417132 | PA      | $414308.05     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.25% 03/15/2035                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5774879.10    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#AS8144                                                                    | CUSIP: 3138WJBN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3881 | PA      | $3624.44       | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#FS1373                                                                    | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6704105 | PA      | $5716441.12    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                  | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5799000 | PA      | $4267816.67    | 0.01%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 02/01/2054#SD4695                                                                  | CUSIP: 3132DSGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25397542 | PA      | $26302900.38   | 0.04%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.891% 04/06/2036                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $5930528.62    | 0.01%             | 2036-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2047#AS9562                                                                    | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73455 | PA      | $64159.91      | 0.00%             | 2047-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6100000 | PA      | $6113386.21    | 0.01%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.904%/VAR 11/03/2042                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $6463536.91    | 0.01%             | 2042-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ9969                                                                    | CUSIP: 3140HCCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1160036 | PA      | $1080082.68    | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AP0909                                                                           | CUSIP: 3138M4AK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41297 | PA      | $37997.19      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/45#MA2495                                                                    | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1061805 | PA      | $963711.46     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#BK9763                                                                  | CUSIP: 3140HPZ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     869281 | PA      | $832018.47     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.05% 02/15/2048                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2073718.17    | 0.00%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 1.65% 08/15/2028                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   15418000 | PA      | $14148993.14   | 0.02%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2032#BH5072                                                                  | CUSIP: 3140GTT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1134 | PA      | $1077.13       | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2046#BC6437                                                                  | CUSIP: 3140F2EK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43990 | PA      | $37054.74      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#SD8200                                                                  | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1566826 | PA      | $1281114.10    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 3/40 #004658                                                                        | CUSIP: 36202FE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4073 | PA      | $4101.03       | 0.00%             | 2040-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 6/40 #AD7859                                                                           | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2767 | PA      | $2781.09       | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2053#RA8693                                                                  | CUSIP: 3133KQUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10693876 | PA      | $10117673.29   | 0.02%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM ARM 5.03% 12/35 #847473                                                                      | CUSIP: 3128JRJS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     356692 | PA      | $364071.44     | 0.00%             | 2035-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 08/20/2052#MA8199                                                                    | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25447672 | PA      | $22751490.89   | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 2/39 #697840                                                                           | CUSIP: 36296QHR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91873 | PA      | $90413.62      | 0.00%             | 2039-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3302000 | PA      | $2705499.18    | 0.00%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2049#                                                                        | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     434363 | PA      | $390027.10     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2038#984006                                                                  | CUSIP: 31415MDK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        338 | PA      | $347.76        | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2050#SD8057                                                                  | CUSIP: 3132DV5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94845 | PA      | $84986.60      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.7% 04/15/2048                                                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15489000 | PA      | $12180400.75   | 0.02%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.4% 07/31/2033                                                         | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7093852.92    | 0.01%             | 2033-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2045#AS5183                                                                  | CUSIP: 3138WEXM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2523376 | PA      | $2291834.33    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2031                                                         | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1889063.73    | 0.00%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.45% 05/25/2053                                                                | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2200132.41    | 0.00%             | 2053-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 12/38 #970929                                                                          | CUSIP: 31414NEA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23168 | PA      | $23818.77      | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2030#AS5793                                                                    | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41466 | PA      | $40354.80      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AB9743                                                                  | CUSIP: 31417GZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     760604 | PA      | $679935.73     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2049#                                                                        | CUSIP: 3132DV3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160930 | PA      | $153931.28     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FG 30YR 4% 08/01/2042#Q10048                                                                      | CUSIP: 3132HLBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     397991 | PA      | $377417.29     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #977014                                                                           | CUSIP: 31414U3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25118 | PA      | $25848.61      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.6% 03/02/2043                                                                         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9704625.00    | 0.02%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 4/40 #739091                                                                           | CUSIP: 3620ATC47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4279 | PA      | $4208.12       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2049#MA6155                                                                      | CUSIP: 36179UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5699380 | PA      | $5283378.42    | 0.01%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2043                                                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89343900 | PA      | $67475584.92   | 0.11%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.8% 08/12/2041                                                                        | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6519802.50    | 0.01%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#CA2858                                                                    | CUSIP: 3140QAE89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283705 | PA      | $280014.79     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2033#BJ5716                                                                  | CUSIP: 3140H7K63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31824 | PA      | $30944.40      | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2055#SD8532                                                                    | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16342211 | PA      | $15827040.84   | 0.03%             | 2055-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2048#ZM5409                                                                    | CUSIP: 3131Y0AJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30186 | PA      | $26271.63      | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 6/37 #937993                                                                           | CUSIP: 31412XRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1183 | PA      | $1216.01       | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 6/46#MA2670                                                                          | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147188 | PA      | $128977.06     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 8/39 #724228                                                                           | CUSIP: 3620AASR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     363026 | PA      | $364731.91     | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.6% 11/30/2039                                                                   | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6520314.13    | 0.01%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 3.564%/VAR 09/23/2035                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $6833979.15    | 0.01%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2048#MA4963                                                                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1234010 | PA      | $1149337.29    | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16300000 | PA      | $11604354.03   | 0.02%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2048#ZT0711                                                                  | CUSIP: 3132ACYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105133 | PA      | $94598.90      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#DC7823                                                                    | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7738541 | PA      | $7817243.62    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2037#CB3758                                                                    | CUSIP: 3140QPE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     853825 | PA      | $771302.14     | 0.00%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BC0300                                                                  | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26466 | PA      | $24020.55      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU6759                                                                  | CUSIP: 3140M8QM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137632 | PA      | $120874.69     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 11/01/2027#AL2720                                                                  | CUSIP: 3138EKAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23423 | PA      | $23049.10      | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC GOL 30YR 3.5% 09/01/2047#Q53086                                                       | CUSIP: 3132XVNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6268454 | PA      | $5702724.38    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 06/01/2028#ZK5591                                                                    | CUSIP: 3131X9F82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51276 | PA      | $50302.36      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 09/01/2041#                                                                          | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  174381764 | PA      | $147226111.53  | 0.24%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.375% 05/13/2045                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3233695.56    | 0.01%             | 2045-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     764669 | PA      | $625947.74     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2029#MA2130                                                                  | CUSIP: 31418BLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46735 | PA      | $46009.60      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#                                                                          | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2723617 | PA      | $2352582.50    | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BV1105                                                                  | CUSIP: 3140MEGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     777770 | PA      | $635943.02     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2047#AS9579                                                                  | CUSIP: 3138WKUD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50977 | PA      | $46220.17      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045                                                   | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3773151 | PA      | $3109076.42    | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2016                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1432107 | PA      | $1281569.43    | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZT1595                                                                  | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2858551 | PA      | $2735123.39    | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#BN3050                                                                    | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1485 | PA      | $1441.09       | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.8% 01/15/2051                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6476000 | PA      | $3792461.97    | 0.01%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1975391 | PA      | $1783020.33    | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.121%/VAR 04/04/2031                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3821846.08    | 0.01%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#                                                                        | CUSIP: 3138EKGF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19918 | PA      | $18390.57      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#CA5501                                                                  | CUSIP: 3140QDDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13876 | PA      | $13405.23      | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                     | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051                                       | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2136000 | PA      | $1154853.60    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2048#ZA5932                                                                    | CUSIP: 31329PSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18164 | PA      | $17927.84      | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 5.2% 09/01/2040                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6509851.62    | 0.01%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 9/20/42 #MA0394                                                                      | CUSIP: 36179MNK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56409 | PA      | $55443.27      | 0.00%             | 2042-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE1976                                                                    | CUSIP: 3140FMFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251018 | PA      | $219645.79     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   30062414 | PA      | $29110635.27   | 0.05%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZM7731                                                                    | CUSIP: 3131Y2SU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19501 | PA      | $18156.63      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2039#AL2629                                                                  | CUSIP: 3138EJ4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21969 | PA      | $22096.92      | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2054#                                                                          | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1309085 | PA      | $1269965.03    | 0.00%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.65% 07/15/2026                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7149000 | PA      | $6999215.44    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16431003 | PA      | $14615234.30   | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2049#MA3818                                                                    | CUSIP: 31418DG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1378870 | PA      | $1357055.35    | 0.00%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.75% 11/29/2027                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    6283000 | PA      | $6304611.51    | 0.01%             | 2027-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2027#ZS8471                                                                  | CUSIP: 3132A9MU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1260 | PA      | $1233.31       | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2052#BV8024                                                                    | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9679413 | PA      | $8889014.77    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 07/15/2040                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19029000 | PA      | $18027464.34   | 0.03%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#Q52086                                                                  | CUSIP: 3132XUJ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22327 | PA      | $20207.26      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/40 #AD2006                                                                           | CUSIP: 31418PGQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47298 | PA      | $47540.32      | 0.00%             | 2040-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 5/39 #AA2248                                                                           | CUSIP: 31416KQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66625 | PA      | $65630.00      | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2042#AQ0417                                                                  | CUSIP: 3138MFPB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1047097 | PA      | $971218.07     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#AS8786                                                                    | CUSIP: 3138WJXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281557 | PA      | $262854.91     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 2/41 #004945                                                                        | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     244513 | PA      | $234336.14     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 12/01/2053#DA0600                                                                  | CUSIP: 3140A0U23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20693 | PA      | $21362.86      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045                                                     | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3111000 | PA      | $2681246.46    | 0.00%             | 2045-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2028#AL3803                                                                    | CUSIP: 3138ELGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68474 | PA      | $67486.42      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.25% 02/01/2049                                          | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $1628064.47    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   19994000 | PA      | $20400925.89   | 0.03%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.375% 05/11/2045                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10565000 | PA      | $8734935.24    | 0.01%             | 2045-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1460773.82    | 0.00%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.153%/VAR 08/05/2032                                                       | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3016559.31    | 0.00%             | 2032-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2034#MA3764                                                                  | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     512027 | PA      | $479944.55     | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.35% 01/17/2027                                                         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $6295691.92    | 0.01%             | 2027-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1201312.92    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2050#FM7827                                                                    | CUSIP: 3140XBVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1367008 | PA      | $1176938.14    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 5.00% 9/40 #A93620                                                                           | CUSIP: 312942AV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117214 | PA      | $117964.04     | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2049#ZN2572                                                                  | CUSIP: 3131Y82D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73419 | PA      | $65993.84      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 0.75% 08/27/2030                                                                    | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    8767000 | PA      | $7410050.75    | 0.01%             | 2030-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.25% 02/15/2028                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    7636000 | PA      | $7542339.19    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#FM8575                                                                    | CUSIP: 3140XCQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2730370 | PA      | $2444239.95    | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST 3.50% 4/1/2028                                                                              | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10235000 | PA      | $10059270.17   | 0.02%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD7570                                                                    | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55942910 | PA      | $57302927.37   | 0.09%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#FS8468                                                                  | CUSIP: 3140XQMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21348840 | PA      | $21335068.30   | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU9652                                                                  | CUSIP: 3138X9WN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     535874 | PA      | $476062.67     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AB4089                                                                     | CUSIP: 31417ARK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13807 | PA      | $13631.20      | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.375% 03/27/2050                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $3278223.06    | 0.01%             | 2050-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2045#AY2793                                                                  | CUSIP: 3138YGC75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9517 | PA      | $8433.45       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 10/36 #256485                                                                          | CUSIP: 31371M2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1029 | PA      | $1058.76       | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 1/42 #553460                                                                           | CUSIP: 36213FZZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144650 | PA      | $133910.82     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2044#MA2072                                                                    | CUSIP: 36179QJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     527293 | PA      | $473875.75     | 0.00%             | 2044-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 02/01/2039#Z40045                                                                  | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1223 | PA      | $1231.21       | 0.00%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.55% 05/28/2040                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7297000 | PA      | $5093140.80    | 0.01%             | 2040-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3771222.30    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZN2863                                                                  | CUSIP: 3131Y9FC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94863 | PA      | $90766.74      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2048#ZM7176                                                                    | CUSIP: 3131Y16M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483050 | PA      | $468856.53     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU3414                                                                  | CUSIP: 3138X2YL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44585 | PA      | $40007.69      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2047#MA4260                                                                    | CUSIP: 36179SWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     441803 | PA      | $379432.71     | 0.00%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.7% 05/28/2050                                                                        | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3596000 | PA      | $2163440.59    | 0.00%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 7.2% 03/15/2039                                                                        | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $5000953.33    | 0.01%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BV1148                                                                    | CUSIP: 3140MEH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1076690 | PA      | $925135.28     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $9097431.48    | 0.01%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1681267.12    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                      | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    7371000 | PA      | $5947879.41    | 0.01%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/35 #735402                                                                           | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529172 | PA      | $532192.02     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#AE1789                                                                    | CUSIP: 31419B7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142795 | PA      | $136156.79     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#FM3505                                                                  | CUSIP: 3140X63P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33013 | PA      | $27230.68      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 07/01/2039#MA3697                                                                    | CUSIP: 31418DDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2496147 | PA      | $2279347.91    | 0.00%             | 2039-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2041#005258                                                                    | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2351496 | PA      | $2178754.01    | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2049#MA6221                                                                    | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1111251 | PA      | $1069113.01    | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2047#MA4323                                                                    | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2149141 | PA      | $2081749.46    | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 9/37 #889631                                                                           | CUSIP: 31410KLL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15413 | PA      | $16323.02      | 0.00%             | 2038-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2045#AY2541                                                                    | CUSIP: 3138YFZF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56400 | PA      | $50287.76      | 0.00%             | 2045-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2.125% 04/29/2032                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   10633000 | PA      | $8930914.34    | 0.01%             | 2032-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.844% 06/20/2030                                                                | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   12979000 | PA      | $11720037.00   | 0.02%             | 2030-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#QB8505                                                                  | CUSIP: 3133AFNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     689911 | PA      | $574884.99     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185800000 | PA      | $173781062.50  | 0.28%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2040#AD7770                                                                  | CUSIP: 31418VT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58946 | PA      | $57965.10      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 3.25% 03/30/2027                                                                 | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    6781000 | PA      | $6665290.64    | 0.01%             | 2027-03-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 1/42 #778795                                                                           | CUSIP: 36176W7G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4811 | PA      | $4473.86       | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 3.85% 08/05/2032                                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1869622.06    | 0.00%             | 2032-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2347                                                                    | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59000274 | PA      | $46702156.38   | 0.07%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2050#SD8047                                                                  | CUSIP: 3132DV5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193312 | PA      | $184784.03     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#                                                                        | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1144012 | PA      | $1176124.09    | 0.00%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 6.5% 03/01/2041                                                           | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     795000 | PA      | $807496.52     | 0.00%             | 2041-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#DA1046                                                                  | CUSIP: 3140A1EU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     392999 | PA      | $389736.17     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.677%/VAR 01/27/2033                                                              | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5950127.37    | 0.01%             | 2033-01-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 5.75% 01/15/2040                                                      | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   11222000 | PA      | $11886750.99   | 0.02%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2050#MA6410                                                                    | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24146047 | PA      | $21708503.96   | 0.03%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.9% 03/03/2032                                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6359509.66    | 0.01%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2045#FM2986                                                                    | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20230063 | PA      | $19071397.88   | 0.03%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 9/38 #G04684                                                                           | CUSIP: 3128M6RD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9191 | PA      | $9461.98       | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.00% 9/39 #004539                                                                        | CUSIP: 36202FBG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3066 | PA      | $2945.54       | 0.00%             | 2039-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#BD5598                                                                  | CUSIP: 3140FDGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4254 | PA      | $4088.53       | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 5.5% 07/15/2036                                                           | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   13190000 | PA      | $14168591.42   | 0.02%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/35 #828348                                                                           | CUSIP: 31407EHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2277 | PA      | $2249.83       | 0.00%             | 2035-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV7911                                                                  | CUSIP: 3138XKYH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165776 | PA      | $162151.33     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2046#MA3524                                                                      | CUSIP: 36179R4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134344 | PA      | $135273.63     | 0.00%             | 2046-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2028#AV0639                                                                  | CUSIP: 3138XBV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3891 | PA      | $3838.90       | 0.00%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 02/01/2030#AS4466                                                                  | CUSIP: 3138WD6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306782 | PA      | $299096.28     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57550000 | PA      | $50395533.63   | 0.08%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4.50% 7/30 #C91309                                                                      | CUSIP: 3128P7N25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18134 | PA      | $18083.36      | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.785%/VAR 03/17/2033                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6516618.35    | 0.01%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT1572                                                                  | CUSIP: 3138WNXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82401 | PA      | $73715.68      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 03/01/2029#AS2875                                                                  | CUSIP: 3138WCFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38751 | PA      | $37883.95      | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 2.5% 11/15/2027                                                    | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    7022000 | PA      | $6792706.35    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BD2231                                                                    | CUSIP: 3140F9PR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31770 | PA      | $29669.24      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2045#Q33842                                                                    | CUSIP: 3132QQHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39363 | PA      | $36943.68      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $879977.48     | 0.00%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 04/01/2027#MA2965                                                                  | CUSIP: 31418CJK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8197 | PA      | $8059.40       | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 12/01/2042#AB7285                                                                  | CUSIP: 31417ECX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72805 | PA      | $65805.28      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #935563                                                                           | CUSIP: 31412UZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10065 | PA      | $9646.67       | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6551                                                                  | CUSIP: 3133BUH42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8612454 | PA      | $8563835.89    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#FS5638                                                                    | CUSIP: 3140XMHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30543503 | PA      | $29900403.54   | 0.05%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1698155.60    | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#FM3387                                                                  | CUSIP: 3140X6XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     501405 | PA      | $487540.34     | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII 5.00% 9/40 #004802                                                                           | CUSIP: 36202FKP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11530 | PA      | $11609.70      | 0.00%             | 2040-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/45#MA2371                                                                       | CUSIP: 31418BT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57747 | PA      | $54127.49      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 11/16/2045                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    5989000 | PA      | $5091365.09    | 0.01%             | 2045-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 3/26 #AH7535                                                                      | CUSIP: 3138A9LR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2896 | PA      | $2876.51       | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BU8226                                                                  | CUSIP: 3140MAD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2400973 | PA      | $1963154.41    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2053#BY1493                                                                  | CUSIP: 3140NHUT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1103136 | PA      | $1042663.33    | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7768                                                                    | CUSIP: 3133BHTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80606 | PA      | $78299.26      | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2045#BC0670                                                                    | CUSIP: 3140EUW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47258 | PA      | $44207.88      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025                                                      | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4833185 | PA      | $4824627.31    | 0.01%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.6% 05/13/2046                                                                       | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $3120338.40    | 0.00%             | 2046-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/2043#AS0263                                                                  | CUSIP: 3138W9JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144374 | PA      | $144748.62     | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AT8451                                                                  | CUSIP: 3138WWL98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7803 | PA      | $7622.99       | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2043 #MA1090                                                                   | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     269162 | PA      | $248069.83     | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2048#MA5597                                                                      | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     689529 | PA      | $679790.12     | 0.00%             | 2048-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2045#MA2676                                                                    | CUSIP: 36179Q6M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48573 | PA      | $42128.93      | 0.00%             | 2045-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.65% 03/15/2033                                                                 | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2672465.08    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2044#AX2137                                                                  | CUSIP: 3138Y3LT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83722 | PA      | $81179.32      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#Q15995                                                                  | CUSIP: 3132J7C91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146859 | PA      | $136397.34     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#QC9130                                                                  | CUSIP: 3133AUEB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1711266 | PA      | $1264673.71    | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#ZA5759                                                                  | CUSIP: 31329PMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11542 | PA      | $11043.32      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM4517                                                                    | CUSIP: 3140X8AT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372272 | PA      | $338734.47     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 05/01/2051#QC2239                                                                  | CUSIP: 3133ALPY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1068161 | PA      | $789401.52     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2043#MA1342                                                                  | CUSIP: 31418AP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     861518 | PA      | $793986.82     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 7/1/43 #AS0025                                                                     | CUSIP: 3138W9A34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4215121 | PA      | $3885479.66    | 0.01%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 06/01/2029#AW4843                                                                  | CUSIP: 3138XULZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167027 | PA      | $163082.29     | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2049#Q62795                                                                  | CUSIP: 3132VPC97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78176 | PA      | $70314.41      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2040                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $10623418.86   | 0.02%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2054#SD6138                                                                    | CUSIP: 3132DTZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2786494 | PA      | $2820275.94    | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2042#G08507                                                                    | CUSIP: 3128MJR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110059 | PA      | $99019.37      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2046#MA3666                                                                      | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     108346 | PA      | $109096.45     | 0.00%             | 2046-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97000000 | PA      | $95101679.93   | 0.15%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.125% 03/01/2027                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7506000 | PA      | $7447999.86    | 0.01%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 3/42 #748413                                                                           | CUSIP: 3620C4N63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2161 | PA      | $2003.73       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.7% 03/23/2050                                                                    | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3867000 | PA      | $3361206.49    | 0.01%             | 2050-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#BC7933                                                                  | CUSIP: 3140F3Y77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35782 | PA      | $32476.42      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2049#BN4472                                                                    | CUSIP: 3140JL6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72244 | PA      | $67197.23      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AB9341                                                                  | CUSIP: 31417GLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5453 | PA      | $4906.33       | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#BP2767                                                                    | CUSIP: 3140KACD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120971 | PA      | $104113.04     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 09/01/2038#MA3505                                                                    | CUSIP: 31418C3P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23644 | PA      | $21789.48      | 0.00%             | 2038-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2049#FM7819                                                                    | CUSIP: 3140XBVM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40539 | PA      | $40011.88      | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 05/15/2042#779241                                                                  | CUSIP: 36176XP29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53080 | PA      | $49298.16      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.942%/VAR 02/11/2031                                                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5275497.63    | 0.01%             | 2031-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 04/01/2039#SB8292                                                                  | CUSIP: 3132D6F96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1590404 | PA      | $1567521.07    | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2038#A78032                                                                  | CUSIP: 3128LB4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87589 | PA      | $90288.16      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 03/01/2044#AL5218                                                                  | CUSIP: 3138EMYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69361 | PA      | $69495.51      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BU8174                                                                    | CUSIP: 3140MACL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     621749 | PA      | $484379.03     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2031#MA2729                                                                  | CUSIP: 31418CA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15591 | PA      | $15247.64      | 0.00%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/37 #888638                                                                           | CUSIP: 31410GHP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152560 | PA      | $156890.72     | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/40 #AD4045                                                                           | CUSIP: 31418RP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3759 | PA      | $3778.53       | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.335%/VAR 09/10/2035                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6250000 | PA      | $6077827.94    | 0.01%             | 2035-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                  | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41837803 | PA      | $34679329.65   | 0.06%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/42 #AK3455                                                                           | CUSIP: 3138E7ZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33119 | PA      | $31577.01      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.65% 10/15/2044                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1959809.15    | 0.00%             | 2044-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5% 10/15/2034                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2918378.13    | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 8/38 #983363                                                                           | CUSIP: 31415LML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        804 | PA      | $843.05        | 0.00%             | 2038-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 08/20/2052#MA8200                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19517851 | PA      | $17983443.07   | 0.03%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2032                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42500000 | PA      | $39192968.75   | 0.06%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                    | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2228217.41    | 0.00%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AB9719                                                                  | CUSIP: 31417GYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21781 | PA      | $21242.84      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 12/20/2052#MA8492                                                                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21490123 | PA      | $21804272.05   | 0.03%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2038#CB6791                                                                  | CUSIP: 3140QSRM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     373684 | PA      | $344897.81     | 0.00%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#QN8098                                                                  | CUSIP: 3133GE7K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     737185 | PA      | $648811.94     | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 02/01/2050#BP1627                                                               | CUSIP: 3140K8YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178404 | PA      | $153598.12     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT4321                                                                  | CUSIP: 3138WRYT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222145 | PA      | $198243.71     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     982000 | PA      | $983576.93     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2049#BN3158                                                                  | CUSIP: 3140JKQL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408539 | PA      | $390771.66     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#CA2690                                                                    | CUSIP: 3140Q97C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1160193 | PA      | $1009755.33    | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2030#AY5322                                                                  | CUSIP: 3138YJ4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75583 | PA      | $73063.57      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 06/01/2053#BW5303                                                               | CUSIP: 3140MW3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1849164 | PA      | $1871351.21    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.716%/VAR 08/11/2026                                                    | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1999361.58    | 0.00%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#Q57743                                                                    | CUSIP: 3132Y1S90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     371853 | PA      | $346675.36     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2034#BJ7711                                                                  | CUSIP: 3140H9R96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95744 | PA      | $92647.69      | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AS5598                                                                    | CUSIP: 3138WFGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379393 | PA      | $355615.49     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2038#G05599                                                                  | CUSIP: 3128M7RU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20709 | PA      | $21306.49      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 04/01/2026#AL6888                                                                    | CUSIP: 3138EPUN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1690 | PA      | $1682.85       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 10/41 #Q04092                                                                          | CUSIP: 3132GKF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2388131 | PA      | $2275698.45    | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2025#AB1940                                                                  | CUSIP: 31416XEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9104 | PA      | $9055.26       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026                                                   | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10008000 | PA      | $9631805.18    | 0.02%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY1627                                                                  | CUSIP: 3138YEYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5760 | PA      | $5428.79       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   11406000 | PA      | $10861667.01   | 0.02%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.75% 03/14/2055                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2370000 | PA      | $2304180.79    | 0.00%             | 2055-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/2044#MA1807                                                                  | CUSIP: 31418BAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12947 | PA      | $12963.28      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9051067.80    | 0.01%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 4/26 #AH9467                                                                      | CUSIP: 3138ABQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6414 | PA      | $6368.67       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 7/25 #AD3987                                                                      | CUSIP: 31418RND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $16.32         | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2049#CA3347                                                                  | CUSIP: 3140QAWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6281 | PA      | $6009.42       | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 3/42 #778979                                                                           | CUSIP: 36176XFU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41869 | PA      | $38897.73      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2054#MB0087                                                                      | CUSIP: 3618N5CZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317996 | PA      | $277132.11     | 0.00%             | 2054-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AB7248                                                                  | CUSIP: 31417EBS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35578 | PA      | $34815.89      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#G08831                                                                    | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5400603 | PA      | $5034940.46    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#BN1948                                                                    | CUSIP: 3140JJEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204434 | PA      | $190151.78     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027                                                        | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   20557000 | PA      | $20435452.01   | 0.03%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#FM1634                                                                  | CUSIP: 3140X4Y83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185353 | PA      | $166954.85     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.05% 08/14/2054                                                                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7780000 | PA      | $7103089.82    | 0.01%             | 2054-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#CA8820                                                                    | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34784337 | PA      | $27283818.03   | 0.04%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                              | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    7880000 | PA      | $7843570.68    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2028#AU0766                                                                  | CUSIP: 3138WZZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28655 | PA      | $27931.27      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.25% 05/14/2035                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5216600.84    | 0.01%             | 2035-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8183786.80    | 0.01%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/31#J35331                                                                       | CUSIP: 31307R4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1277132 | PA      | $1225139.58    | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#BJ8602                                                                    | CUSIP: 3140HARY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9735 | PA      | $9413.92       | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 4/37 #003976                                                                        | CUSIP: 36202EMZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24275 | PA      | $25191.73      | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.5% 05/15/2029                                                                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   13474000 | PA      | $12995143.47   | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2050#BP9638                                                                    | CUSIP: 3140KHV81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35118 | PA      | $30223.90      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2049#RA1903                                                                    | CUSIP: 3133KHDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174341 | PA      | $161234.76     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2049#                                                                        | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7518956 | PA      | $6751487.47    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1629                                                                  | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     626507 | PA      | $560369.71     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BD8888                                                                  | CUSIP: 3140FG2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12439 | PA      | $11893.38      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 6.85% 06/01/2039                                                                | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1589000 | PA      | $1695774.44    | 0.00%             | 2039-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    5664000 | PA      | $4802506.34    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 5.1% 02/15/2035                                                           | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2418950.34    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65327400 | PA      | $55117442.06   | 0.09%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BJ3959                                                                  | CUSIP: 3140H5MH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36258 | PA      | $32726.85      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2042#AK3404                                                                  | CUSIP: 3138E7YA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     648227 | PA      | $615091.33     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 7/42 #AO9368                                                                           | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4452 | PA      | $4117.11       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2031#BD4879                                                                  | CUSIP: 3140FCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139978 | PA      | $136895.04     | 0.00%             | 2031-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/45#Q34343                                                                    | CUSIP: 3132QQZH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99979 | PA      | $87911.41      | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2039#AD0206                                                                  | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575776 | PA      | $592393.10     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 9/27 #AP9360                                                                      | CUSIP: 3138MDMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16803 | PA      | $16514.31      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 02/20/2044#MA1678                                                                    | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76641 | PA      | $72828.28      | 0.00%             | 2044-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#MA1458                                                                  | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63507 | PA      | $56796.59      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2043#Q19053                                                                  | CUSIP: 3132JAQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23742 | PA      | $21902.98      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AZ7631                                                                    | CUSIP: 3140E0PR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114175 | PA      | $106876.19     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.2% 02/08/2028                                                                         | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9282495.40    | 0.01%             | 2028-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2044#ZN6137                                                                  | CUSIP: 3131YCZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     308298 | PA      | $278852.95     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 11/40 #734022                                                                          | CUSIP: 3620AMPF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28889 | PA      | $27703.45      | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.7% 01/12/2026                                                                     | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10841000 | PA      | $10784032.50   | 0.02%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                    | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   10274000 | PA      | $10352830.66   | 0.02%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/41#AJ2951                                                                    | CUSIP: 3138AUH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3744 | PA      | $3681.31       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2035#SB8038                                                                    | CUSIP: 3132D54X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     339688 | PA      | $311846.41     | 0.00%             | 2035-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3341294.91    | 0.01%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#QN8445                                                                  | CUSIP: 3133GFL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     911768 | PA      | $800755.84     | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3.95% 01/20/2040                                                          | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12692000 | PA      | $10734132.08   | 0.02%             | 2040-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 5.25% 05/15/2050                                                                       | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $2915947.05    | 0.00%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2048#CA1218                                                                  | CUSIP: 3140Q8K87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293220 | PA      | $280926.10     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 8/42 #AK8787                                                                           | CUSIP: 3138EDXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65560 | PA      | $60341.72      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2048#BN0638                                                                  | CUSIP: 3140JGV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     844188 | PA      | $808000.95     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048                                                    | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5624000 | PA      | $4616087.75    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041                                                       | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   24166000 | PA      | $18311507.14   | 0.03%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2043#AU9992                                                                    | CUSIP: 3138XAC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413045 | PA      | $390303.18     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.95% 07/15/2029                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7328344.61    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP INDUSTRIAL TRUST 2.375% 10/01/2031                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2012806.49    | 0.00%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $11136988.61   | 0.02%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#BM1164                                                                  | CUSIP: 3140J5JJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000222 | PA      | $1816684.20    | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 3% 02/01/2051                                                                   | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $3007755.52    | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/46#BC2843                                                                         | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1159227 | PA      | $1088023.80    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2033#MA3392                                                                  | CUSIP: 31418CXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     702159 | PA      | $682743.63     | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2046#BC9479                                                                  | CUSIP: 3140F5Q97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315366 | PA      | $265644.81     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2050#CA8222                                                                  | CUSIP: 3140QGD46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34694922 | PA      | $25662213.62   | 0.04%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2047#MA3077                                                                    | CUSIP: 31418CM35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133336 | PA      | $132267.81     | 0.00%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 3.5% 09/45#G08667                                                                            | CUSIP: 3128MJW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1796765 | PA      | $1634045.04    | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.35% 08/08/2032                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6533029.30    | 0.01%             | 2032-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                 | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   13662000 | PA      | $13597144.85   | 0.02%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 4.7% 02/01/2043                                                                        | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $919454.30     | 0.00%             | 2043-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2049#ZT1867                                                                    | CUSIP: 3132AECC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263344 | PA      | $228127.46     | 0.00%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    8767000 | PA      | $8498481.34    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4415913.95    | 0.01%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 03/01/2044#AV5885                                                                  | CUSIP: 3138XHRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14755 | PA      | $13998.31      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AU1222                                                                  | CUSIP: 3138X0LC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58891 | PA      | $52626.51      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BJ9366                                                                    | CUSIP: 3140HBMQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43326 | PA      | $40380.77      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                           | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2200000 | PA      | $2256554.48    | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX1409                                                                  | CUSIP: 3138Y2R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     640243 | PA      | $619634.72     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.5% 02/01/2045                                                 | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5282000 | PA      | $4429554.55    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2053#MA5040                                                                    | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3498909 | PA      | $3543513.97    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2046#BA6624                                                                    | CUSIP: 3140EBLE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5163 | PA      | $4829.54       | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 01/46#MA3377                                                                         | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     877579 | PA      | $820928.25     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AZ5022                                                                    | CUSIP: 3138YWSL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248430 | PA      | $232549.17     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2050#QA6574                                                                    | CUSIP: 3133A1JT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300286 | PA      | $259472.08     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2052#BW8449                                                                    | CUSIP: 3140N1L76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676775 | PA      | $624049.47     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 8/41 #005140                                                                        | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140430 | PA      | $138050.93     | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030                                                  | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25809211 | PA      | $22289090.13   | 0.04%             | 2030-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/30#J33049                                                                         | CUSIP: 31307PL64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231558 | PA      | $225045.32     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP4031                                                                    | CUSIP: 3140KBPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4083792 | PA      | $3536396.86    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2043#Q17996                                                                  | CUSIP: 3132J9KJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     207877 | PA      | $191542.73     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/48#MA5401                                                                         | CUSIP: 36179UAA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16196 | PA      | $16525.61      | 0.00%             | 2048-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2043#G08525                                                                  | CUSIP: 3128MJSP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4675224 | PA      | $4189073.61    | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.7% 04/01/2055                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4047810.93    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2045#BA4471                                                                  | CUSIP: 3140E86H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179510 | PA      | $173161.85     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2031#BC4871                                                                  | CUSIP: 3140F0MV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3843 | PA      | $3771.80       | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 06/01/2055 #TBA                                                                      | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -20875000 | PA      | $-21321384.74  | -0.03%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 02/15/2030                                                                         | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  707689900 | PA      | $634018277.41  | 1.01%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2045#AX7581                                                                    | CUSIP: 3138Y9M70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6099 | PA      | $5748.64       | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                                                   | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    8197000 | PA      | $7970961.99    | 0.01%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#CB3244                                                                  | CUSIP: 3140QNTA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     699993 | PA      | $614765.38     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2050#MA7051                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38938777 | PA      | $31298003.63   | 0.05%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2042#AQ4571                                                                  | CUSIP: 3138MLCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1146836 | PA      | $1062237.06    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 10/01/2040#RB5087                                                                    | CUSIP: 3133KYUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341609 | PA      | $309803.66     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 6% 11/01/2027                                                                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10363019.40   | 0.02%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#CA5084                                                                  | CUSIP: 3140QCUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1790267 | PA      | $1727335.83    | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.561%/VAR 05/01/2032                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11986000 | PA      | $10469374.74   | 0.02%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#AX0857                                                                  | CUSIP: 3138Y15T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225239 | PA      | $218272.95     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 09/30/2027                                                                       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  282400000 | PA      | $283955405.54  | 0.45%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.25% 06/01/2027                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3972000 | PA      | $3891146.01    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#BE4949                                                                  | CUSIP: 3140FQQB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181456 | PA      | $174245.18     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2043#Q21261                                                                    | CUSIP: 3132JNMJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31221 | PA      | $29598.34      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 11/40 #A95258                                                                          | CUSIP: 312943ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7621 | PA      | $7276.10       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.75% 06/15/2027                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     897000 | PA      | $901094.58     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                   | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     966637 | PA      | $965670.36     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2048#MA3414                                                                  | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284210 | PA      | $256266.21     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.053%/VAR 01/27/2034                                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4844842.85    | 0.01%             | 2034-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 06/01/2040#MA4054                                                                  | CUSIP: 31418DQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7219742 | PA      | $6387508.23    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2037#BV7888                                                                  | CUSIP: 3140MMXS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292710 | PA      | $270253.04     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2050#BP3844                                                                  | CUSIP: 3140KBHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65651 | PA      | $54213.15      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#BK8726                                                                  | CUSIP: 3140HNVU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272089 | PA      | $260340.17     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2035#815519                                                                  | CUSIP: 31406PAU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23573 | PA      | $24214.46      | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 12/39 #AC6795                                                                          | CUSIP: 31417TRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     715093 | PA      | $703920.50     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BT9440                                                                  | CUSIP: 3140LYP23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2891380 | PA      | $2544762.54    | 0.00%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/46#MA3804                                                                           | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2570 | PA      | $2400.44       | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 10/01/2043#AU7265                                                                  | CUSIP: 3138X7CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398081 | PA      | $353576.19     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF5394                                                                  | CUSIP: 3133BS7F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     822392 | PA      | $815898.93     | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $5360978.38    | 0.01%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/38 #972263                                                                           | CUSIP: 31414PTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3854 | PA      | $3877.06       | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045                                                     | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $1896873.24    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AE2124                                                                      | CUSIP: 31419CLE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3685 | PA      | $3667.55       | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2045#AY2617                                                                  | CUSIP: 3138YF4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44189 | PA      | $40548.04      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2047#MA4836                                                                      | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1861683 | PA      | $1640193.91    | 0.00%             | 2047-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AI0502                                                                      | CUSIP: 3138ADRY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2650 | PA      | $2634.30       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AI0893                                                                      | CUSIP: 3138AD7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2363 | PA      | $2350.03       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.45% 11/15/2034                                                          | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11518799.52   | 0.02%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/41 #AE0822                                                                           | CUSIP: 31419A4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30133 | PA      | $29632.43      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                   | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $2262703.04    | 0.00%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8944314 | PA      | $8868666.78    | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2048#MA5399                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15760225 | PA      | $15172450.99   | 0.02%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 7/27 #AP1368                                                                      | CUSIP: 3138M4QW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4320 | PA      | $4229.55       | 0.00%             | 2027-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.65% 01/13/2037                                                                | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3100000 | PA      | $3142625.00    | 0.01%             | 2037-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #AE4428                                                                          | CUSIP: 31419E4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14140 | PA      | $13500.47      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 7/39 #AC0143                                                                           | CUSIP: 31417JER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2150 | PA      | $2127.82       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 02/04/2041                                                                  | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7233821.00    | 0.01%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2051#MA4398                                                                    | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8547516 | PA      | $6675040.00    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031                                                  | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11796839 | PA      | $11326311.46   | 0.02%             | 2031-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.3% 07/01/2025                                                                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4783810.41    | 0.01%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 3.361% 08/15/2050                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   14596000 | PA      | $9764945.86    | 0.02%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 2/34 #725162                                                                           | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     264256 | PA      | $274219.35     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                         | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $4153357.31    | 0.01%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/33 #190338                                                                           | CUSIP: 31368HLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26278 | PA      | $26886.65      | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#DA6617                                                                  | CUSIP: 3140A7K78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55002 | PA      | $54536.99      | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.85% 02/01/2030                                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12240000 | PA      | $12370502.39   | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.85% 11/01/2028                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   10827000 | PA      | $10873547.11   | 0.02%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#MA3238                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2913263 | PA      | $2629558.24    | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2045#AZ5574                                                                    | CUSIP: 3138YXFQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79997 | PA      | $74983.00      | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 5.45% 09/15/2033                                                                        | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6459524.13    | 0.01%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2055#                                                                          | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4585461.50    | 0.01%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5.625% 12/01/2040                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1430000 | PA      | $1383491.45    | 0.00%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2050#MA3908                                                                  | CUSIP: 31418DKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128015 | PA      | $122367.14     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/31#AL9351                                                                         | CUSIP: 3138ERL99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442272 | PA      | $428410.47     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2045#Q36148                                                                    | CUSIP: 3132QSZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1103 | PA      | $1033.47       | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2049#MA5819                                                                      | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     330562 | PA      | $325893.56     | 0.00%             | 2049-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2044#V82592                                                                    | CUSIP: 3132L72Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2168806 | PA      | $1945246.19    | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2025#ZK2812                                                                  | CUSIP: 3131X6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        547 | PA      | $544.38        | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   14442000 | PA      | $13017754.37   | 0.02%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2046#BC4249                                                                    | CUSIP: 3140EYWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128159 | PA      | $119806.12     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#AS8823                                                                    | CUSIP: 3138WJYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     406989 | PA      | $379955.69     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 11/01/2043#G08558                                                                  | CUSIP: 3128MJTQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10602 | PA      | $10037.94      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.663% 06/15/2051                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9908000 | PA      | $8218507.76    | 0.01%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 01/01/2043#AQ9323                                                                  | CUSIP: 3138MRLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8273 | PA      | $7422.48       | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2037#QO0584                                                                  | CUSIP: 3133WJUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     395736 | PA      | $379723.16     | 0.00%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2047#MA4452                                                                      | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6121284 | PA      | $5705094.34    | 0.01%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.15% 10/01/2049                                                            | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $3637567.65    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP5395                                                                           | CUSIP: 3138M87H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70413 | PA      | $64903.51      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2043#MA1686                                                                  | CUSIP: 31418A2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16488 | PA      | $15584.86      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2031#BC0495                                                                  | CUSIP: 3140EURR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10100 | PA      | $9713.81       | 0.00%             | 2031-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2029                                                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74150000 | PA      | $73257882.81   | 0.12%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#V83592                                                                  | CUSIP: 3132L87D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     178690 | PA      | $161725.86     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.748%/VAR 07/06/2034                                                       | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4113170.20    | 0.01%             | 2034-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 4/41 #AH9103                                                                           | CUSIP: 3138ABDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1503900 | PA      | $1476866.73    | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 10/35 #835804                                                                          | CUSIP: 31407NRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6889 | PA      | $6821.32       | 0.00%             | 2035-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 10/37 #004039                                                                       | CUSIP: 36202EPY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102484 | PA      | $106462.53     | 0.00%             | 2037-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 11/41 #768386                                                                          | CUSIP: 36176KNB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97195 | PA      | $90992.83      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2032#J37522                                                                    | CUSIP: 31307ULB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346371 | PA      | $334232.78     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 07/31/2029                                                                       | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  603100000 | PA      | $573251260.21  | 0.92%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9153163.98    | 0.01%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                       | APPLE INC 1.7% 08/05/2031                                                                         | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7886000 | PA      | $6772515.57    | 0.01%             | 2031-08-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#BP5800                                                                  | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     472960 | PA      | $389967.08     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2054#DC8121                                                                  | CUSIP: 3140AWAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1385648 | PA      | $1308172.71    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 06/20/2053#MA8947                                                                      | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3020582 | PA      | $2946771.79    | 0.00%             | 2053-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2047#BE9291                                                                  | CUSIP: 3140FVKD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13847 | PA      | $13296.67      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2049#MA3639                                                                  | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41323 | PA      | $39525.82      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#CA2190                                                                    | CUSIP: 3140Q9NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706980 | PA      | $658252.21     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AK3264                                                                      | CUSIP: 3138E7TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60578 | PA      | $59754.57      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.25% 02/05/2050                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10720000 | PA      | $7209885.54    | 0.01%             | 2050-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.9% 11/15/2033                                                                 | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7975070.96    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BK4932                                                                  | CUSIP: 3140HJPS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36479 | PA      | $34949.87      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 3.7% 08/15/2027                                                           | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    8356000 | PA      | $8230785.51    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#QA8175                                                                    | CUSIP: 3133A3CL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     830573 | PA      | $715089.58     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#MA3991                                                                    | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8556800 | PA      | $7367054.32    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2051#QC4415                                                                    | CUSIP: 3133AN3Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     540833 | PA      | $461494.42     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 11/01/2040#AE3882                                                                  | CUSIP: 31419EJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129225 | PA      | $129884.43     | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18658038.29   | 0.03%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB2626                                                                  | CUSIP: 3140AB4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     675618 | PA      | $669904.04     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 07/01/2035#SB8052                                                                    | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13516 | PA      | $12323.53      | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2046#BC0628                                                                    | CUSIP: 3140EUVW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372201 | PA      | $326149.13     | 0.00%             | 2046-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2037#FS1308                                                                  | CUSIP: 3140XGN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     573009 | PA      | $530480.30     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.5% 06/01/2027                                                                         | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1978800.46    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2051#RA5299                                                                    | CUSIP: 3133KL3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251291 | PA      | $231034.68     | 0.00%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 07/01/2030#AS5358                                                                  | CUSIP: 3138WE5U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35327 | PA      | $34392.01      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/41 #AH6290                                                                           | CUSIP: 3138A77C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22877 | PA      | $21811.70      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 06/01/2037#AB3787                                                                  | CUSIP: 31417AF53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7311 | PA      | $7353.89       | 0.00%             | 2037-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 1.875% 09/24/2026                                                                      | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   10605000 | PA      | $10311802.93   | 0.02%             | 2026-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 9/40 #AE2028                                                                           | CUSIP: 31419CHE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41924 | PA      | $41236.67      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM3302                                                                    | CUSIP: 3140X6U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34059 | PA      | $29323.71      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2034#MA3828                                                                    | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367487 | PA      | $349731.60     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 5/38 #889452                                                                           | CUSIP: 31410KEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7653 | PA      | $7867.16       | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2047#BH4092                                                                  | CUSIP: 3140GSRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393989 | PA      | $377715.90     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2033#CA2106                                                                  | CUSIP: 3140Q9KU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     697836 | PA      | $678540.01     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2042#AO7523                                                                  | CUSIP: 3138LYLD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225397 | PA      | $210136.97     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2042#ZL3401                                                                    | CUSIP: 3131XJX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30363 | PA      | $28860.50      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#ZN3568                                                                  | CUSIP: 3131Y96D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147460 | PA      | $141277.35     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $5851909.68    | 0.01%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2045#AY3689                                                                  | CUSIP: 3138YHC32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95069 | PA      | $92033.84      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2027#AP4728                                                                  | CUSIP: 3138M8HE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5493 | PA      | $5411.45       | 0.00%             | 2027-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 4.5% 11/01/2029#MA0232                                                                  | CUSIP: 31417YHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5281 | PA      | $5257.64       | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6776000 | PA      | $5547948.32    | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BK4160                                                                    | CUSIP: 3140HHTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83317 | PA      | $77574.33      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2044#G08578                                                                  | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2689 | PA      | $2615.97       | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#BK0762                                                                    | CUSIP: 3140HDZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15817 | PA      | $13770.60      | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/47#BH5768                                                                       | CUSIP: 3140GUMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     561244 | PA      | $538062.50     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.05% 08/12/2051                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7124000 | PA      | $4096043.11    | 0.01%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2046#G60854                                                                  | CUSIP: 31335A5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8540 | PA      | $8248.49       | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL OF PHILADELPHIA/THE                                         | CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    8032000 | PA      | $4773519.61    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271300000 | PA      | $220070931.04  | 0.35%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/45#AN5733                                                                         | CUSIP: 36186NLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34083 | PA      | $30076.82      | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.35% 08/15/2032                                                              | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1889234.48    | 0.00%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.75% 06/01/2027                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    4611000 | PA      | $4556361.96    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#ZT0787                                                                    | CUSIP: 3132AC2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     361526 | PA      | $336269.09     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2029#MA2037                                                                  | CUSIP: 31418BHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74409 | PA      | $72045.58      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033   | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5257717.22    | 0.01%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#                                                                        | CUSIP: 3128MJ6B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91527 | PA      | $82323.04      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2046#AS7770                                                                  | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1117982 | PA      | $1076697.03    | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2030#ZK7833                                                                    | CUSIP: 3131XBV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9398 | PA      | $9140.56       | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#QF1637                                                                    | CUSIP: 3133BNZA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91543 | PA      | $84038.89      | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2038#                                                                        | CUSIP: 3128M6SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4947 | PA      | $5091.04       | 0.00%             | 2038-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2030#AX7708                                                                    | CUSIP: 3138Y9R67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56703 | PA      | $55238.69      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2042#AK0981                                                                  | CUSIP: 3138E5CT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43571 | PA      | $40205.30      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/30#G18552                                                                         | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14404 | PA      | $14043.94      | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                                       | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5852891.49    | 0.01%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2038#RC3059                                                                  | CUSIP: 3133L9MG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     888418 | PA      | $819980.66     | 0.00%             | 2038-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2033#MA3312                                                                    | CUSIP: 31418CVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110326 | PA      | $106372.46     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 5.7% 10/15/2034                                                                 | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2187954.22    | 0.00%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#BE2869                                                                  | CUSIP: 3140FNFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4361 | PA      | $4191.38       | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 5.25% 06/15/2046                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $2027779.78    | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.8% 09/30/2047                                                        | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7733000 | PA      | $5681626.26    | 0.01%             | 2047-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AE2295                                                                           | CUSIP: 31419CRR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85190 | PA      | $83864.96      | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                               | CI FINL CORP 3.2% 12/17/2030                                                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    4250000 | PA      | $3707567.32    | 0.01%             | 2030-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#BM4918                                                                    | CUSIP: 3140J9PC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88102 | PA      | $81947.52      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030                                                   | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   13710000 | PA      | $12514843.09   | 0.02%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2055#MA5614                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23836298 | PA      | $23612353.54   | 0.04%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2052#QD7918                                                                    | CUSIP: 3133B5YP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     903953 | PA      | $770074.75     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.45% 06/29/2029                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002142.72    | 0.00%             | 2029-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AY3913                                                                  | CUSIP: 3138YHK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185847 | PA      | $169682.64     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 12/20/44#MA2444                                                                      | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     226350 | PA      | $202836.92     | 0.00%             | 2044-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4491231.53    | 0.01%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 03/01/2040#QK0207                                                                    | CUSIP: 3133D3GQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     304077 | PA      | $276336.43     | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT4165                                                                  | CUSIP: 3138WRTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3624181 | PA      | $3246765.94    | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#CB6300                                                                    | CUSIP: 3140QSAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5927747 | PA      | $5444627.03    | 0.01%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.15% 03/15/2045                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $5403130.60    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU8548                                                                  | CUSIP: 3138X8QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21551 | PA      | $19815.50      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2049#MA3630                                                                    | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81687 | PA      | $80471.42      | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2044#AV7923                                                                  | CUSIP: 3138XKYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2283 | PA      | $2230.82       | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 2.875% 04/15/2030                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    5778000 | PA      | $5318111.82    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2045#MA3311                                                                      | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1683975 | PA      | $1575269.21    | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2047#Q47255                                                                    | CUSIP: 3132WMBZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     752098 | PA      | $703055.41     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#CA2622                                                                  | CUSIP: 3140Q94G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1980753 | PA      | $1784146.46    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 09/08/2027                                                           | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $5385642.71    | 0.01%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $10924272.39   | 0.02%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2041#AI1937                                                                  | CUSIP: 3138AFEK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12145 | PA      | $12205.89      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD5878                                                                    | CUSIP: 3140FDQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670755 | PA      | $586925.06     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2053#MA4980                                                                    | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     386838 | PA      | $391769.50     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #748242                                                                          | CUSIP: 3620C4HT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33851 | PA      | $32429.69      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 1/41 #757946                                                                           | CUSIP: 36230SZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25996 | PA      | $24924.45      | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 08/01/41#890603                                                                    | CUSIP: 31410LNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101653 | PA      | $102181.00     | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2036#BT4333                                                                  | CUSIP: 3140LSY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129537 | PA      | $119761.18     | 0.00%             | 2036-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.45% 06/01/2032                                                              | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11671644.72   | 0.02%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5% 11/01/2032                                                                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    9230000 | PA      | $9078799.22    | 0.01%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2045#AX9784                                                                    | CUSIP: 3138YB2S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9883 | PA      | $8705.48       | 0.00%             | 2045-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/41#AB3035                                                                         | CUSIP: 31416YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     264826 | PA      | $266148.72     | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.05% 04/15/2032                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10646381.76   | 0.02%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/46#MA3661                                                                         | CUSIP: 36179SB63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39205 | PA      | $33793.79      | 0.00%             | 2046-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/2045#G08648                                                                  | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4157611 | PA      | $3655776.64    | 0.01%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2043#Q21595                                                                    | CUSIP: 3132JNXY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109173 | PA      | $97312.04      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/36 #995112                                                                           | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99426 | PA      | $102017.64     | 0.00%             | 2036-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 04/01/2030                                                                      | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5507971.68    | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.224% 03/25/2027                                                  | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13702081 | PA      | $13447182.56   | 0.02%             | 2027-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/50#BP5441                                                                         | CUSIP: 3140KDBK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10662 | PA      | $9175.88       | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8730000 | PA      | $8810122.72    | 0.01%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.032% 09/25/2026                                                  | CUSIP: 3137BUX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1178308 | PA      | $1171898.61    | 0.00%             | 2026-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2045#AY6023                                                                  | CUSIP: 3138YKVR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15881 | PA      | $14423.48      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 5/27 #AO4038                                                                      | CUSIP: 3138LUPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4704 | PA      | $4630.83       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                      | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5840022.28    | 0.01%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AY3002                                                                    | CUSIP: 3138YGKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1174 | PA      | $1163.18       | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.8% 10/01/2027                                                                 | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   10536000 | PA      | $10921264.12   | 0.02%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.78% 11/25/2032                                                   | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30500000 | PA      | $28902553.35   | 0.05%             | 2032-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AX3614                                                                  | CUSIP: 3138Y5AQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20020 | PA      | $18869.86      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2045#AS6302                                                                  | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31890 | PA      | $28943.98      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                           | GOLUB CAPITAL BDC INC 6% 07/15/2029                                                               | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2579736.67    | 0.00%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 1.65% 05/20/2032                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $11471940.90   | 0.02%             | 2032-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 2.5% 10/01/2043#AL6851                                                                       | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242355 | PA      | $210724.94     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2026#AL1006                                                                  | CUSIP: 3138EHDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12474 | PA      | $12396.47      | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2045#MA2523                                                                    | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     152879 | PA      | $148324.17     | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2027#AL2286                                                                    | CUSIP: 3138EJRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19696 | PA      | $19419.53      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AR7146                                                                  | CUSIP: 3138W45G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13120 | PA      | $11689.63      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#Q55877                                                                  | CUSIP: 3132XYQ75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18945 | PA      | $17123.10      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2046#Q39124                                                                    | CUSIP: 3132QWD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     430699 | PA      | $403421.31     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO2954                                                                           | CUSIP: 3138LTH84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63898 | PA      | $58884.59      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2029#J30162                                                                  | CUSIP: 31307LFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     278521 | PA      | $274344.58     | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 08/01/2029#J29000                                                                  | CUSIP: 31307H7M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8375 | PA      | $8183.20       | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.35% 04/15/2047                                                                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $4267316.55    | 0.01%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 05/01/2043#Q18457                                                                  | CUSIP: 3132J9ZX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     383107 | PA      | $343402.40     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2050#RA3827                                                                    | CUSIP: 3133KKHC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29978 | PA      | $27790.17      | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2047#MA4383                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6497771 | PA      | $6055983.23    | 0.01%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#SD6959                                                                    | CUSIP: 3132DUWU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28951255 | PA      | $28402750.73   | 0.05%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034                                                  | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3626710.82    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 03/01/2041#AB2537                                                                  | CUSIP: 31416XZB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11735 | PA      | $11793.59      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.7% 08/01/2025                                                     | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994034.00    | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 2/41 #691707                                                                           | CUSIP: 36296HNY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143437 | PA      | $137279.00     | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.45% 05/14/2046                                                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5561000 | PA      | $4661752.27    | 0.01%             | 2046-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2054#DA5827                                                                  | CUSIP: 3140A6PM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30566 | PA      | $30352.38      | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#BN5247                                                                    | CUSIP: 3140JMZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18237 | PA      | $17999.28      | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.6% 06/01/2050                                                                      | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $4003879.11    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#ZT1823                                                                    | CUSIP: 3132AEAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9893 | PA      | $9764.12       | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.00% 9/38 #004245                                                                        | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16660 | PA      | $17332.26      | 0.00%             | 2038-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE2267                                                                    | CUSIP: 3140FMQV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1078860 | PA      | $944025.49     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.831%/VAR 10/24/2051                                                 | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7984000 | PA      | $4821880.83    | 0.01%             | 2051-10-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2043#Q17795                                                                  | CUSIP: 3132J9C97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     216909 | PA      | $200298.65     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2047#Q47955                                                                  | CUSIP: 3132WMZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40226 | PA      | $38677.32      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 06/01/2044#Q28691                                                                  | CUSIP: 3132M9KC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85028 | PA      | $81931.15      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.572%/VAR 02/11/2031                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18666000 | PA      | $16863382.57   | 0.03%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/49#MA3692                                                                       | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6650342 | PA      | $5971533.30    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2053#QF7735                                                                  | CUSIP: 3133BVSY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     511487 | PA      | $508024.56     | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 4/26 #AI0400                                                                      | CUSIP: 3138ADNS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        205 | PA      | $204.27        | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2054#SD8419                                                                    | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     275373 | PA      | $266885.31     | 0.00%             | 2054-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD8194                                                                  | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  107452139 | PA      | $87858176.79   | 0.14%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2049#ZT1780                                                                    | CUSIP: 3132AD6R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     239586 | PA      | $207920.61     | 0.00%             | 2049-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.2% 03/01/2048                                                             | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $6058349.37    | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2035#MA3956                                                                    | CUSIP: 31418DME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1480170 | PA      | $1407266.40    | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.2% 11/15/2049                                                            | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   13533000 | PA      | $8815069.24    | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/46#MA3665                                                                         | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140451 | PA      | $136266.64     | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 6.375% 12/15/2038                                                              | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5337000 | PA      | $5791608.49    | 0.01%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 4/38 #889554                                                                           | CUSIP: 31410KH72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        835 | PA      | $874.79        | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 10/01/2027#MA3159                                                                    | CUSIP: 31418CQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301550 | PA      | $296849.09     | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#BY2578                                                                  | CUSIP: 3140NJ2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369266 | PA      | $366489.15     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.875% 02/07/2042                                                     | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2676323.81    | 0.00%             | 2042-02-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  317990000 | PA      | $312524546.88  | 0.50%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030                                                  | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59506180 | PA      | $54517509.15   | 0.09%             | 2030-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#CA2209                                                                  | CUSIP: 3140Q9N33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62741 | PA      | $60051.60      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $7358190.04    | 0.01%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2034#MA3827                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3260770 | PA      | $3048304.30    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 6.6% 04/01/2040                                                                        | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8356242.16    | 0.01%             | 2040-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 12/01/2040#A95406                                                                  | CUSIP: 312944AF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17158 | PA      | $16410.17      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    9512000 | PA      | $8411982.19    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.25% 09/11/2029                                                                     | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4367905.12    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/2038                                                 | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1773770.84    | 0.00%             | 2038-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2052#MA8043                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   61738027 | PA      | $53852679.85   | 0.09%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 1/41 #783237                                                                           | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     432352 | PA      | $414777.14     | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026                                                           | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2128000 | PA      | $2103335.10    | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.05% 07/15/2033                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30475000 | PA      | $30215230.19   | 0.05%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/49#CA4571                                                                         | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96446 | PA      | $89497.45      | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 02/15/2046                                                       | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20048400 | PA      | $13585140.47   | 0.02%             | 2046-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2050#FM7347                                                                    | CUSIP: 3140XBEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379839 | PA      | $327025.99     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 2.6% 07/23/2026                                                    | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19333000 | PA      | $18966346.37   | 0.03%             | 2026-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                    | COMCAST CORP 3.3% 02/01/2027                                                                      | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9461000 | PA      | $9301354.71    | 0.01%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 3.8% 12/15/2026                                                            | CUSIP: 776743AD8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $6691677.77    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#BK4764                                                                    | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3194687 | PA      | $2974498.88    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AJ9387                                                                     | CUSIP: 3138E2ND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7505 | PA      | $7409.47       | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.5% 04/15/2027                                                                    | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9637000 | PA      | $9350527.84    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                     | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $5864448.75    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   11081000 | PA      | $11069179.68   | 0.02%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AX4209                                                                  | CUSIP: 3138Y5VB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3477 | PA      | $3283.41       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 08/01/2044#AW5479                                                                  | CUSIP: 3138XVCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56416 | PA      | $53610.86      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.55% 04/17/2026                                                                     | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8685000 | PA      | $8681943.31    | 0.01%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.7% 04/15/2046                                                                     | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2017040.26    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2047#MA4837                                                                    | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6090707 | PA      | $5500593.19    | 0.01%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2048#BK6049                                                                  | CUSIP: 3140HKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14956 | PA      | $13494.85      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2030#AZ2794                                                                    | CUSIP: 3138YUC82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37264 | PA      | $36253.07      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                  | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6895363 | PA      | $6081678.63    | 0.01%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 03/01/2041#A97474                                                                  | CUSIP: 312946JT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7893 | PA      | $7532.97       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4688645.25    | 0.01%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2046#BC1141                                                                    | CUSIP: 3140EVHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6569 | PA      | $5755.95       | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2042#AO3748                                                                  | CUSIP: 3138LUEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69903 | PA      | $68396.98      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#ZT1864                                                                    | CUSIP: 3132AEB96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     318847 | PA      | $296272.78     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 5.8% 03/15/2030                                                       | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    6935000 | PA      | $6869070.90    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QE9573                                                                    | CUSIP: 3133BKT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1320339 | PA      | $1217474.56    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2051#QC7504                                                                    | CUSIP: 3133ASKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1112879 | PA      | $948927.01     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                        | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23779000 | PA      | $22835627.15   | 0.04%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6% 10/15/2039                                                                              | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     795000 | PA      | $789196.84     | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2046#AS7375                                                                    | CUSIP: 3138WHFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1267888 | PA      | $1111014.01    | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELMARVA POWER and LIGHT                                                        | DELMARVA POWER and LIGHT 4% 06/01/2042                                                            | CUSIP: 247109BR1<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2492596.05    | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2032#G18653                                                                  | CUSIP: 3128MMWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     691013 | PA      | $674382.28     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BJ1687                                                                    | CUSIP: 3140H22V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16118 | PA      | $15021.94      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2052#BV0783                                                                  | CUSIP: 3140MD2R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167926 | PA      | $149631.15     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2031#AS7437                                                                  | CUSIP: 3138WHHP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2928887 | PA      | $2810390.43    | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.558% 07/09/2034                                                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2320000 | PA      | $2361990.52    | 0.00%             | 2034-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QF0658                                                                    | CUSIP: 3133BMWT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     182926 | PA      | $177690.79     | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 09/01/2051#QC7582                                                                  | CUSIP: 3133ASM75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     924307 | PA      | $683089.38     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.926% 06/25/2028                                                  | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6180678 | PA      | $6120522.08    | 0.01%             | 2028-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 12/01/2027#AQ5189                                                                  | CUSIP: 3138MLXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2069 | PA      | $2032.75       | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 02/01/2053#MA4928                                                                  | CUSIP: 31418EPN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     825143 | PA      | $851720.85     | 0.00%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AR3239                                                                  | CUSIP: 3138W0S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24805 | PA      | $23040.01      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 7/40 #733784                                                                           | CUSIP: 3620AMFZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     352064 | PA      | $353664.16     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 06/20/2051#MA7417                                                                      | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48215185 | PA      | $38784280.54   | 0.06%             | 2051-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053                                                         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $1932386.38    | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 5/42 #AO3760                                                                           | CUSIP: 3138LUFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393024 | PA      | $364881.24     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#RC1932                                                                    | CUSIP: 3133L8ED3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     474658 | PA      | $428781.78     | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2028                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191946000 | PA      | $197906823.53  | 0.32%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#RA4418                                                                  | CUSIP: 3133KK4B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2181737 | PA      | $1795486.76    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 11/01/2038#A83067                                                                  | CUSIP: 312929MQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31651 | PA      | $31859.45      | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2050#FM4925                                                                    | CUSIP: 3140X8PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389983 | PA      | $336368.68     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.625% 04/15/2041                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3654000 | PA      | $3794333.40    | 0.01%             | 2041-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BBCMS MTG TR 2021-C12                                                           | BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054                                                        | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20880000 | PA      | $18158118.70   | 0.03%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2043#AT4670                                                                  | CUSIP: 3138WSFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62550 | PA      | $56026.47      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 8/37 #889039                                                                           | CUSIP: 31410GV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103319 | PA      | $106235.36     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/20/2050#MA6864                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4811607 | PA      | $3870455.06    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2047#Q50542                                                                  | CUSIP: 3132XSS84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89314 | PA      | $80834.60      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2032#AS9495                                                                  | CUSIP: 3138WKRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19774 | PA      | $18904.90      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/45#Q32267                                                                    | CUSIP: 3132QNQV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     880411 | PA      | $781083.53     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9816000 | PA      | $7897620.54    | 0.01%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/38 #934590                                                                          | CUSIP: 31412TXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10308 | PA      | $10953.60      | 0.00%             | 2038-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                       | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4165371.43    | 0.01%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#MA3304                                                                    | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     577424 | PA      | $502551.35     | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.95% 02/27/2063                                                                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2905513.94    | 0.00%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2046#MA2783                                                                  | CUSIP: 31418CCV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170269 | PA      | $163662.40     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.4% 11/01/2048                                                                | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $6275391.57    | 0.01%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    4439000 | PA      | $3819771.57    | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#DB7468                                                                  | CUSIP: 3140AHJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1094080 | PA      | $1034616.07    | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2028#257237                                                                  | CUSIP: 31371NV69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1349 | PA      | $1342.38       | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 4/28 20YR #C91167                                                                      | CUSIP: 3128P7JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        607 | PA      | $609.25        | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2047#G08768                                                                  | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282926 | PA      | $272035.80     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   13678000 | PA      | $13608256.97   | 0.02%             | 2025-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#BN6115                                                                  | CUSIP: 3140JNYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92055 | PA      | $87694.70      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2046#MA3876                                                                    | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1039159 | PA      | $1018226.64    | 0.00%             | 2046-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 2.875% 04/03/2028                                                  | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   12201000 | PA      | $11875308.70   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#BJ5838                                                                  | CUSIP: 3140H7PY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37225 | PA      | $35455.16      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2028#AB7795                                                                  | CUSIP: 31417EUV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10079 | PA      | $9857.45       | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AS2514                                                                  | CUSIP: 3138WBYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65281 | PA      | $63421.42      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.051%/VAR 02/01/2035                                                  | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $7029700.71    | 0.01%             | 2035-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP6523                                                                           | CUSIP: 3138MAG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40082 | PA      | $37247.36      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.95% 06/01/2033                                                                    | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4586956.52    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD5545                                                                    | CUSIP: 3140FDET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1237324 | PA      | $1082685.46    | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.5% 09/01/2030                                                                 | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3968820.00    | 0.01%             | 2030-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 02/01/2040#FM2428                                                                    | CUSIP: 3140X5VW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111616 | PA      | $101433.61     | 0.00%             | 2040-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.368% 06/15/2047                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   11033000 | PA      | $8733348.23    | 0.01%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 02/15/2042                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48988400 | PA      | $34852944.15   | 0.06%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.5% 06/01/2038#ZA2510                                                                  | CUSIP: 31329KYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107039 | PA      | $100561.85     | 0.00%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 4/35 #735503                                                                           | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     603856 | PA      | $628039.43     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#BU6396                                                                  | CUSIP: 3140M8DA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159165 | PA      | $139785.53     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.65% 08/15/2062                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1484510.76    | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BC1497                                                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1063086 | PA      | $998451.80     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#FS1924                                                                  | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12840289 | PA      | $10542993.03   | 0.02%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 9/39 #AC7260                                                                           | CUSIP: 31417UB61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113546 | PA      | $109081.33     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.188%/VAR 03/14/2035                                                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $9733778.58    | 0.02%             | 2035-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2047#Q50503                                                                  | CUSIP: 3132XSRZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143988 | PA      | $130317.68     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2047#G08780                                                                    | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     642785 | PA      | $600468.43     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#FM3869                                                                    | CUSIP: 3140X7JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2097218 | PA      | $1995888.81    | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/33 #555967                                                                          | CUSIP: 31385XTY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10278 | PA      | $10516.54      | 0.00%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $4536424.97    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2031#BC4079                                                                  | CUSIP: 3140EYQ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10781 | PA      | $10368.98      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1675                                                                    | CUSIP: 3140X42H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23136149 | PA      | $19984346.16   | 0.03%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2043#MA1285                                                                    | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7669313 | PA      | $7046154.12    | 0.01%             | 2043-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#G61896                                                                  | CUSIP: 31335CC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490229 | PA      | $443074.51     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.55% 03/15/2042                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   18866000 | PA      | $14549609.75   | 0.02%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AB9825                                                                  | CUSIP: 31417G4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125288 | PA      | $122125.56     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.95% 05/15/2062                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3864124.79    | 0.01%             | 2062-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2032#BM3860                                                                  | CUSIP: 3140J8JE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109826 | PA      | $105141.28     | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/41 #AJ3247                                                                          | CUSIP: 3138AUTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65323 | PA      | $62190.01      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 8/35 #255813                                                                           | CUSIP: 31371MDS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2388 | PA      | $2401.54       | 0.00%             | 2035-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2048#BK2023                                                                    | CUSIP: 3140HFG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     832419 | PA      | $819977.95     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                    | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   13726000 | PA      | $13166425.57   | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 3.9% 11/15/2049                                                                       | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3537879.58    | 0.01%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% #AL5231                                                                            | CUSIP: 3138EMY54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7247 | PA      | $7127.96       | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.875% 03/15/2039                                                                       | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $2807474.56    | 0.00%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24850000 | PA      | $25091336.24   | 0.04%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.45% 06/01/2027                                                                     | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6330293.27    | 0.01%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4.5% 06/01/2039#                                                                        | CUSIP: 3132D6GQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1610804 | PA      | $1587626.67    | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2045#MA2519                                                                    | CUSIP: 36179QYQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73817 | PA      | $64178.46      | 0.00%             | 2045-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.75% 06/15/2027                                                                 | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   18557000 | PA      | $18291772.41   | 0.03%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.685% 12/15/2044                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    8630000 | PA      | $7295006.49    | 0.01%             | 2044-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2045#MA2754                                                                    | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1989004 | PA      | $1815721.78    | 0.00%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2047#MA4384                                                                    | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1004672 | PA      | $971284.33     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.6% 08/19/2026                                                                         | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8167897.18    | 0.01%             | 2026-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 5/35 #G01818                                                                           | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     418110 | PA      | $421085.83     | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18700000 | PA      | $18634550.00   | 0.03%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 2.721% 01/12/2032                                                      | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28999000 | PA      | $25484924.38   | 0.04%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.375% 02/12/2035                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    9850000 | PA      | $9807546.50    | 0.02%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2026#AI8946                                                                  | CUSIP: 3138AN5G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6363 | PA      | $6310.99       | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.594%/VAR 07/10/2035                                                       | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4300000 | PA      | $4358125.34    | 0.01%             | 2035-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.45% 04/14/2046                                                                      | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $3960491.26    | 0.01%             | 2046-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 11/36 #902354                                                                          | CUSIP: 31411AQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        964 | PA      | $989.83        | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031                                                  | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9492376 | PA      | $8402390.19    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/45#AN5715                                                                         | CUSIP: 36186NK40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21039 | PA      | $18566.12      | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2044#AL5780                                                                  | CUSIP: 3138ENM63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35896 | PA      | $35113.85      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#BC2008                                                                    | CUSIP: 3140EWGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141871 | PA      | $124317.53     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2030#BA4495                                                                  | CUSIP: 3140E87H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55564 | PA      | $53466.67      | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051                                                       | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11841000 | PA      | $7709921.75    | 0.01%             | 2051-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2049#MA6220                                                                      | CUSIP: 36179U4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8810200 | PA      | $8167137.77    | 0.01%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.95% 04/15/2052                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4793261.88    | 0.01%             | 2052-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2045#Q32660                                                                  | CUSIP: 3132QN5W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62021 | PA      | $54799.31      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.75% 09/15/2027                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    9468000 | PA      | $9202214.30    | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/32#G18648                                                                       | CUSIP: 3128MMWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25331 | PA      | $24752.78      | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#QF2002                                                                  | CUSIP: 3133BPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6142279 | PA      | $5815161.82    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2031#BC6794                                                                  | CUSIP: 3140F2RQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205385 | PA      | $196887.09     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/41 #AI1743                                                                           | CUSIP: 3138AE5D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14965 | PA      | $14230.21      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 5.2% 03/01/2035                                                                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3810815.74    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2051#MA7313                                                                      | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6899323 | PA      | $6022434.57    | 0.01%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2032#G18669                                                                  | CUSIP: 3128MMW74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73970 | PA      | $70522.82      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7659                                                                    | CUSIP: 3133BHQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24736 | PA      | $24007.13      | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2037#MA4897                                                                  | CUSIP: 31418ENP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132019 | PA      | $121890.39     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#AS6902                                                                  | CUSIP: 3138WGU44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448230 | PA      | $432220.33     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 4/26 #AH5251                                                                      | CUSIP: 3138A6ZR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5209 | PA      | $5171.88       | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 2.375% 07/07/2027                                                         | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    5346000 | PA      | $5178655.66    | 0.01%             | 2027-07-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BO6164                                                                    | CUSIP: 3140K1Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108323 | PA      | $93431.25      | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 6.00% 11/39 #782803                                                                          | CUSIP: 36241LDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7640 | PA      | $7917.10       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/45#Q34655                                                                    | CUSIP: 3132QRE55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139230 | PA      | $122903.47     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BC0741                                                                    | CUSIP: 3140EUZF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33499 | PA      | $32526.55      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2046#AZ3748                                                                  | CUSIP: 3138YVEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17612 | PA      | $14862.44      | 0.00%             | 2046-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2036#FM6149                                                                    | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62984 | PA      | $57309.93      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033                                                        | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7951454.00    | 0.01%             | 2033-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 3.4% 11/15/2049                                                         | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    8313000 | PA      | $5730390.81    | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2044#AS3955                                                                    | CUSIP: 3138WDMD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31039 | PA      | $29248.82      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033                                                 | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   28960000 | PA      | $29754774.48   | 0.05%             | 2033-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                               | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1812246.02    | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.35% 03/14/2034                                                               | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3513344.75    | 0.01%             | 2034-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#QF0615                                                                    | CUSIP: 3133BMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1752261 | PA      | $1703320.08    | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.1% 06/15/2030                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   12189000 | PA      | $10712603.84   | 0.02%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/31#AS7638                                                                       | CUSIP: 3138WHPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17860 | PA      | $17121.13      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2050#MA6411                                                                      | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2943003 | PA      | $2728191.87    | 0.00%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3% 12/15/2026                                                                          | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5321000 | PA      | $5237771.79    | 0.01%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 5.95% 04/01/2037                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2095492.80    | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 02/15/2043#AB3902                                                                  | CUSIP: 36178QKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124522 | PA      | $114887.82     | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2046#MA3805                                                                    | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     377193 | PA      | $365954.50     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 6.5% 08/15/2037                                                                       | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6573000 | PA      | $7470444.16    | 0.01%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 02/15/2026                                                                       | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        300 | PA      | $294.59        | 0.00%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2028#AT7231                                                                  | CUSIP: 3138WVA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47994 | PA      | $46709.13      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2030#AS4329                                                                    | CUSIP: 3138WDY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311242 | PA      | $303291.54     | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033                                                      | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30339578.70   | 0.05%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2051#FM7460                                                                    | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135199 | PA      | $125626.71     | 0.00%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD                                         | BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3043000 | PA      | $3017558.12    | 0.00%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2709832.10    | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU2918                                                                  | CUSIP: 3138X2G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242205 | PA      | $215939.75     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #MA0978                                                                      | CUSIP: 31418ACQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4634 | PA      | $4572.79       | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BD5561                                                                  | CUSIP: 3140FDFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102504 | PA      | $98176.75      | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2043#Q20537                                                                  | CUSIP: 3132JMS26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57163 | PA      | $51192.66      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 1.5% 08/01/2031#MA4409                                                                  | CUSIP: 31418D3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28774 | PA      | $26883.61      | 0.00%             | 2031-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#BX4163                                                                  | CUSIP: 3140N8TV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124696 | PA      | $123828.62     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#FM2432                                                                    | CUSIP: 3140X5V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314550 | PA      | $270814.96     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 11/01/2037#QO1015                                                                  | CUSIP: 3133WKDU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19580 | PA      | $18763.15      | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 3.266% 11/01/2049                                                              | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    7259000 | PA      | $4882229.91    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AB9347                                                                  | CUSIP: 31417GL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1214643 | PA      | $1083397.27    | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2045#AY7832                                                                  | CUSIP: 3138YMV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104724 | PA      | $92615.83      | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 5.25% 01/15/2053                                                        | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3848499.65    | 0.01%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15589000 | PA      | $14474750.19   | 0.02%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 2.2% 11/02/2028                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $10285999.40   | 0.02%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 4.5% 09/15/2042                                                             | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   16137000 | PA      | $12418421.19   | 0.02%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 9/33 #594730                                                                           | CUSIP: 36201VVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1389 | PA      | $1374.17       | 0.00%             | 2033-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2031#BC0770                                                                    | CUSIP: 3140EU2C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49910 | PA      | $48444.67      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#BJ9325                                                                    | CUSIP: 3140HBLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39694 | PA      | $34658.66      | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7746000 | PA      | $7657823.10    | 0.01%             | 2026-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/40 #AB1335                                                                           | CUSIP: 31416WPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1434895 | PA      | $1411277.37    | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2053#QG8026                                                                    | CUSIP: 3133C84K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4439838 | PA      | $4496437.89    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 1/26 #AH2555                                                                      | CUSIP: 3138A3ZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         66 | PA      | $65.82         | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 2.45% 12/02/2031                                                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   20546000 | PA      | $17793098.17   | 0.03%             | 2031-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2054#MA9725                                                                    | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     940175 | PA      | $934906.52     | 0.00%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2047#CA0629                                                                  | CUSIP: 3140Q7VX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28347 | PA      | $25710.63      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2038#SB8240                                                                  | CUSIP: 3132D6EM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164331 | PA      | $151671.64     | 0.00%             | 2038-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 05/15/2040                                                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6354800 | PA      | $6102842.09    | 0.01%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24777457 | PA      | $23467572.38   | 0.04%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2052#BV6616                                                                    | CUSIP: 3140MLK66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     459542 | PA      | $421586.00     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2041#AL5459                                                                  | CUSIP: 3138ENB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8733 | PA      | $8983.25       | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2050#QA6848                                                                  | CUSIP: 3133A1TD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     410568 | PA      | $368147.84     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.05% 05/17/2028                                                                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7498317.98    | 0.01%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048                                                      | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13941000 | PA      | $9898110.00    | 0.02%             | 2048-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#QO0931                                                                    | CUSIP: 3133WKA89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107346 | PA      | $104277.09     | 0.00%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA ARM 5.09% 11/34 #735032                                                                      | CUSIP: 31402QSV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1089745 | PA      | $1118812.86    | 0.00%             | 2034-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                                           | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2353951.82    | 0.00%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#BA2766                                                                    | CUSIP: 3140E7CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10390 | PA      | $9725.71       | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#DB1122                                                                  | CUSIP: 3140AAG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1518922 | PA      | $1505505.99    | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2047#BH5642                                                                    | CUSIP: 3140GUHU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185158 | PA      | $161438.51     | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 10/41 #479430                                                                          | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     461140 | PA      | $441951.03     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                       | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7745097.35    | 0.01%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 5% 08/15/2046                                                                       | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1332812.84    | 0.00%             | 2046-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 9/26 #AE2790                                                                      | CUSIP: 31419DC41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3318 | PA      | $3290.06       | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2039#G60494                                                                  | CUSIP: 31335ARP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     261202 | PA      | $268272.96     | 0.00%             | 2039-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.984% 09/25/2050                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2025014.32    | 0.00%             | 2050-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.608% 07/14/2031                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $870053.39     | 0.00%             | 2031-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 10/01/2030#J32989                                                                    | CUSIP: 31307PKA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     520792 | PA      | $507071.59     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2043#MA1224                                                                    | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333103 | PA      | $306806.42     | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2034#MA3631                                                                    | CUSIP: 31418DA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2297 | PA      | $2197.66       | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 06/01/2045#AY5629                                                                  | CUSIP: 3138YKHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403368 | PA      | $354216.49     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 12/40 #004883                                                                       | CUSIP: 36202FM86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23388 | PA      | $23002.39      | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2049#                                                                          | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8967277 | PA      | $8326804.40    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 2.375% 05/22/2030                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9144000 | PA      | $8273285.92    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2055#MB0205                                                                    | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2974140 | PA      | $2955381.53    | 0.00%             | 2055-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2034#SB8006                                                                    | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1199564 | PA      | $1143854.90    | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#AS6198                                                                  | CUSIP: 3138WF3G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13796 | PA      | $12521.54      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2043#Q21341                                                                    | CUSIP: 3132JNP27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41713 | PA      | $37593.97      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2029#AW4170                                                                    | CUSIP: 3138XTT47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25042 | PA      | $24456.97      | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#QI7798                                                                  | CUSIP: 3133WEUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     442428 | PA      | $438520.37     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#QB7860                                                                  | CUSIP: 3133AEWV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258763 | PA      | $213114.08     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.50% 5/41 #Q00736                                                                           | CUSIP: 3132GDY97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136833 | PA      | $134357.28     | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 1.684%/VAR 11/18/2027                                                           | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15869000 | PA      | $15275654.76   | 0.02%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.55% 07/27/2033                                                                | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   24746000 | PA      | $20570112.50   | 0.03%             | 2033-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 1.75% 08/12/2031                                                            | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1715370.04    | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 08/20/2044#MA2149                                                                    | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99611 | PA      | $94570.67      | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 05/01/2045#MA2279                                                                  | CUSIP: 31418BQ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13778 | PA      | $12964.03      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 6.95%/VAR 12/15/2054                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3374378.70    | 0.01%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2% 08/20/2052#MA8196                                                                      | CUSIP: 36179XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2214758 | PA      | $1791066.98    | 0.00%             | 2052-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.45% 03/15/2043                                                   | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1722800.06    | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#BV4124                                                                    | CUSIP: 3140MHSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47540 | PA      | $37185.19      | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 3/27 #AK2934                                                                      | CUSIP: 3138E7HL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1896 | PA      | $1876.41       | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#QJ7020                                                                  | CUSIP: 3133CXYR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1354835 | PA      | $1344222.68    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 01/01/45#G08624                                                                    | CUSIP: 3128MJVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225903 | PA      | $213158.39     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 5.1% 03/15/2049                                                         | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2778000 | PA      | $2444744.87    | 0.00%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN3899                                                                    | CUSIP: 3140JLKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246826 | PA      | $229582.34     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.49% 05/15/2027                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6076000 | PA      | $5954332.78    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3123003.39    | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2032#BJ5985                                                                    | CUSIP: 3140H7UK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211684 | PA      | $203676.64     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2050#MA6821                                                                    | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229761 | PA      | $206422.81     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 4/42 #AK8237                                                                           | CUSIP: 3138EDEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316880 | PA      | $301419.49     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#BU6034                                                                    | CUSIP: 3140M7V40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341461 | PA      | $309099.02     | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 6.25% 09/01/2037                                                          | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2114191.74    | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2035#QN3886                                                                    | CUSIP: 3133GAJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38460145 | PA      | $34995336.29   | 0.06%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#QI7614                                                                  | CUSIP: 3133WEN71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147403 | PA      | $146077.92     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#BX5097                                                                  | CUSIP: 3140N9UX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     431101 | PA      | $428667.41     | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 01/20/2053#MA8570                                                                    | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127781 | PA      | $127583.66     | 0.00%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 06/20/2042#783607                                                                    | CUSIP: 3622A2AG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1882830 | PA      | $1740906.65    | 0.00%             | 2042-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.2% 04/01/2043                                                                    | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1042488.32    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.375% 12/01/2027                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   17551000 | PA      | $17147350.87   | 0.03%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 02/01/2028#C91162                                                                  | CUSIP: 3128P7JF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        507 | PA      | $512.12        | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                    | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7529198.89    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2027#AP3431                                                                  | CUSIP: 3138M6Y50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6999 | PA      | $6852.67       | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#QD1343                                                                    | CUSIP: 3133AXP48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     934400 | PA      | $734667.93     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU7156                                                                  | CUSIP: 3138X65S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150454 | PA      | $138231.81     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 11/25 #AD7684                                                                     | CUSIP: 31418VRE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         81 | PA      | $80.27         | 0.00%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2048#MA5134                                                                    | CUSIP: 36179TV36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148564 | PA      | $126375.81     | 0.00%             | 2048-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#A95946                                                                    | CUSIP: 312944TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31999 | PA      | $30564.43      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#QG5830                                                                    | CUSIP: 3133C6PP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1625478 | PA      | $1648180.60    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 6% 06/15/2054                                                                          | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4402671.38    | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4% 12/15/2026                                                                         | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    9055000 | PA      | $8973727.12    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 08/15/2039                                                       | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4449500 | PA      | $4354079.09    | 0.01%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2035#G01918                                                                  | CUSIP: 3128LXDX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56161 | PA      | $57788.25      | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 4/41 #005017                                                                        | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89061 | PA      | $87581.04      | 0.00%             | 2041-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/39 #AB0194                                                                           | CUSIP: 31416VGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12128 | PA      | $12480.49      | 0.00%             | 2039-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 5/41 #691714                                                                           | CUSIP: 36296HN70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66535 | PA      | $63690.80      | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2050#MA6542                                                                    | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11378451 | PA      | $10229796.52   | 0.02%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2047#BE7047                                                                  | CUSIP: 3140FSZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91685 | PA      | $83042.64      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2042#AP5921                                                                  | CUSIP: 3138M9SK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276064 | PA      | $254603.89     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#BP6749                                                                  | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5253331 | PA      | $4323290.91    | 0.01%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 3.5% 12/05/2026                                                                | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1680656.57    | 0.00%             | 2026-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/45#AS5181                                                                    | CUSIP: 3138WEXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93306 | PA      | $84744.36      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.7% 04/01/2035                                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4986559.40    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.422%/VAR 02/22/2029                                                  | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12500000 | PA      | $12755432.38   | 0.02%             | 2029-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4403379.84    | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4343702.00    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2032#CA0209                                                                  | CUSIP: 3140Q7GT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39606 | PA      | $37718.59      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    6144000 | PA      | $5648583.05    | 0.01%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2048#ZN1700                                                                    | CUSIP: 3131Y73H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     564911 | PA      | $557041.61     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2047#MA2960                                                                    | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591126 | PA      | $551861.30     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#QC7083                                                                  | CUSIP: 3133AR2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1930541 | PA      | $1580315.79    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#QA8154                                                                    | CUSIP: 3133A3BX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2298562 | PA      | $2131517.47    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2054#DC3490                                                                  | CUSIP: 3140AQ2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     846855 | PA      | $840566.33     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | NY *PORT AUTH-TXB-164TH 5.647% 11/01/40                                                           | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4135000 | PA      | $4261083.59    | 0.01%             | 2040-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2032#G18632                                                                    | CUSIP: 3128MMV26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4969 | PA      | $4812.23       | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2027#ZK4031                                                                    | CUSIP: 3131X7PQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50953 | PA      | $50239.36      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2043#Q19773                                                                    | CUSIP: 3132JBJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191648 | PA      | $171664.51     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.834% 04/24/2030                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4800846.23    | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2042#Q11930                                                                    | CUSIP: 3132HNEB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9013 | PA      | $8270.83       | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2052#QF1293                                                                    | CUSIP: 3133BNNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2616027 | PA      | $2542960.87    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2048#BJ4547                                                                    | CUSIP: 3140H6BR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263818 | PA      | $245882.57     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044                                                    | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $5984775.32    | 0.01%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.625% 04/29/2030                                                     | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5123000 | PA      | $5048103.84    | 0.01%             | 2030-04-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.65% 08/01/2025                                                            | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9532000 | PA      | $9516340.93    | 0.02%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2049#SD8020                                                                  | CUSIP: 3132DV4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62549 | PA      | $51729.68      | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2055#                                                                          | CUSIP: 3618N5H77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97000 | PA      | $81262.49      | 0.00%             | 2055-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2033#G16661                                                                  | CUSIP: 3128MFTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     613925 | PA      | $585550.46     | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AU9716                                                                  | CUSIP: 3138X9YN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51423 | PA      | $50233.23      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2045#Q31396                                                                  | CUSIP: 3132QMRS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     998035 | PA      | $913223.11     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2045#Q36814                                                                    | CUSIP: 3132QTSC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1394832 | PA      | $1307365.63    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2042#AL8113                                                                  | CUSIP: 3138ETAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102543 | PA      | $105464.26     | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 8/37 #948590                                                                           | CUSIP: 31413LKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        358 | PA      | $379.84        | 0.00%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                              | HONDA MOTOR CO LTD 2.534% 03/10/2027                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   14164000 | PA      | $13690443.09   | 0.02%             | 2027-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.00% 12/41 #709061                                                                          | CUSIP: 36297DWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38350 | PA      | $36854.50      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3221915 | PA      | $3082797.46    | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 11/15/2028                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19870000 | PA      | $19380235.50   | 0.03%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $4812200.93    | 0.01%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                   | LOS ANGELES CALIF DEPT ARPTS ARPT REV BUILD AMERICA BONDS-DIRECT PAY                              | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3270000 | PA      | $3493132.05    | 0.01%             | 2039-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.333%/VAR 03/27/2036                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12625486.08   | 0.02%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#CA1907                                                                  | CUSIP: 3140Q9DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427544 | PA      | $409350.19     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2050#CA8190                                                                    | CUSIP: 3140QGC47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308781 | PA      | $299505.45     | 0.00%             | 2050-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2050#MA6475                                                                    | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112885 | PA      | $101489.46     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#FM1459                                                                    | CUSIP: 3140X4TR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367605 | PA      | $317527.05     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 5/37 #G02793                                                                           | CUSIP: 3128M4NJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6291 | PA      | $6332.29       | 0.00%             | 2037-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   16340000 | PA      | $15412705.00   | 0.02%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2055#DC9956                                                                  | CUSIP: 3140AYB20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3155770 | PA      | $3126121.49    | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.9% 11/01/2034                                                            | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5550264.77    | 0.01%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3.50% 5/32 #C91447                                                                      | CUSIP: 3128P7TC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3107 | PA      | $3033.91       | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2047#BH0466                                                                    | CUSIP: 3140GNQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106759 | PA      | $99667.72      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2048#BJ9240                                                                  | CUSIP: 3140HBHS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33095 | PA      | $33714.39      | 0.00%             | 2048-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 9/42 #AP4987                                                                           | CUSIP: 3138M8RH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293061 | PA      | $272171.15     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#G08800                                                                  | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     803507 | PA      | $726219.35     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2050#QA6629                                                                    | CUSIP: 3133A1LJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     632223 | PA      | $539181.45     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 2/27 #AK2487                                                                      | CUSIP: 3138E6XR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8121 | PA      | $8010.19       | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4369000 | PA      | $3766965.87    | 0.01%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 06/01/45#Q33777                                                                    | CUSIP: 3132QQFT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5196 | PA      | $4601.46       | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 2.875% 03/15/2032                                                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1827672.40    | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| AFLAC INC                                                                       | AFLAC INC 3.6% 04/01/2030                                                                         | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4660412.56    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#FS2258                                                                  | CUSIP: 3140XHQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53883754 | PA      | $47878614.45   | 0.08%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/32#J36361                                                                       | CUSIP: 31307TB67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73026 | PA      | $70056.49      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.0% 09/01/2030#G18569                                                                  | CUSIP: 3128MMT37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     644960 | PA      | $627943.80     | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#FM5826                                                                    | CUSIP: 3140X9PL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307875 | PA      | $286655.56     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2043#MA1373                                                                    | CUSIP: 36179NQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177647 | PA      | $156023.48     | 0.00%             | 2043-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2030#BA3040                                                                  | CUSIP: 3140E7LW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13680 | PA      | $13150.94      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AL4759                                                                    | CUSIP: 36184BJC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72922 | PA      | $64350.55      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2047#G08781                                                                  | CUSIP: 3128MJ2P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     285706 | PA      | $274351.79     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2203091.35    | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5077562.86    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2033#ZS8694                                                                  | CUSIP: 3132A9UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3930 | PA      | $3826.44       | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BJ3210                                                                    | CUSIP: 3140H4R89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105943 | PA      | $98740.72      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 10/26 #AJ3058                                                                     | CUSIP: 3138AUMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5877 | PA      | $5822.11       | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                                      | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11297000 | PA      | $10688668.64   | 0.02%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.375% 04/15/2028                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    8560000 | PA      | $8735434.80    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2050#MA6931                                                                    | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45004894 | PA      | $37762958.18   | 0.06%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 05/15/2042#757522                                                                  | CUSIP: 36230SLB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87933 | PA      | $79687.32      | 0.00%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                      | BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9440000 | PA      | $8506538.82    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2044#AW8329                                                                  | CUSIP: 3138XYHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3365 | PA      | $3262.54       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $19460169.63   | 0.03%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 8/40 #G08417                                                                           | CUSIP: 3128MJPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44175 | PA      | $44460.01      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 6/27 #AI9111                                                                      | CUSIP: 3138APDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5192 | PA      | $5111.42       | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #AH0827                                                                     | CUSIP: 3138A14M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        553 | PA      | $550.28        | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/47#MA4651                                                                           | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     797988 | PA      | $703049.30     | 0.00%             | 2047-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 3.50% 6/42 #AO7716                                                                           | CUSIP: 3138LYSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81022 | PA      | $75313.69      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2041#AJ0785                                                                  | CUSIP: 3138AR2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8797 | PA      | $8361.57       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA5670                                                                    | CUSIP: 3140QDJQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1557372 | PA      | $1340833.08    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2030#AY0978                                                                  | CUSIP: 3138YECQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31405 | PA      | $30368.81      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.35% 08/15/2046                                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2647397.03    | 0.00%             | 2046-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                    | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1175832.66    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BE4879                                                                  | CUSIP: 3140FQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115158 | PA      | $110101.61     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.15% 08/13/2027                                                         | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16723000 | PA      | $15649369.52   | 0.02%             | 2027-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.05% 02/28/2033                                                     | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9049650.25    | 0.01%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/39 #930760                                                                           | CUSIP: 31412PB59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2652 | PA      | $2665.96       | 0.00%             | 2039-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.15% 02/15/2035                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5453035.28    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2043#Q19147                                                                  | CUSIP: 3132JATD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39273 | PA      | $36361.08      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.7% 12/01/2047                                                                  | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    4679000 | PA      | $3441260.62    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AK8997                                                                         | CUSIP: 36183S7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24467 | PA      | $21590.95      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 3.25% 04/01/2026                                                                        | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2925927.59    | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2049#FM1051                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6627 | PA      | $6341.28       | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB3313                                                                  | CUSIP: 3140ACVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496356 | PA      | $491994.86     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE4330                                                                    | CUSIP: 3140FPY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133146 | PA      | $116297.81     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2048#Q56678                                                                    | CUSIP: 3132Y0M49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6380 | PA      | $5954.46       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.875% 12/16/2036                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13741000 | PA      | $14511405.79   | 0.02%             | 2036-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2031#BE4264                                                                  | CUSIP: 3140FPW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     322988 | PA      | $308539.28     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5120000 | PA      | $5286938.37    | 0.01%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2048#G08795                                                                    | CUSIP: 3128MJ3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     936542 | PA      | $816182.13     | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                    | ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050                                                    | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6016000 | PA      | $4083245.09    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 10/38 #889983                                                                          | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302390 | PA      | $316956.42     | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.0% 08/01/2025#AE2288                                                                  | CUSIP: 31419CRJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        929 | PA      | $925.59        | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.5% 11/01/2027                                                                  | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3902441.52    | 0.01%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#ZT1545                                                                    | CUSIP: 3132ADWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16754 | PA      | $15583.23      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2045#AY1805                                                                  | CUSIP: 3138YFAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44426 | PA      | $40619.78      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 09/01/2054#QJ3279                                                                    | CUSIP: 3133CTUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     863149 | PA      | $873248.75     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2045#V81760                                                                    | CUSIP: 3132L65V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48056 | PA      | $45263.25      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/47#AS8650                                                                         | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3316061 | PA      | $2901625.03    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 2/37 #888341                                                                           | CUSIP: 31410F5A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     774704 | PA      | $779061.56     | 0.00%             | 2037-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.0% 03/20/2045#MA2755                                                                    | CUSIP: 36179RBY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4028692 | PA      | $3821367.39    | 0.01%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/43#AS0830                                                                    | CUSIP: 3138W94Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221177 | PA      | $216125.34     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4% 02/01/2048                                                                              | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   17508000 | PA      | $12627670.91   | 0.02%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.3% 11/15/2032                                                                      | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9956000 | PA      | $9509601.93    | 0.02%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GE CAPITAL FUNDING LLC                                                          | GE CAPITAL FUNDING LLC 4.4% 05/15/2030                                                            | CUSIP: 36166NAJ2<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4878612.00    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 3.125% 08/01/2050                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3288347.95    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 10/01/2025#AD8219                                                                    | CUSIP: 31418WDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4546 | PA      | $4527.39       | 0.00%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD2467                                                                  | CUSIP: 3132DPW46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441713 | PA      | $418189.20     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2036#MA4403                                                                    | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30175 | PA      | $27277.72      | 0.00%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2049#MA3644                                                                    | CUSIP: 31418DBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99276 | PA      | $85999.67      | 0.00%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10575000 | PA      | $7562383.64    | 0.01%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2031#G18607                                                                  | CUSIP: 3128MMU92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1887856 | PA      | $1811798.38    | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2046#AS7244                                                                  | CUSIP: 3138WHBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6959 | PA      | $6311.42       | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 8/25 #AE3112                                                                      | CUSIP: 31419DN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        182 | PA      | $181.67        | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 05/01/2055#SD8535                                                                  | CUSIP: 3132DWPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57669441 | PA      | $59256648.41   | 0.09%             | 2055-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2034#SB8001                                                                  | CUSIP: 3132D53J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148749 | PA      | $143938.22     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/30#G15446                                                                         | CUSIP: 3128MEHX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46877 | PA      | $45789.20      | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#BE4217                                                                    | CUSIP: 3140FPVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168780 | PA      | $147685.90     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#MA4497                                                                    | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1760899 | PA      | $1591256.74    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.375% 08/16/2041                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4484806.35    | 0.01%             | 2041-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2043#AS1128                                                                  | CUSIP: 3138WAHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54677 | PA      | $53391.65      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2048#MA3377                                                                    | CUSIP: 31418CXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139055 | PA      | $121024.57     | 0.00%             | 2048-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                   | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                    | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4934401.50    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 7/38 #G04468                                                                           | CUSIP: 3128M6JM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3036 | PA      | $3056.22       | 0.00%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2030#BC0406                                                                  | CUSIP: 3140EUNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3786 | PA      | $3716.62       | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.217%/VAR 04/22/2042                                                              | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14442000 | PA      | $10618560.65   | 0.02%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2049#ZT1866                                                                    | CUSIP: 3132AECB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     276792 | PA      | $272672.78     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/45#MA2136                                                                    | CUSIP: 31418BLS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111437 | PA      | $101917.01     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU5383                                                                  | CUSIP: 3138X46V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92272 | PA      | $82452.03      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10605000 | PA      | $9671760.00    | 0.02%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 07/20/2051#MA7471                                                                      | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  187984532 | PA      | $151214701.40  | 0.24%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 09/01/2043#AU7774                                                                  | CUSIP: 3138X7T86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14242 | PA      | $12626.47      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                  | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67899 | PA      | $60989.72      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2048#Z40128                                                                    | CUSIP: 3132FCD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22416 | PA      | $20787.38      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 1/27 #AK0006                                                                      | CUSIP: 3138E4AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72881 | PA      | $71922.72      | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 06/01/2031#J34627                                                                    | CUSIP: 31307RD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36229 | PA      | $35157.67      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#BA0108                                                                    | CUSIP: 3140E4DN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253698 | PA      | $237480.64     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 08/01/2053#RA9573                                                                  | CUSIP: 3133KRT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     500131 | PA      | $495433.78     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.35% 01/15/2047                                                     | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11447000 | PA      | $7932771.00    | 0.01%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2045#AS5177                                                                  | CUSIP: 3138WEXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335408 | PA      | $304631.77     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.2% 03/01/2055                                                                           | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $7264401.12    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2046#MA2516                                                                    | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8194 | PA      | $7190.36       | 0.00%             | 2046-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2049#BO1460                                                                    | CUSIP: 3140JVTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56619 | PA      | $55723.67      | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2049#MA5761                                                                      | CUSIP: 36179UMJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113319 | PA      | $99837.54      | 0.00%             | 2049-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.7% 02/10/2053                                                                        | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7179019.52    | 0.01%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2050#MA3990                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591118 | PA      | $488129.74     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC0791                                                                  | CUSIP: 3140EU2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3243311 | PA      | $2943681.75    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QF0666                                                                    | CUSIP: 3133BMW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1994432 | PA      | $1831571.01    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2026#890376                                                                  | CUSIP: 31410LFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5057 | PA      | $5011.21       | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2047#BH0907                                                                  | CUSIP: 3140GPAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60708 | PA      | $58295.74      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 11/20/2052#MA8427                                                                    | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53179622 | PA      | $50652036.74   | 0.08%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 1/38 #952038                                                                           | CUSIP: 31413QEK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23699 | PA      | $24392.49      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2043#AU8408                                                                  | CUSIP: 3138X8KW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59200 | PA      | $54431.49      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0919                                                                  | CUSIP: 3140JHAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16706 | PA      | $15973.55      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2028#AR8467                                                                  | CUSIP: 3138W6MR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2790 | PA      | $2724.01       | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#SD8469                                                                  | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237777 | PA      | $235616.97     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#FM2337                                                                  | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24217 | PA      | $23171.26      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 01/01/2054#RJ1373                                                                  | CUSIP: 3142GRQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     480008 | PA      | $476023.73     | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2044#AV5420                                                                    | CUSIP: 3138XHAW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121915 | PA      | $122095.91     | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2042#AO1803                                                                    | CUSIP: 3138LSAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3048910 | PA      | $2888638.51    | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026                                                        | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4677191.17    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2051#FM6293                                                                    | CUSIP: 3140X97F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14966 | PA      | $12786.77      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2053#SD8308                                                                  | CUSIP: 3132DWGR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9189212 | PA      | $9137337.54    | 0.01%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN0341                                                                    | CUSIP: 3140JGLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     947859 | PA      | $935528.74     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/46#AS7582                                                                         | CUSIP: 3138WHM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134972 | PA      | $118272.13     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 12/01/2044#AY4301                                                                  | CUSIP: 3138YHX70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49095 | PA      | $46279.16      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AW3673                                                                  | CUSIP: 3138XTCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1870 | PA      | $1816.82       | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2045#MA3172                                                                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     660229 | PA      | $584362.25     | 0.00%             | 2045-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#BM3065                                                                  | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2120398 | PA      | $1920532.41    | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 11/40 #AE3874                                                                          | CUSIP: 31419EJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446367 | PA      | $438863.15     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 1/41 #A96174                                                                           | CUSIP: 3129442F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71090 | PA      | $67907.21      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 10/01/2046#AS8186                                                               | CUSIP: 3138WJCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19289 | PA      | $16878.51      | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.375% 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1526102.43    | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 4.3% 05/15/2028                                                                         | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4772399.21    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049                                  | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14743149 | PA      | $14502493.63   | 0.02%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 6.3% 03/01/2038                                                                    | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5596000 | PA      | $6017096.37    | 0.01%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 07/01/2039#MA3698                                                                  | CUSIP: 31418DDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370592 | PA      | $346546.19     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.50% 10/36 #745948                                                                          | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57629 | PA      | $60880.51      | 0.00%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#FM0020                                                                  | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5465893 | PA      | $4907982.40    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4528000 | PA      | $3693329.31    | 0.01%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 08/01/2043#Q20550                                                                  | CUSIP: 3132JMTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      61520 | PA      | $54992.95      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6424                                                                  | CUSIP: 3133KND59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1525296 | PA      | $1251924.15    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 04/01/2030#AL6584                                                                  | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7678 | PA      | $7488.00       | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 7/39 #G05527                                                                           | CUSIP: 3128M7PL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325299 | PA      | $312009.36     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.5% 02/15/2042#793120                                                                  | CUSIP: 36177MPE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     322485 | PA      | $299331.99     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 5% 01/15/2028                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1298167.64    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026                                                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17287550.06   | 0.03%             | 2026-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2053#MA9169                                                                    | CUSIP: 36179YFJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239951 | PA      | $226934.31     | 0.00%             | 2053-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#                                                                            | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6437587 | PA      | $5613349.49    | 0.01%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN5754                                                                    | CUSIP: 36186NMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      63199 | PA      | $55769.83      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT5378                                                                  | CUSIP: 3138WS6Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552011 | PA      | $494219.47     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2041#AJ9278                                                                  | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6877882 | PA      | $6388248.92    | 0.01%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.00% 6/40 #004715                                                                        | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     223566 | PA      | $225120.30     | 0.00%             | 2040-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#CA6423                                                                    | CUSIP: 3140QED58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     877188 | PA      | $754948.51     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.3% 05/09/2035                                                                       | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9987830.40    | 0.02%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 4.643% 12/01/2044                                                               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2471658.67    | 0.00%             | 2044-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.00% 7/40 #783050                                                                        | CUSIP: 36241LL79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1540 | PA      | $1550.75       | 0.00%             | 2040-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2028                                                                       | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52950000 | PA      | $53345056.77   | 0.09%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#BQ6617                                                                  | CUSIP: 3140KSK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     726042 | PA      | $536565.85     | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#Q54036                                                                  | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5386 | PA      | $4867.55       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 3.3% 03/15/2028                                                              | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    7930000 | PA      | $7771875.80    | 0.01%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2027#ZA2693                                                                    | CUSIP: 31329K7E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10429 | PA      | $10287.44      | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 2/41 #AH0347                                                                           | CUSIP: 3138A1L58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263975 | PA      | $259721.45     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/37 #256635                                                                           | CUSIP: 31371NBC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3932 | PA      | $3952.74       | 0.00%             | 2037-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#BN5326                                                                    | CUSIP: 3140JM4L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96186 | PA      | $94754.74      | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 12/20/2051#MA7765                                                                    | CUSIP: 36179WTW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1344591 | PA      | $1033106.93    | 0.00%             | 2051-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 12/34 #003650                                                                       | CUSIP: 36202EBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        352 | PA      | $347.96        | 0.00%             | 2034-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 2% 08/19/2031                                                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1196641.35    | 0.00%             | 2031-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 5.00% 9/39 #692770                                                                           | CUSIP: 36296JT39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     507787 | PA      | $510201.68     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2035#BQ3260                                                                  | CUSIP: 3140KNTS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     720101 | PA      | $671605.72     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#MA2863                                                                    | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1764462 | PA      | $1543942.16    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2047#AS9600                                                                    | CUSIP: 3138WKU29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367531 | PA      | $343118.35     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 03/01/2036#                                                                        | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14901251 | PA      | $13142834.82   | 0.02%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 4/35 #735403                                                                           | CUSIP: 31402RAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153057 | PA      | $153933.53     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2043#BM3704                                                                    | CUSIP: 3140J8DJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3911898 | PA      | $3501861.79    | 0.01%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2047#Q49494                                                                  | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1146949 | PA      | $1101368.82    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/41 #AI8838                                                                           | CUSIP: 3138ANZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180570 | PA      | $172310.58     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2027#AB7143                                                                  | CUSIP: 31417D5D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47827 | PA      | $46775.15      | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 3.50% 11/41 #489787                                                                          | CUSIP: 36210ECY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106937 | PA      | $99779.25      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2038#                                                                        | CUSIP: 3128L6BS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9955 | PA      | $10260.41      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49547580 | PA      | $40775770.27   | 0.07%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 07/01/2043#AT8036                                                                  | CUSIP: 3138WV4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83467 | PA      | $74759.78      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                                     | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                                      | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9623657 | PA      | $9597083.82    | 0.02%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#QJ6331                                                                  | CUSIP: 3133CXA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     234067 | PA      | $232109.62     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#AU3742                                                                  | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56961 | PA      | $52585.74      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 3.293% 6/1/2042                                                                   | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2435000 | PA      | $1757442.99    | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5441000 | PA      | $5460916.07    | 0.01%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                  | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   11400000 | PA      | $11200713.07   | 0.02%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#CA2801                                                                  | CUSIP: 3140QADF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32922 | PA      | $31572.86      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2047#MA3209                                                                    | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244935 | PA      | $213557.79     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.9% 11/17/2045                                                            | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7663000 | PA      | $6539427.11    | 0.01%             | 2045-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2047#Q49361                                                                  | CUSIP: 3132WPMK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84690 | PA      | $81430.72      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180620000 | PA      | $180605889.97  | 0.29%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.50% 5/27 #AO1250                                                                      | CUSIP: 3138LRL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1328 | PA      | $1302.34       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.55% 02/15/2034                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $4023711.05    | 0.01%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 3/41 #750197                                                                           | CUSIP: 3620C6NN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22590 | PA      | $22181.16      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 4.15% 03/04/2026                                                          | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    9666000 | PA      | $9636086.63    | 0.02%             | 2026-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2037#SB1146                                                                    | CUSIP: 3132CXHX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31842 | PA      | $28814.23      | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.875% 03/19/2060                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $3529682.47    | 0.01%             | 2060-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#BO2693                                                                    | CUSIP: 3140JW7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7005 | PA      | $6500.62       | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/44#Q29187                                                                    | CUSIP: 3132M92U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26359 | PA      | $25591.58      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2043#Q16808                                                                    | CUSIP: 3132J8AJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36194 | PA      | $32636.44      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2053#BX7046                                                                  | CUSIP: 3140NBZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     667402 | PA      | $663842.76     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2047#BH0458                                                                  | CUSIP: 3140GNQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170397 | PA      | $163625.29     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2049#ZT2206                                                                    | CUSIP: 3132AENX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2247545 | PA      | $2088422.93    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                    | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22850000 | PA      | $22628656.62   | 0.04%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.1% 08/15/2025                                                              | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994689.98    | 0.00%             | 2025-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#BN9825                                                                    | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12130 | PA      | $11949.24      | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 01/01/2033#CA1110                                                                    | CUSIP: 3140Q8GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330527 | PA      | $325172.12     | 0.00%             | 2033-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 08/01/2029#AW4513                                                                  | CUSIP: 3138XUAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117250 | PA      | $114412.23     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#MA4075                                                                  | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7861783 | PA      | $7320042.51    | 0.01%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $6283805.00    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 05/01/2043#AT6971                                                                  | CUSIP: 3138WUW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75565 | PA      | $67416.85      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 4.9% 12/01/2032                                                          | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11850000 | PA      | $11722045.83   | 0.02%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2047#MA3237                                                                    | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313792 | PA      | $273104.01     | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2044#G60727                                                                  | CUSIP: 31335AYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     627505 | PA      | $580748.22     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2050#                                                                          | CUSIP: 3132DV5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201239 | PA      | $173258.67     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2045#AY9397                                                                    | CUSIP: 3138YPNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81635 | PA      | $76416.25      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#MA5353                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18027296 | PA      | $17874828.22   | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 11/01/2039#A89867                                                                  | CUSIP: 3129366C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44679 | PA      | $42847.51      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3899                                                                  | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11130268 | PA      | $9928102.14    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2033#BK9015                                                                    | CUSIP: 3140HPAR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19375 | PA      | $18559.61      | 0.00%             | 2033-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 5/36 #745515                                                                           | CUSIP: 31403DGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36407 | PA      | $36620.69      | 0.00%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AO1284                                                                  | CUSIP: 3138LRNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111245 | PA      | $99451.59      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.0% 09/01/2039#G07021                                                                  | CUSIP: 3128M9D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     691144 | PA      | $695709.04     | 0.00%             | 2039-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 4/38 #962491                                                                           | CUSIP: 31414CXU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21198 | PA      | $21815.65      | 0.00%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 02/01/2037#SB8140                                                                  | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192402 | PA      | $168976.10     | 0.00%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2031#BD3755                                                                    | CUSIP: 3140FBE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21396 | PA      | $20733.88      | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 3.7% 02/15/2026                                                         | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4253000 | PA      | $4228714.77    | 0.01%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/35#SB8062                                                                       | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18845415 | PA      | $17546812.85   | 0.03%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 7/37 #942359                                                                           | CUSIP: 31413DMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12368 | PA      | $12721.01      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.5% 01/15/2031                                                               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5869700.01    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2049#MA6152                                                                    | CUSIP: 36179UZR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3871305 | PA      | $3260454.03    | 0.01%             | 2049-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.081% 06/07/2029                                                         | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6086837.88    | 0.01%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2032#CA0422                                                                  | CUSIP: 3140Q7PG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111720 | PA      | $106620.50     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 4.50% 6/41 #760443                                                                           | CUSIP: 36176AS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19590 | PA      | $19226.65      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2030#BD8900                                                                  | CUSIP: 3140FG3J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     992006 | PA      | $968531.51     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2048#ZM5865                                                                  | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47815 | PA      | $45795.59      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BH5070                                                                    | CUSIP: 3140GTT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104312 | PA      | $100544.74     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5.50% 8/29 #MA0192                                                                      | CUSIP: 31417YGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66061 | PA      | $67045.57      | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.00% 3/36 #745355                                                                           | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3110 | PA      | $3128.04       | 0.00%             | 2036-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2050#MA6765                                                                    | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21744470 | PA      | $18245471.90   | 0.03%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2042#Q10716                                                                  | CUSIP: 3132HLYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200819 | PA      | $185572.12     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 09/01/2029#AW5670                                                                  | CUSIP: 3138XVJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3793 | PA      | $3700.56       | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#BU1377                                                                  | CUSIP: 3140M2Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     682855 | PA      | $599713.88     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/01/2055 #TBA                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   89875000 | PA      | $89174343.49   | 0.14%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2044#AW9026                                                                    | CUSIP: 3138XZA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128728 | PA      | $128461.88     | 0.00%             | 2044-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25430300 | PA      | $16272411.82   | 0.03%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  444400000 | PA      | $432283158.47  | 0.69%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                               | BARRICK NORTH AMER FIN LLC 5.75% 05/01/2043                                                       | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961757.08    | 0.00%             | 2043-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#SD8173                                                                  | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   94444474 | PA      | $77311009.18   | 0.12%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2033#MA3313                                                                  | CUSIP: 31418CVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205185 | PA      | $199767.52     | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.153%/VAR 02/04/2031                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6085435.68    | 0.01%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2050#MA6656                                                                      | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1917685 | PA      | $1676948.42    | 0.00%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2046#AS7238                                                                    | CUSIP: 3138WHBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3251 | PA      | $2848.56       | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2045#AZ5942                                                                  | CUSIP: 3138YXS89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     544924 | PA      | $494922.15     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                       | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4120000 | PA      | $4204313.04    | 0.01%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 1.375% 09/15/2030                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   21411000 | PA      | $18393538.56   | 0.03%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2052#MA8348                                                                      | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30120867 | PA      | $29368363.19   | 0.05%             | 2052-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2031#MA2753                                                                  | CUSIP: 31418CBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12939 | PA      | $12653.64      | 0.00%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2050#FS5284                                                                  | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36646937 | PA      | $32906340.32   | 0.05%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#MA3472                                                                    | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     491605 | PA      | $486285.80     | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048                                                   | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13373000 | PA      | $10529011.03   | 0.02%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 05/01/2029#AL7359                                                                    | CUSIP: 3138EQE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6434 | PA      | $6393.31       | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2028#AR9891                                                                  | CUSIP: 3138W77D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39826 | PA      | $39369.97      | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2027#AK1606                                                                    | CUSIP: 3138E5YC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2352 | PA      | $2321.30       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2044#AX2491                                                                    | CUSIP: 3138Y3XV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22709 | PA      | $21412.04      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 3% 09/01/2039#RB5015                                                                    | CUSIP: 3133KYSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53130 | PA      | $48366.24      | 0.00%             | 2039-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2028#G30414                                                                  | CUSIP: 3128CUN77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4928 | PA      | $4976.41       | 0.00%             | 2028-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.00% 1/40 #A90893                                                                           | CUSIP: 3129387E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52562 | PA      | $52906.18      | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB1041                                                                  | CUSIP: 3140AAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149831 | PA      | $148550.11     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 09/01/2044#AS4173                                                                  | CUSIP: 3138WDT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119934 | PA      | $113111.57     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.00% 10/25 #AE6406                                                                     | CUSIP: 31419HDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         19 | PA      | $18.77         | 0.00%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 6.00% 11/32 #545998                                                                          | CUSIP: 31385JRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91330 | PA      | $94389.84      | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 07/20/2052#MA8148                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6056313 | PA      | $5308807.43    | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.05% 11/15/2027                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4514214.22    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2026#AH8103                                                                  | CUSIP: 3138AAAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        267 | PA      | $265.17        | 0.00%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 5.50% 6/38 #A78623                                                                           | CUSIP: 3128LCSL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13425 | PA      | $13823.34      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.75% 10/15/2047                                                           | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7594000 | PA      | $5451924.58    | 0.01%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.55% 04/01/2046                                                                       | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $945137.13     | 0.00%             | 2046-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                      | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4623228.23    | 0.01%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer